# EDGAR Filing Document

**Accession Number:** 0001272950
**File Stem:** 0001193125-26-092754
**Filing Date:** 2026-3
**Character Count:** 468535
**Document Hash:** 89502bf7826139d3335c342d559fc4fa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-092754.hdr.sgml**: 20260305

**ACCESSION NUMBER**: 0001193125-26-092754

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260227

**FILED AS OF DATE**: 20260305

**DATE AS OF CHANGE**: 20260305

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RBC FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001272950

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21475
- **FILM NUMBER:** 26724456

**BUSINESS ADDRESS:**
- **STREET 1:** 250 NICOLLET MALL
- **STREET 2:** SUITE 1550
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55401
- **BUSINESS PHONE:** 612-380-1198

**MAIL ADDRESS:**
- **STREET 1:** 250 NICOLLET MALL
- **STREET 2:** SUITE 1550
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55401

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TAMARACK FUNDS TRUST
- **DATE OF NAME CHANGE:** 20031212

## Series and Classes Contracts Data

### RBC BlueBay U.S. Government Money Market Fund (Series ID: S000001806)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000004729 | Institutional Class 1 | TUGXX           |
| C000071257 | Institutional Class 2 | TIMXX           |
| C000071260 | Investor Class        | TUIXX           |
| C000243226 | Class A               | RGMXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001272950

### General Information

**Report for (YYYY-MM-DD):** 2026-02-27

**Registrant Full Name:** RBC Funds Trust

**CIK Number of Registrant:** 0001272950

**LEI of Registrant:** 549300456VUEP58RCU35

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

**LEI of Series:** 54930052Y1FH4FTCFW93

**EDGAR Series Identifier:** S000001806

**Total number of share classes in the series:** 4

**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            | RBC Global Asset Management (U.S.) Inc.                      | 801-20303         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Minneapolis<br>State: MN |  |
| Administrator                 | RBC Global Asset Management (U.S.) Inc.                      |  |
| Transfer Agent                | US Bank Global Fund Services<br>CIK: 0001094770              | 085-11357         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-111986

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 41 days

- **WAL:** 99 days

- **Total Value of Portfolio Securities:** $21995871780.00

- **Amortized Cost of Portfolio Securities:** $21996001323.15

- **Cash:** $0.00

- **Total Other Assets:** $55529834.43

- **Total Liabilities:** $257986237.05

- **Net Assets of Series:** $21793544920.53

- **Number of Shares Outstanding (Series):** 21793555413.6400

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $14419747132.02           | $16040014816.84            | 67.1000%                  | 74.6400%                   |
| 2026-02-03 | $14512617804.30           | $16132919034.95            | 67.0000%                  | 74.4800%                   |
| 2026-02-04 | $13399427418.16           | $15019762194.65            | 64.5900%                  | 72.4000%                   |
| 2026-02-05 | $14915184823.82           | $15435553146.14            | 70.8200%                  | 73.2900%                   |
| 2026-02-06 | $13932508674.33           | $15602977634.15            | 66.0100%                  | 73.9200%                   |
| 2026-02-09 | $13678177446.97           | $15771943229.79            | 65.6000%                  | 75.6400%                   |
| 2026-02-10 | $12390568017.18           | $14484397123.59            | 63.3100%                  | 74.0100%                   |
| 2026-02-11 | $11785452557.44           | $13879344987.49            | 62.1400%                  | 73.1800%                   |
| 2026-02-12 | $14182291498.05           | $15126247251.71            | 68.7200%                  | 73.2900%                   |
| 2026-02-13 | $12649310505.25           | $14568519553.38            | 64.3400%                  | 74.1000%                   |
| 2026-02-17 | $13643696804.47           | $15562474176.23            | 66.0700%                  | 75.3700%                   |
| 2026-02-18 | $14250087331.12           | $16368392770.33            | 67.0400%                  | 77.0100%                   |
| 2026-02-19 | $14762738062.30           | $15781106825.12            | 70.9200%                  | 75.8100%                   |
| 2026-02-20 | $13677542951.15           | $15796101684.81            | 64.2600%                  | 74.2100%                   |
| 2026-02-23 | $14534989836.24           | $16659718838.28            | 67.0100%                  | 76.8000%                   |
| 2026-02-24 | $14500411477.18           | $16425204486.90            | 66.7800%                  | 75.6400%                   |
| 2026-02-25 | $14152729162.54           | $16077586179.92            | 66.2400%                  | 75.2500%                   |
| 2026-02-26 | $16384876747.27           | $17309797772.33            | 72.8300%                  | 76.9400%                   |
| 2026-02-27 | $14833515959.02           | $16858629007.14            | 67.2700%                  | 76.4500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7800%             |
| 2026-02-03 | 3.7700%             |
| 2026-02-04 | 3.7700%             |
| 2026-02-05 | 3.7600%             |
| 2026-02-06 | 3.7100%             |
| 2026-02-09 | 3.7300%             |
| 2026-02-10 | 3.7200%             |
| 2026-02-11 | 3.7200%             |
| 2026-02-12 | 3.7200%             |
| 2026-02-13 | 3.7200%             |
| 2026-02-17 | 3.7300%             |
| 2026-02-18 | 3.7400%             |
| 2026-02-19 | 3.7400%             |
| 2026-02-20 | 3.7400%             |
| 2026-02-23 | 3.7400%             |
| 2026-02-24 | 3.7400%             |
| 2026-02-25 | 3.7300%             |
| 2026-02-26 | 3.7300%             |
| 2026-02-27 | 3.7300%             |

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

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

### Class: Institutional Class 1

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $16518708037.00

- **Number of Shares Outstanding:** 16518807317.9500

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1699989833.42            | $1159127012.02          |
| 2026-02-03 | $850918762.74             | $1141500653.85          |
| 2026-02-04 | $234306702.15             | $1086995324.67          |
| 2026-02-05 | $825818867.46             | $539369766.86           |
| 2026-02-06 | $509579582.99             | $515108738.54           |
| 2026-02-09 | $516747153.98             | $694454817.50           |
| 2026-02-10 | $182838390.23             | $1165629835.05          |
| 2026-02-11 | $115844917.95             | $626849522.81           |
| 2026-02-12 | $1878796187.16            | $242067933.96           |
| 2026-02-13 | $157592613.08             | $1162434579.92          |
| 2026-02-17 | $1006742418.48            | $429026388.97           |
| 2026-02-18 | $1210604670.68            | $451453535.88           |
| 2026-02-19 | $281426953.35             | $775195368.86           |
| 2026-02-20 | $952509492.89             | $385033239.64           |
| 2026-02-23 | $685141408.81             | $280114785.90           |
| 2026-02-24 | $135281456.55             | $413290011.54           |
| 2026-02-25 | $471168329.24             | $398520528.95           |
| 2026-02-26 | $1198491341.06            | $292761478.45           |
| 2026-02-27 | $871053739.90             | $1221350729.93          |

**Total Gross Subscriptions (Month):** $13784852822.12

**Total Gross Redemptions (Month):** $12980284253.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6500%           |
| 2026-02-03 | 3.6400%           |
| 2026-02-04 | 3.6400%           |
| 2026-02-05 | 3.6300%           |
| 2026-02-06 | 3.6000%           |
| 2026-02-09 | 3.5900%           |
| 2026-02-10 | 3.5900%           |
| 2026-02-11 | 3.5900%           |
| 2026-02-12 | 3.5900%           |
| 2026-02-13 | 3.5900%           |
| 2026-02-17 | 3.6000%           |
| 2026-02-18 | 3.6000%           |
| 2026-02-19 | 3.6100%           |
| 2026-02-20 | 3.6100%           |
| 2026-02-23 | 3.6100%           |
| 2026-02-24 | 3.6100%           |
| 2026-02-25 | 3.6000%           |
| 2026-02-26 | 3.6000%           |
| 2026-02-27 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 22.7600%         | 0.0000%              |
| Broker-dealer                                       |  | 8.2900%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.9400%          | 0.0000%              |
| Broker-dealer                                       |  | 6.4800%          | 0.0000%              |
| Non-financial corporation                           |  | 0.0000%          | 5.0800%              |

### Class: Institutional Class 2

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3511301732.57

- **Number of Shares Outstanding:** 3511212024.9600

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $76656843.40              | $0.00                   |
| 2026-02-03 | $26594164.83              | $0.00                   |
| 2026-02-04 | $0.00                     | $5985798.58             |
| 2026-02-05 | $0.00                     | $20603889.43            |
| 2026-02-06 | $44983360.57              | $0.00                   |
| 2026-02-09 | $0.00                     | $30612625.11            |
| 2026-02-10 | $25012549.66              | $0.00                   |
| 2026-02-11 | $0.00                     | $86576106.88            |
| 2026-02-12 | $28577222.07              | $7696023.19             |
| 2026-02-13 | $11233554.16              | $0.00                   |
| 2026-02-17 | $151243481.59             | $56992147.62            |
| 2026-02-18 | $14191740.47              | $0.00                   |
| 2026-02-19 | $0.00                     | $142728101.33           |
| 2026-02-20 | $21533827.50              | $0.00                   |
| 2026-02-23 | $38785743.92              | $0.00                   |
| 2026-02-24 | $0.00                     | $11451758.77            |
| 2026-02-25 | $0.00                     | $21779872.80            |
| 2026-02-26 | $0.00                     | $20595669.43            |
| 2026-02-27 | $0.00                     | $35153126.97            |

**Total Gross Subscriptions (Month):** $438812488.17

**Total Gross Redemptions (Month):** $440175120.11

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5100%           |
| 2026-02-03 | 3.5100%           |
| 2026-02-04 | 3.5000%           |
| 2026-02-05 | 3.5000%           |
| 2026-02-06 | 3.4600%           |
| 2026-02-09 | 3.4600%           |
| 2026-02-10 | 3.4600%           |
| 2026-02-11 | 3.4500%           |
| 2026-02-12 | 3.4500%           |
| 2026-02-13 | 3.4600%           |
| 2026-02-17 | 3.4600%           |
| 2026-02-18 | 3.4700%           |
| 2026-02-19 | 3.4700%           |
| 2026-02-20 | 3.4700%           |
| 2026-02-23 | 3.4700%           |
| 2026-02-24 | 3.4700%           |
| 2026-02-25 | 3.4700%           |
| 2026-02-26 | 3.4600%           |
| 2026-02-27 | 3.4600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 100.0000%        | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $381112533.90

- **Number of Shares Outstanding:** 381151873.7400

- **Expense Reimbursement/Waiver:** 35570.92

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0000          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 1.0000          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9999          |
|  |  |
| 2026-02-20 | 0.9999          |
|  |  |
| 2026-02-23 | 0.9999          |
|  |  |
| 2026-02-24 | 0.9999          |
|  |  |
| 2026-02-25 | 0.9999          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1101273.87               | $0.00                   |
| 2026-02-03 | $5476977.57               | $0.00                   |
| 2026-02-04 | $0.00                     | $2615264.85             |
| 2026-02-05 | $0.00                     | $39507.08               |
| 2026-02-06 | $450425.82                | $0.00                   |
| 2026-02-09 | $2240442.59               | $0.00                   |
| 2026-02-10 | $0.00                     | $676170.45              |
| 2026-02-11 | $0.00                     | $2549743.68             |
| 2026-02-12 | $0.00                     | $3377332.67             |
| 2026-02-13 | $0.00                     | $109741.91              |
| 2026-02-17 | $930100.68                | $0.00                   |
| 2026-02-18 | $4624130.91               | $0.00                   |
| 2026-02-19 | $0.00                     | $1169459.83             |
| 2026-02-20 | $5668433.31               | $0.00                   |
| 2026-02-23 | $1415087.83               | $0.00                   |
| 2026-02-24 | $300598.78                | $0.00                   |
| 2026-02-25 | $0.00                     | $2287003.32             |
| 2026-02-26 | $0.00                     | $5365818.90             |
| 2026-02-27 | $0.00                     | $2769366.39             |

**Total Gross Subscriptions (Month):** $22207471.36

**Total Gross Redemptions (Month):** $20959409.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 2.7800%           |
| 2026-02-03 | 2.7700%           |
| 2026-02-04 | 2.7700%           |
| 2026-02-05 | 2.7600%           |
| 2026-02-06 | 2.7300%           |
| 2026-02-09 | 2.7300%           |
| 2026-02-10 | 2.7200%           |
| 2026-02-11 | 2.7200%           |
| 2026-02-12 | 2.7200%           |
| 2026-02-13 | 2.7300%           |
| 2026-02-17 | 2.7300%           |
| 2026-02-18 | 2.7400%           |
| 2026-02-19 | 2.7400%           |
| 2026-02-20 | 2.7400%           |
| 2026-02-23 | 2.7400%           |
| 2026-02-24 | 2.7400%           |
| 2026-02-25 | 2.7300%           |
| 2026-02-26 | 2.7300%           |
| 2026-02-27 | 2.7200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 100.0000%        | 0.0000%              |

### Class: A

- **Minimum Initial Investment:** $250.00

- **Net Assets of Class:** $1382422617.06

- **Number of Shares Outstanding:** 1382384196.9900

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $50057016.95              | $17109051.96            |
| 2026-02-03 | $8338723.34               | $9103740.85             |
| 2026-02-04 | $18980872.88              | $3901774.79             |
| 2026-02-05 | $8726865.98               | $5638353.01             |
| 2026-02-06 | $7643848.73               | $7362910.63             |
| 2026-02-09 | $15989851.39              | $7296460.90             |
| 2026-02-10 | $5208951.17               | $2920864.09             |
| 2026-02-11 | $18179613.18              | $5558308.19             |
| 2026-02-12 | $22742602.32              | $6068885.99             |
| 2026-02-13 | $14196775.67              | $3901116.63             |
| 2026-02-17 | $24215739.05              | $4417479.17             |
| 2026-02-18 | $5603866.03               | $4295657.66             |
| 2026-02-19 | $3589727.98               | $5745796.46             |
| 2026-02-20 | $20889528.99              | $3343890.01             |
| 2026-02-23 | $12139630.14              | $3641217.01             |
| 2026-02-24 | $30756342.41              | $4176967.78             |
| 2026-02-25 | $11238360.15              | $3733336.35             |
| 2026-02-26 | $7293494.30               | $3786286.71             |
| 2026-02-27 | $4495519.49               | $20857200.56            |

**Total Gross Subscriptions (Month):** $290287330.15

**Total Gross Redemptions (Month):** $122859298.75

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5500%           |
| 2026-02-03 | 3.5500%           |
| 2026-02-04 | 3.5500%           |
| 2026-02-05 | 3.5400%           |
| 2026-02-06 | 3.5100%           |
| 2026-02-09 | 3.5000%           |
| 2026-02-10 | 3.5000%           |
| 2026-02-11 | 3.5000%           |
| 2026-02-12 | 3.4900%           |
| 2026-02-13 | 3.5000%           |
| 2026-02-17 | 3.5000%           |
| 2026-02-18 | 3.5100%           |
| 2026-02-19 | 3.5100%           |
| 2026-02-20 | 3.5200%           |
| 2026-02-23 | 3.5200%           |
| 2026-02-24 | 3.5100%           |
| 2026-02-25 | 3.5100%           |
| 2026-02-26 | 3.5100%           |
| 2026-02-27 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 100.0000%        | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: WELLS FARGO SECURITIES LLC REPO 3.7% 03/05/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.7% 03/05/2026 3.700000%
- **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: 173080174, C.5 - Other ID: 1730801741
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2041-08-01      | 4.5000%  | 0.0000% | $8142612.00        | $447660.87         | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $46501000.00       | $41270221.25       | Agency Debentures and Agency Strips |
| FNMA          | 2043-12-01      | 4.0000%  | 0.0000% | $129000.00         | $13260.55          | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $10681559.00       | $8781678.95        | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $2566864.00        | $1805713.73        | Agency Debentures and Agency Strips |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $16523850.00       | $4204924.96        | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $3048000.00        | $2435202.16        | Agency Debentures and Agency Strips |
| FNMA          | 2040-02-01      | 5.5000%  | 0.0000% | $41403907.00       | $43027487.61       | Agency Debentures and Agency Strips |
| FNMA          | 2029-09-01      | 5.0000%  | 0.0000% | $999976.00         | $13849.93          | Agency Debentures and Agency Strips |

### Security 2: CITIGROUP GLOBAL MARKETS INC REPO 3.68 04/06/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.68 04/06/2026 3.680000%
- **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: 173080174, C.5 - Other ID: 1730801746
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2067-05-20      | 4.5730%  | 0.0000% | $2998000.00        | $788327.12         | Agency Debentures and Agency Strips |
| GNMA          | 2067-11-20      | 4.3830%  | 0.0000% | $65654.00          | $21276.25          | Agency Debentures and Agency Strips |
| GNMA          | 2066-10-15      | 5.9000%  | 0.0000% | $1000.00           | $1078.06           | Agency Debentures and Agency Strips |
| GNMA          | 2066-12-15      | 5.7200%  | 0.0000% | $8662.00           | $9365.11           | Agency Debentures and Agency Strips |
| GNMA          | 2067-02-15      | 5.3500%  | 0.0000% | $464906.00         | $477659.25         | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $101127308.00      | $99999110.71       | Agency Debentures and Agency Strips |
| GNMA          | 2067-07-20      | 4.5800%  | 0.0000% | $1855951.00        | $703184.20         | Agency Debentures and Agency Strips |

### Security 3: CITIGROUP GLOBAL MARKETS INC REPO 3.7 04/23/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.7 04/23/2026 3.700000%
- **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: 173102860, C.5 - Other ID: 1731028608
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2067-05-20      | 4.5730%  | 0.0000% | $1000.00           | $262.95            | Agency Debentures and Agency Strips |
| GNMA          | 2067-11-20      | 4.3830%  | 0.0000% | $921864.00         | $298745.13         | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $15407864.00       | $15235970.66       | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $84293108.00       | $86459164.56       | Agency Debentures and Agency Strips |
| GNMA          | 2067-07-20      | 4.5800%  | 0.0000% | $15460.00          | $5857.50           | Agency Debentures and Agency Strips |

### Security 4: CITIGROUP GLOBAL MARKETS INC REPO 3.71 05/22/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.71 05/22/2026 3.710000%
- **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: 173106435, C.5 - Other ID: 1731064355
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2067-05-20      | 4.5730%  | 0.0000% | $1000.00           | $262.95            | Agency Debentures and Agency Strips |
| GNMA          | 2067-11-20      | 4.3830%  | 0.0000% | $62482.00          | $20248.32          | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 4.0000%  | 0.0000% | $985369.00         | $946694.65         | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $1044303.00        | $1032652.54        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $97494457.00       | $99999744.96       | Agency Debentures and Agency Strips |
| GNMA          | 2067-07-20      | 4.5800%  | 0.0000% | $1048.00           | $397.07            | Agency Debentures and Agency Strips |

### Security 5: WELLS FARGO SECURITIES LLC REPO 3.7 05/01/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.7 05/01/2026 3.700000%
- **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: 173111241, C.5 - Other ID: 1731112410
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2041-08-01      | 4.5000%  | 0.0000% | $20152387.00       | $1107928.90        | Agency Debentures and Agency Strips |
| FNMA          | 2032-08-01      | 4.0000%  | 0.0000% | $1005000.00        | $29144.81          | Agency Debentures and Agency Strips |
| FNMA          | 2038-11-01      | 6.0000%  | 0.0000% | $2471842.00        | $1217235.29        | Agency Debentures and Agency Strips |
| FNMA          | 2038-11-01      | 6.0000%  | 0.0000% | $624849.00         | $317180.92         | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1210670.00        | $1208352.77        | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $634945.00         | $653966.75         | Agency Debentures and Agency Strips |
| FNMA          | 2040-10-01      | 5.5000%  | 0.0000% | $2030003.00        | $2067036.21        | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 4.5000%  | 0.0000% | $1491302.00        | $1465519.12        | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $1430132.00        | $1530722.66        | Agency Debentures and Agency Strips |
| FNMA          | 2046-08-01      | 3.5000%  | 0.0000% | $285000.00         | $57619.81          | Agency Debentures and Agency Strips |
| FNMA          | 2040-09-01      | 3.5000%  | 0.0000% | $2336756.00        | $2247135.35        | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $6932601.00        | $4287701.09        | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $40000.00          | $31543.61          | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $12400000.00       | $9126767.08        | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $10775452.00       | $8813898.92        | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 6.5000%  | 0.0000% | $2448000.00        | $1513819.66        | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.5000%  | 0.0000% | $17308540.00       | $15774096.27       | Agency Debentures and Agency Strips |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $15610000.00       | $10189887.38       | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $896000.00         | $609945.45         | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $50331.00          | $41963.95          | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $7746306.00        | $6146142.26        | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $13944275.00       | $11986774.02       | Agency Debentures and Agency Strips |
| FNMA          | 2040-02-01      | 5.0000%  | 0.0000% | $2857488.00        | $2684280.54        | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $18948770.00       | $14356956.29       | Agency Debentures and Agency Strips |
| FNMA          | 2035-03-01      | 4.5000%  | 0.0000% | $1411975.00        | $1137626.51        | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 3.5000%  | 0.0000% | $4000634.00        | $3396754.40        | Agency Debentures and Agency Strips |

### Security 6: WELLS FARGO SECURITIES LLC REPO 3.7 04/02/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.7 04/02/2026 3.700000%
- **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: 173111241, C.5 - Other ID: 1731112415
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2035-12-01      | 5.5000%  | 0.0000% | $500000.00         | $3528.23           | Agency Debentures and Agency Strips |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $36000.00          | $4738.89           | Agency Debentures and Agency Strips |
| FNMA          | 2034-05-01      | 5.0000%  | 0.0000% | $255000.00         | $1646.61           | Agency Debentures and Agency Strips |
| FNMA          | 2040-02-01      | 5.5000%  | 0.0000% | $1050808.00        | $855395.28         | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $2546223.00        | $2465060.33        | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 2.0000%  | 0.0000% | $657811.00         | $126812.12         | Agency Debentures and Agency Strips |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $115000.00         | $30985.10          | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 5.0000%  | 0.0000% | $1978238.00        | $295236.08         | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 5.0000%  | 0.0000% | $1800000.00        | $427026.41         | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 2.0000%  | 0.0000% | $2609700.00        | $1371467.97        | Agency Debentures and Agency Strips |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $283000.00         | $46275.93          | Agency Debentures and Agency Strips |
| FNMA          | 2036-11-01      | 2.5000%  | 0.0000% | $1307127.00        | $808152.48         | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $279094.00         | $208640.91         | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $6000.00           | $4821.81           | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $77137760.00       | $61217114.09       | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $57479.00          | $38624.56          | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $14498567.00       | $12835433.31       | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $40000.00          | $35712.15          | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 3.5000%  | 0.0000% | $3000000.00        | $2581130.85        | Agency Debentures and Agency Strips |
| FNMA          | 2040-08-01      | 5.5000%  | 0.0000% | $9811584.00        | $8900890.89        | Agency Debentures and Agency Strips |
| FNMA          | 2037-10-01      | 3.5000%  | 0.0000% | $75000.00          | $20205.88          | Agency Debentures and Agency Strips |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $461409.00         | $170184.21         | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1448000.00        | $784657.83         | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $1178089.00        | $800267.34         | Agency Debentures and Agency Strips |
| FNMA          | 2037-03-01      | 2.0000%  | 0.0000% | $1289000.00        | $696401.34         | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $925000.00         | $645475.02         | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $800000.00         | $534911.44         | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $665000.00         | $527953.35         | Agency Debentures and Agency Strips |
| FNMA          | 2040-10-01      | 6.0000%  | 0.0000% | $4975064.00        | $5091932.29        | Agency Debentures and Agency Strips |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $146876.00         | $27648.93          | Agency Debentures and Agency Strips |
| FNMA          | 2048-12-01      | 4.5000%  | 0.0000% | $127000.00         | $9152.86           | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $652000.00         | $418507.38         | Agency Debentures and Agency Strips |
| FNMA          | 2037-08-01      | 6.0000%  | 0.0000% | $560978.00         | $14008.16          | Agency Debentures and Agency Strips |

### Security 7: WELLS FARGO SECURITIES LLC REPO 3.7% 03/05/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.7 03/19/2026 3.700000%
- **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: 173112807, C.5 - Other ID: 1731128078
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $879372.00         | $856157.02         | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1034360.00        | $1068398.63        | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $1624774.00        | $1610399.62        | Agency Debentures and Agency Strips |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $61000.00          | $12836.19          | Agency Debentures and Agency Strips |
| FNMA          | 2036-11-01      | 2.5000%  | 0.0000% | $213652.00         | $132093.82         | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $5000000.00        | $3700923.06        | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $33979194.00       | $24504288.05       | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $71569006.00       | $51793927.83       | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $15000.00          | $12960.59          | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $4000.00           | $3775.05           | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 4.0000%  | 0.0000% | $20040057.00       | $18304240.76       | Agency Debentures and Agency Strips |

### Security 8: CITIGROUP GLOBAL MARKETS INC REPO 3.7 06/03/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.7 06/03/2026 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173115993, C.5 - Other ID: 1731159930
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $61961600.00       | $62562969.85       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $39127200.00       | $39437046.58       | U.S. Treasuries (including strips) |

### Security 9: WELLS FARGO SECURITIES LLC REPO 3.67 03/02/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.67 03/02/2026 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173147619, C.5 - Other ID: 1731476192
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.5900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2042-08-20      | 4.0000%  | 0.0000% | $1694994.00        | $105924.58         | Agency Debentures and Agency Strips |
| GNMA          | 2046-05-20      | 3.5000%  | 0.0000% | $16440000.00       | $1721663.41        | Agency Debentures and Agency Strips |
| GNMA          | 2047-08-20      | 3.5000%  | 0.0000% | $375000.00         | $46824.27          | Agency Debentures and Agency Strips |
| GNMA          | 2048-01-20      | 5.5000%  | 0.0000% | $12594175.00       | $1918478.37        | Agency Debentures and Agency Strips |
| GNMA          | 2048-03-20      | 4.5000%  | 0.0000% | $27910408.00       | $2432886.39        | Agency Debentures and Agency Strips |
| GNMA          | 2049-03-20      | 6.0000%  | 0.0000% | $25000.00          | $2628.67           | Agency Debentures and Agency Strips |
| GNMA          | 2050-02-20      | 3.5000%  | 0.0000% | $500000.00         | $68023.88          | Agency Debentures and Agency Strips |
| GNMA          | 2052-05-20      | 2.0000%  | 0.0000% | $3627208.00        | $2315254.60        | Agency Debentures and Agency Strips |
| GNMA          | 2052-06-20      | 2.0000%  | 0.0000% | $668943.00         | $432549.27         | Agency Debentures and Agency Strips |
| GNMA          | 2038-06-20      | 6.0000%  | 0.0000% | $70000.00          | $20273.87          | Agency Debentures and Agency Strips |
| GNMA          | 2051-08-20      | 1.5000%  | 0.0000% | $12150149.00       | $6856227.90        | Agency Debentures and Agency Strips |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $581679910.00      | $354137314.80      | Agency Debentures and Agency Strips |
| GNMA          | 2038-10-20      | 6.0000%  | 0.0000% | $165000.00         | $64106.67          | Agency Debentures and Agency Strips |
| GNMA          | 2052-03-20      | 4.5000%  | 0.0000% | $15747470.00       | $9851137.94        | Agency Debentures and Agency Strips |
| GNMA          | 2052-08-20      | 6.0000%  | 0.0000% | $134160.00         | $71898.58          | Agency Debentures and Agency Strips |
| GNMA          | 2052-09-20      | 1.5000%  | 0.0000% | $461181.00         | $341836.53         | Agency Debentures and Agency Strips |
| GNMA          | 2053-03-20      | 5.5000%  | 0.0000% | $2365000.00        | $1581889.61        | Agency Debentures and Agency Strips |
| GNMA          | 2038-04-20      | 4.0000%  | 0.0000% | $286649.00         | $186600.67         | Agency Debentures and Agency Strips |
| GNMA          | 2054-05-20      | 5.0000%  | 0.0000% | $3137000.00        | $2810343.19        | Agency Debentures and Agency Strips |
| GNMA          | 2048-04-20      | 4.0000%  | 0.0000% | $1077257.00        | $195021.03         | Agency Debentures and Agency Strips |
| GNMA          | 2048-06-20      | 5.0000%  | 0.0000% | $630831.00         | $9685.37           | Agency Debentures and Agency Strips |
| GNMA          | 2050-05-20      | 4.0000%  | 0.0000% | $1179591.00        | $210082.67         | Agency Debentures and Agency Strips |
| GNMA          | 2051-02-20      | 2.0000%  | 0.0000% | $13000000.00       | $7173852.97        | Agency Debentures and Agency Strips |
| GNMA          | 2051-10-20      | 3.5000%  | 0.0000% | $1078387.00        | $719345.06         | Agency Debentures and Agency Strips |
| GNMA          | 2043-06-20      | 3.0000%  | 0.0000% | $2276146.00        | $186074.49         | Agency Debentures and Agency Strips |
| GNMA          | 2053-02-20      | 5.0000%  | 0.0000% | $9939428.00        | $7999182.87        | Agency Debentures and Agency Strips |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $6060028.00        | $3362750.49        | Agency Debentures and Agency Strips |
| GNMA          | 2053-05-20      | 6.0000%  | 0.0000% | $3115417.00        | $2654313.76        | Agency Debentures and Agency Strips |
| GNMA          | 2054-02-20      | 7.0000%  | 0.0000% | $1138582.00        | $1012638.11        | Agency Debentures and Agency Strips |
| GNMA          | 2054-07-20      | 6.5000%  | 0.0000% | $7874160.00        | $5520182.65        | Agency Debentures and Agency Strips |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $2409545.00        | $1502956.54        | Agency Debentures and Agency Strips |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $1571470.00        | $1349298.57        | Agency Debentures and Agency Strips |
| GNMA          | 2054-12-20      | 7.0000%  | 0.0000% | $3747304.00        | $3732582.58        | Agency Debentures and Agency Strips |
| GNMA          | 2054-12-20      | 7.0000%  | 0.0000% | $1128727.00        | $793963.02         | Agency Debentures and Agency Strips |
| GNMA          | 2054-12-20      | 6.0000%  | 0.0000% | $1673022.00        | $1607065.85        | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1015689.00        | $1044932.49        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1741465.00        | $1144215.29        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $2391516.00        | $1946908.52        | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1294363.00        | $1361123.53        | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $2119020.00        | $1813482.34        | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $2386239.00        | $2133830.77        | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $5598239.00        | $4873101.40        | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $2723746.00        | $2137312.37        | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $1284012.00        | $1328570.67        | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $4186520.00        | $4430698.66        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1105099.00        | $1161623.44        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1152951.00        | $1179630.35        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $2658947.00        | $2779151.94        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $1306900.00        | $1353294.36        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $4518167.00        | $4575148.09        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1110805.00        | $1178567.18        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $4357038.00        | $4441045.09        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1203148.00        | $1275036.83        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $5026054.00        | $5066937.47        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $1948581.00        | $1967031.94        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $174361370.00      | $178841885.65      | Agency Debentures and Agency Strips |
| GNMA          | 2054-08-20      | 7.0000%  | 0.0000% | $1739531.00        | $787213.91         | Agency Debentures and Agency Strips |
| GNMA          | 2055-01-20      | 4.0000%  | 0.0000% | $16374454.00       | $15305239.01       | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 4.5000%  | 0.0000% | $2435973.00        | $2354293.56        | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $42864926.00       | $42636351.61       | Agency Debentures and Agency Strips |
| GNMA          | 2040-08-20      | 5.5000%  | 0.0000% | $185293.00         | $175717.79         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 3.5000%  | 0.0000% | $39670.00          | $36706.36          | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $276609055.00      | $278482448.29      | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $8258949.00        | $8697081.65        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $20815365.00       | $21296281.17       | Agency Debentures and Agency Strips |
| GNMA          | 2037-11-20      | 6.0000%  | 0.0000% | $575000.00         | $5840.94           | Agency Debentures and Agency Strips |
| GNMA          | 2038-05-20      | 6.0000%  | 0.0000% | $460000.00         | $5969.51           | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-20      | 3.0000%  | 0.0000% | $165000.00         | $15516.74          | Agency Debentures and Agency Strips |
| GNMA          | 2040-01-20      | 4.5000%  | 0.0000% | $349000.00         | $12855.00          | Agency Debentures and Agency Strips |
| GNMA          | 2040-08-20      | 6.0000%  | 0.0000% | $527360.00         | $12873.41          | Agency Debentures and Agency Strips |
| GNMA          | 2041-07-20      | 4.5000%  | 0.0000% | $4000000.00        | $169619.93         | Agency Debentures and Agency Strips |
| GNMA          | 2041-11-20      | 4.0000%  | 0.0000% | $15931449.00       | $824331.59         | Agency Debentures and Agency Strips |
| GNMA          | 2040-06-20      | 4.5000%  | 0.0000% | $1223294.00        | $153271.95         | Agency Debentures and Agency Strips |

### Security 10: Goldman Sachs & Co. LLC REPO 3.63 03/02/2026

- **C.1 - Title:** Goldman Sachs & Co. LLC REPO 3.63 03/02/2026 3.630000%
- **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: 173147619, C.5 - Other ID: 1731476193
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2031-10-01      | 6.0000%  | 0.0000% | $5999882.00        | $12466.95          | Agency Debentures and Agency Strips |
| FNMA          | 2043-11-01      | 5.0000%  | 0.0000% | $53607360.00       | $53794006.07       | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 4.5000%  | 0.0000% | $32166440.00       | $32201887.42       | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $66316288.00       | $59964823.41       | Agency Debentures and Agency Strips |
| FNMA          | 2049-02-01      | 4.0000%  | 0.0000% | $531000.00         | $45047.35          | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $9000.00           | $6363.69           | Agency Debentures and Agency Strips |
| FNMA          | 2039-08-01      | 4.5000%  | 0.0000% | $2145000.00        | $94152.71          | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 4.0000%  | 0.0000% | $30000.00          | $24563.38          | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $628517.00         | $515088.63         | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $170000.00         | $157159.92         | Agency Debentures and Agency Strips |
| GNMA          | 2041-12-15      | 3.1000%  | 0.0000% | $469661.00         | $184927.58         | Agency Debentures and Agency Strips |
| GNMA          | 2057-07-15      | 4.0000%  | 0.0000% | $261390.00         | $245377.71         | Agency Debentures and Agency Strips |
| GNMA          | 2057-04-15      | 2.8300%  | 0.0000% | $5177940.00        | $4482776.05        | Agency Debentures and Agency Strips |
| GNMA          | 2057-04-15      | 2.6500%  | 0.0000% | $4972360.00        | $4376848.04        | Agency Debentures and Agency Strips |
| GNMA          | 2057-05-15      | 2.5700%  | 0.0000% | $244551.00         | $209192.52         | Agency Debentures and Agency Strips |
| GNMA          | 2057-12-15      | 4.0000%  | 0.0000% | $10010032.00       | $9123699.00        | Agency Debentures and Agency Strips |
| GNMA          | 2064-12-15      | 6.0000%  | 0.0000% | $273394.00         | $290591.12         | Agency Debentures and Agency Strips |
| GNMA          | 2060-04-15      | 5.9900%  | 0.0000% | $204223.00         | $219404.44         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $2150852.00        | $2232189.15        | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1710792.00        | $1788538.83        | Agency Debentures and Agency Strips |
| GNMA          | 2065-08-20      | 2.0000%  | 0.0000% | $587813.00         | $466716.99         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $1716356.00        | $1715653.63        | Agency Debentures and Agency Strips |
| USTR          | 2054-02-15      | 0.0000%  | 0.0000% | $12201300.00       | $3209442.15        | U.S. Treasuries (including strips)  |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $53393100.00       | $49307381.52       | U.S. Treasuries (including strips)  |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $32585600.00       | $33199703.00       | U.S. Treasuries (including strips)  |
| USTR          | 2027-10-31      | 3.8129%  | 0.0000% | $47908900.00       | $48131999.75       | U.S. Treasuries (including strips)  |

### Security 11: Bank of Montreal REPO 3.65 03/02/2026

- **C.1 - Title:** Bank of Montreal REPO 3.65 03/02/2026 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173147619, C.5 - Other ID: 1731476194
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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          | 2026-08-15      | 0.0000%  | 0.0000% | $678700.00         | $667277.48         | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $56100.00          | $54668.33          | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 0.0000%  | 0.0000% | $455500.00         | $440550.49         | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $406500.00         | $386333.13         | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 0.0000%  | 0.0000% | $4536400.00        | $4276777.29        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $46800.00          | $42989.87          | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $431000.00         | $392568.16         | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 0.0000%  | 0.0000% | $17300.00          | $15652.40          | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $587000.00         | $519966.95         | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $2083100.00        | $1794465.66        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 0.0000%  | 0.0000% | $1390500.00        | $1163278.40        | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $53000.00          | $35750.04          | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 0.0000%  | 0.0000% | $658000.00         | $422284.66         | U.S. Treasuries (including strips) |
| USTR          | 2037-05-15      | 0.0000%  | 0.0000% | $1762000.00        | $1118959.86        | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 0.0000%  | 0.0000% | $729000.00         | $445581.57         | U.S. Treasuries (including strips) |
| USTR          | 2038-05-15      | 0.0000%  | 0.0000% | $140100.00         | $84473.15          | U.S. Treasuries (including strips) |
| USTR          | 2039-02-15      | 0.0000%  | 0.0000% | $1041000.00        | $601729.23         | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 0.0000%  | 0.0000% | $57000.00          | $32310.16          | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $568000.00         | $316483.92         | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $279000.00         | $153303.80         | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $2823000.00        | $1529724.42        | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $5956900.00        | $3184320.46        | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 0.0000%  | 0.0000% | $4930000.00        | $2597030.33        | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $20100.00          | $10441.87          | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $4486000.00        | $2299133.32        | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 0.0000%  | 0.0000% | $1825000.00        | $922756.50         | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $752000.00         | $374381.70         | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 0.0000%  | 0.0000% | $1542000.00        | $755487.48         | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.0000%  | 0.0000% | $1257000.00        | $606443.42         | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 0.0000%  | 0.0000% | $287000.00         | $136515.57         | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $56000.00          | $26238.46          | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $1044000.00        | $482007.49         | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $1604700.00        | $730151.34         | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 0.0000%  | 0.0000% | $3195500.00        | $1433651.49        | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $1424900.00        | $630330.16         | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $434000.00         | $189336.41         | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $4389400.00        | $1890387.29        | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $616100.00         | $261917.05         | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $309200.00         | $129600.25         | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $428400.00         | $177179.39         | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $24400.00          | $9960.84           | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $598000.00         | $241420.97         | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $280700.00         | $111635.51         | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $3613300.00        | $1418877.87        | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 0.0000%  | 0.0000% | $2089700.00        | $809754.57         | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $903000.00         | $345505.86         | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $681600.00         | $257508.48         | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 0.0000%  | 0.0000% | $198000.00         | $73909.84          | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $5396300.00        | $1984937.22        | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 0.0000%  | 0.0000% | $966700.00         | $350975.90         | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $489200.00         | $175027.93         | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $230300.00         | $81434.77          | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $1271500.00        | $443472.50         | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 0.0000%  | 0.0000% | $2279200.00        | $785273.29         | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $1666600.00        | $566795.66         | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 0.0000%  | 0.0000% | $754100.00         | $253318.78         | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 0.0000%  | 0.0000% | $353900.00         | $117282.11         | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 0.0000%  | 0.0000% | $107400.00         | $35165.87          | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $712100.00         | $230435.56         | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 0.0000%  | 0.0000% | $567600.00         | $181264.20         | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.0000%  | 0.0000% | $207500.00         | $65518.12          | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 0.0000%  | 0.0000% | $664100.00         | $208587.17         | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $255000.00         | $135577.12         | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 0.0000%  | 0.0000% | $1285200.00        | $396422.51         | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 0.0000%  | 0.0000% | $2649000.00        | $1388054.81        | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $1270700.00        | $386464.34         | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $1054200.00        | $544541.74         | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.0000%  | 0.0000% | $341900.00         | $102715.99         | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $1788000.00        | $910417.42         | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 0.0000%  | 0.0000% | $2337200.00        | $693304.67         | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 0.0000%  | 0.0000% | $328500.00         | $165227.29         | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 0.0000%  | 0.0000% | $672700.00         | $197287.44         | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $14000.00          | $6935.10           | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 0.0000%  | 0.0000% | $682100.00         | $197829.46         | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2441.61           | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.0000%  | 0.0000% | $542000.00         | $155238.56         | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.0000%  | 0.0000% | $78000.00          | $37530.09          | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 0.0000%  | 0.0000% | $1450000.00        | $410524.00         | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 0.0000%  | 0.0000% | $245000.00         | $116443.84         | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 0.0000%  | 0.0000% | $947600.00         | $265483.41         | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $895000.00         | $419183.10         | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 0.0000%  | 0.0000% | $1084600.00        | $300945.05         | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $350000.00         | $161722.05         | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 0.0000%  | 0.0000% | $57300.00          | $15706.22          | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $6000.00           | $2735.83           | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 0.0000%  | 0.0000% | $243700.00         | $65987.87          | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 0.0000%  | 0.0000% | $300000.00         | $134886.60         | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 0.0000%  | 0.0000% | $3073700.00        | $826385.76         | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $7000.00           | $3102.06           | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 0.0000%  | 0.0000% | $36300.00          | $9682.81           | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $1000.00           | $438.03            | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 0.0000%  | 0.0000% | $586400.00         | $154247.24         | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $714000.00         | $308182.39         | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $50000.00          | $21295.35          | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 0.0000%  | 0.0000% | $706100.00         | $181807.33         | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $1015000.00        | $426260.42         | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 0.0000%  | 0.0000% | $53400.00          | $13603.38          | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $187000.00         | $77472.60          | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $9485000.00        | $2393198.29        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $855000.00         | $349577.01         | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 0.0000%  | 0.0000% | $646600.00         | $161636.42         | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 0.0000%  | 0.0000% | $753100.00         | $186333.51         | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $80000.00          | $31759.12          | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 0.0000%  | 0.0000% | $434000.00         | $106264.03         | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $1605000.00        | $628681.71         | U.S. Treasuries (including strips) |
| USTR          | 2056-02-15      | 0.0000%  | 0.0000% | $100000.00         | $24230.60          | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 0.0000%  | 0.0000% | $679200.00         | $673942.99         | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $450000.00         | $427580.55         | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 0.0000%  | 0.0000% | $440000.00         | $414607.60         | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 0.0000%  | 0.0000% | $72600.00          | $67835.84          | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 0.0000%  | 0.0000% | $446000.00         | $413256.46         | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 0.0000%  | 0.0000% | $1650000.00        | $1622159.55        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $859000.00         | $837117.83         | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 0.0000%  | 0.0000% | $104000.00         | $100485.22         | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 0.0000%  | 0.0000% | $2324000.00        | $2226833.56        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $646000.00         | $593373.61         | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $5000.00           | $4553.76           | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 0.0000%  | 0.0000% | $52000.00          | $46931.82          | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 0.0000%  | 0.0000% | $31400.00          | $28087.33          | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $1599000.00        | $1417998.00        | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 0.0000%  | 0.0000% | $197000.00         | $173107.45         | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 0.0000%  | 0.0000% | $434000.00         | $377661.16         | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $691000.00         | $595412.59         | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.0000%  | 0.0000% | $8118000.00        | $6927259.88        | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.0000%  | 0.0000% | $719000.00         | $607828.94         | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 0.0000%  | 0.0000% | $955000.00         | $774512.64         | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 0.0000%  | 0.0000% | $542000.00         | $434827.09         | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 0.0000%  | 0.0000% | $53000.00          | $42058.63          | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 0.0000%  | 0.0000% | $250000.00         | $196232.00         | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 0.0000%  | 0.0000% | $405000.00         | $314702.82         | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $3000.00           | $2304.37           | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 0.0000%  | 0.0000% | $215000.00         | $161599.59         | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 0.0000%  | 0.0000% | $1000.00           | $828.53            | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 0.0000%  | 0.0000% | $980000.00         | $803368.72         | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.0000%  | 0.0000% | $64100.00          | $62662.24          | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $37000.00          | $36055.80          | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 0.0000%  | 0.0000% | $70000.00          | $67617.27          | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 0.0000%  | 0.0000% | $88000.00          | $64627.02          | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 0.0000%  | 0.0000% | $990000.00         | $718549.92         | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 0.0000%  | 0.0000% | $700000.00         | $490218.40         | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 0.0000%  | 0.0000% | $150000.00         | $102646.05         | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 0.0000%  | 0.0000% | $7000.00           | $5722.10           | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 0.0000%  | 0.0000% | $5233.00           | $4187.39           | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 0.0000%  | 0.0000% | $7004.00           | $5488.17           | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $3479733.00        | $2665774.74        | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 0.0000%  | 0.0000% | $2222197.00        | $1664061.11        | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 0.0000%  | 0.0000% | $5833.00           | $4262.44           | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 0.0000%  | 0.0000% | $13619000.00       | $9716897.74        | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 0.0000%  | 0.0000% | $12707200.00       | $8840348.21        | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 0.0000%  | 0.0000% | $12381800.00       | $8406821.22        | U.S. Treasuries (including strips) |
| USTR          | 2036-08-15      | 0.0000%  | 0.0000% | $1868300.00        | $1204199.69        | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.0000%  | 0.0000% | $5726000.00        | $4825889.98        | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 0.0000%  | 0.0000% | $12668200.00       | $10463413.80       | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 0.0000%  | 0.0000% | $6688335.00        | $5410996.78        | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 0.0000%  | 0.0000% | $4243000.00        | $3360791.20        | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 0.0000%  | 0.0000% | $9895.00           | $7668.76           | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $15161256.00       | $11216297.19       | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 0.0000%  | 0.0000% | $5187000.00        | $3746004.72        | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 0.0000%  | 0.0000% | $3518900.00        | $2479941.26        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 0.0000%  | 0.0000% | $7302600.00        | $7244675.78        | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 0.0000%  | 0.0000% | $1817250.00        | $1786860.13        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $1958200.00        | $1908307.02        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 0.0000%  | 0.0000% | $1977467.00        | $1910794.72        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 0.0000%  | 0.0000% | $8711500.00        | $8349319.39        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $1898800.00        | $1803691.01        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 0.0000%  | 0.0000% | $576800.00         | $543057.20         | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 0.0000%  | 0.0000% | $2156100.00        | $2012553.33        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $1343400.00        | $1232382.77        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 0.0000%  | 0.0000% | $6000.00           | $5553.51           | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 0.0000%  | 0.0000% | $12952100.00       | $8687659.93        | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $5938700.00        | $5251473.64        | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 0.0000%  | 0.0000% | $8125200.00        | $7255827.98        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $5726000.00        | $4919487.17        | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 0.0000%  | 0.0000% | $7733.00           | $6707.76           | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 0.0000%  | 0.0000% | $1803509.46        | $1504036.71        | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 0.0000%  | 0.0000% | $13393946.00       | $5879848.54        | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $6433839.00        | $2783503.94        | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $4062000.00        | $1731858.07        | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $10102093.00       | $4248677.66        | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $1839000.00        | $751636.08         | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $3986000.00        | $1610248.34        | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $3952400.00        | $1532456.15        | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $25431000.00       | $9737860.50        | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 0.0000%  | 0.0000% | $815200.00         | $307731.48         | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $24855400.00       | $9271511.60        | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 0.0000%  | 0.0000% | $3577400.00        | $1302513.45        | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 0.0000%  | 0.0000% | $3986000.00        | $1415420.63        | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $17888600.00       | $6266340.80        | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $5166700.00        | $1789310.88        | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $3046800.00        | $1042151.85        | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 0.0000%  | 0.0000% | $3986000.00        | $1346534.58        | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 0.0000%  | 0.0000% | $4518000.00        | $1488238.24        | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 0.0000%  | 0.0000% | $22654700.00       | $7363706.34        | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 0.0000%  | 0.0000% | $11858000.00       | $3812263.99        | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $36777400.00       | $11670204.57       | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 0.0000%  | 0.0000% | $1923000.00        | $602812.42         | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.0000%  | 0.0000% | $9472000.00        | $2929490.69        | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 0.0000%  | 0.0000% | $10065900.00       | $3071468.46        | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 0.0000%  | 0.0000% | $16539726.10       | $4990961.59        | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $2140600.00        | $638459.64         | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.0000%  | 0.0000% | $2772000.00        | $816708.82         | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 0.0000%  | 0.0000% | $6737000.00        | $1960965.54        | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 0.0000%  | 0.0000% | $22515000.00       | $6483959.76        | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 0.0000%  | 0.0000% | $1461000.00        | $371802.58         | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 0.0000%  | 0.0000% | $22378000.00       | $5692000.95        | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 0.0000%  | 0.0000% | $31186000.00       | $7867572.89        | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $16427250.00       | $4084241.46        | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 0.0000%  | 0.0000% | $9073000.00        | $2245667.30        | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 0.0000%  | 0.0000% | $6605000.00        | $1620497.12        | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 0.0000%  | 0.0000% | $7779000.00        | $1895773.42        | U.S. Treasuries (including strips) |
| USTR          | 2056-02-15      | 0.0000%  | 0.0000% | $3270000.00        | $790663.11         | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $2216700.00        | $1208637.94        | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $932200.00         | $500675.30         | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 0.0000%  | 0.0000% | $6486500.00        | $1760559.34        | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 0.0000%  | 0.0000% | $4039000.00        | $1084233.20        | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $5746367.00        | $3042741.55        | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 0.0000%  | 0.0000% | $6544000.00        | $1736332.61        | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 0.0000%  | 0.0000% | $4055000.00        | $1065645.89        | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $5726000.00        | $2992819.87        | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 0.0000%  | 0.0000% | $1516000.00        | $394636.02         | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 0.0000%  | 0.0000% | $1423254.00        | $732396.55         | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $419900.00         | $213131.16         | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $17016667.00       | $8507142.33        | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 0.0000%  | 0.0000% | $1440300.00        | $369318.85         | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $6340788.00        | $2494675.25        | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 0.0000%  | 0.0000% | $11569100.00       | $5704260.45        | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $1330000.00        | $646149.91         | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 0.0000%  | 0.0000% | $5640000.00        | $2702259.36        | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 0.0000%  | 0.0000% | $1889700.00        | $879783.85         | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $1348000.00        | $617758.74         | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $9640100.00        | $4353806.56        | U.S. Treasuries (including strips) |
| USTR          | 2036-05-15      | 0.0000%  | 0.0000% | $4866900.00        | $3179458.17        | U.S. Treasuries (including strips) |
| USTR          | 2036-11-15      | 0.0000%  | 0.0000% | $7757800.00        | $4936924.28        | U.S. Treasuries (including strips) |
| USTR          | 2037-05-15      | 0.0000%  | 0.0000% | $7798000.00        | $4823055.20        | U.S. Treasuries (including strips) |
| USTR          | 2037-08-15      | 0.0000%  | 0.0000% | $11929232.00       | $7273276.61        | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 0.0000%  | 0.0000% | $647433.00         | $383990.57         | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 0.0000%  | 0.0000% | $15355000.00       | $4374578.08        | U.S. Treasuries (including strips) |
| USTR          | 2037-11-15      | 0.0000%  | 0.0000% | $11387600.00       | $6852101.12        | U.S. Treasuries (including strips) |
| USTR          | 2038-08-15      | 0.0000%  | 0.0000% | $1650000.00        | $952008.75         | U.S. Treasuries (including strips) |
| USTR          | 2039-02-15      | 0.0000%  | 0.0000% | $5210767.00        | $2922557.68        | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.0000%  | 0.0000% | $3184000.00        | $896585.74         | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 0.0000%  | 0.0000% | $4867000.00        | $1352583.10        | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 0.0000%  | 0.0000% | $3193000.00        | $878234.65         | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 0.0000%  | 0.0000% | $5920000.00        | $3274352.00        | U.S. Treasuries (including strips) |

### Security 12: CREDIT AGRICOLE SECURITIES USA INC REPO 3.65 03/02/2026

- **C.1 - Title:** CREDIT AGRICOLE SECURITIES USA INC REPO 3.65 03/02/2026 3.650000%
- **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: 173147619, C.5 - Other ID: 1731476195
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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          | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $596.16            | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1008.00           | $675.55            | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $889649.00         | $577109.49         | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $2125120.00        | $1611453.11        | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 7.5000%  | 0.0000% | $1000.00           | $1083.18           | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $1162580.00        | $552135.94         | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $1158.00           | $409.46            | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.89           | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $1024.00           | $930.04            | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $21436544.00       | $14215058.14       | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1040.00           | $1047.99           | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $20033499.00       | $10282604.22       | Agency Debentures and Agency Strips |
| FNMA          | 2046-01-01      | 5.0000%  | 0.0000% | $16934432.00       | $16984132.58       | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.70           | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $906.05            | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $1010.00           | $837.88            | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1016.00           | $1025.28           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1006.41           | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $9387680.00        | $9616034.61        | Agency Debentures and Agency Strips |
| GNMA          | 2046-01-20      | 4.0000%  | 0.0000% | $30043696.00       | $2502467.25        | Agency Debentures and Agency Strips |
| GNMA          | 2048-07-20      | 3.5000%  | 0.0000% | $1024.00           | $124.54            | Agency Debentures and Agency Strips |
| GNMA          | 2035-04-20      | 2.5000%  | 0.0000% | $1000.00           | $193.62            | Agency Debentures and Agency Strips |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $504.91            | Agency Debentures and Agency Strips |
| GNMA          | 2036-06-20      | 2.0000%  | 0.0000% | $1004.00           | $442.27            | Agency Debentures and Agency Strips |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $530.07            | Agency Debentures and Agency Strips |
| GNMA          | 2051-03-20      | 0.5000%  | 0.0000% | $1000.00           | $633.55            | Agency Debentures and Agency Strips |
| GNMA          | 2036-10-20      | 1.5000%  | 0.0000% | $1000.00           | $515.94            | Agency Debentures and Agency Strips |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $1024.00           | $753.61            | Agency Debentures and Agency Strips |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $1152.00           | $875.37            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 4.0000%  | 0.0000% | $1000.00           | $832.57            | Agency Debentures and Agency Strips |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $312355328.00      | $105840131.17      | Agency Debentures and Agency Strips |
| GNMA          | 2050-05-20      | 3.0000%  | 0.0000% | $1000.00           | $170.61            | Agency Debentures and Agency Strips |
| GNMA          | 2050-09-20      | 2.0000%  | 0.0000% | $1000.00           | $400.99            | Agency Debentures and Agency Strips |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $1000.00           | $458.21            | Agency Debentures and Agency Strips |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $1000.00           | $526.04            | Agency Debentures and Agency Strips |
| GNMA          | 2051-07-20      | 2.5000%  | 0.0000% | $1000.00           | $363.76            | Agency Debentures and Agency Strips |
| GNMA          | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $522.97            | Agency Debentures and Agency Strips |
| GNMA          | 2051-11-20      | 3.0000%  | 0.0000% | $1000.00           | $644.31            | Agency Debentures and Agency Strips |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $1040.00           | $691.71            | Agency Debentures and Agency Strips |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $1000.00           | $750.26            | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $1001.00           | $511.74            | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $1024.00           | $996.22            | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.16           | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.32           | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1072.05           | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1024.00           | $1071.51           | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 7.5000%  | 0.0000% | $1000.00           | $1086.44           | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.74           | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1031.94           | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1003.11           | Agency Debentures and Agency Strips |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $838.78            | Agency Debentures and Agency Strips |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $9923072.00        | $6313245.97        | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1024.00           | $876.46            | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 3.5000%  | 0.0000% | $9349800.00        | $8626417.13        | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1024.00           | $1013.08           | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1039.27           | Agency Debentures and Agency Strips |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $1248.00           | $632.20            | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.47           | Agency Debentures and Agency Strips |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $1000.00           | $850.71            | Agency Debentures and Agency Strips |
| USTR          | 2046-02-15      | 1.0000%  | 0.0000% | $6551800.00        | $6995473.42        | U.S. Treasuries (including strips)  |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $58693000.00       | $30047047.97       | U.S. Treasuries (including strips)  |

### Security 13: CREDIT AGRICOLE SECURITIES USA INC REPO 3.66 03/02/2026

- **C.1 - Title:** CREDIT AGRICOLE SECURITIES USA INC REPO 3.66 03/02/2026 3.660000%
- **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: 173147619, C.5 - Other ID: 1731476196
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 4.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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          | 2033-07-01      | 5.5000%  | 0.0000% | $1636.00           | $6.83              | Agency Debentures and Agency Strips |
| FMAC          | 2038-06-01      | 5.0000%  | 0.0000% | $1618.00           | $12.65             | Agency Debentures and Agency Strips |
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $178.06            | Agency Debentures and Agency Strips |
| FMAC          | 2043-03-01      | 3.0000%  | 0.0000% | $23176990.00       | $3503756.72        | Agency Debentures and Agency Strips |
| FMAC          | 2030-12-01      | 3.0000%  | 0.0000% | $1012.00           | $88.02             | Agency Debentures and Agency Strips |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $4931.00           | $1128.18           | Agency Debentures and Agency Strips |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $2024.00           | $1331.16           | Agency Debentures and Agency Strips |
| FMAC          | 2037-09-01      | 2.5000%  | 0.0000% | $65632.00          | $42351.00          | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $18986953.00       | $11599673.89       | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $596.16            | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $650.67            | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $19090000.00       | $11882440.42       | Agency Debentures and Agency Strips |
| FMAC          | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $220.07            | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $10900000.00       | $10802055.93       | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $1338000.00        | $882697.82         | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $5076619.00        | $3888207.97        | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $50000000.00       | $37316604.74       | Agency Debentures and Agency Strips |
| FNMA          | 2036-09-01      | 5.0000%  | 0.0000% | $2397920.00        | $32378.94          | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $46830.00          | $35938.83          | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1923408.00        | $1248255.97        | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $5162371.00        | $5078602.24        | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 7.5000%  | 0.0000% | $1036.00           | $1122.17           | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1073.98           | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 6.5000%  | 0.0000% | $1063363.00        | $1127883.02        | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $2534174.00        | $2324320.67        | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 2.0000%  | 0.0000% | $24465000.00       | $11379133.68       | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $17748120.00       | $7826445.21        | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $50000000.00       | $32742679.95       | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $18607904.00       | $17179401.89       | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $949.83            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $18918880.00       | $18354251.33       | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 5.0000%  | 0.0000% | $20868830.00       | $17766064.21       | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $33296128.00       | $28931401.56       | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $1216.00           | $1268.62           | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $13149629.00       | $10673989.15       | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $14176412.00       | $11056899.35       | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $14825968.00       | $11952048.98       | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $2474092.00        | $2333851.21        | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $13436137.00       | $11190829.42       | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 6.5000%  | 0.0000% | $16959640.00       | $10790634.19       | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-25      | 4.5000%  | 0.0000% | $1257.00           | $949.40            | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $22957872.00       | $23511966.87       | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 7.5000%  | 0.0000% | $15899982.00       | $11274133.38       | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $12817189.00       | $11835531.20       | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.32           | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1040.93           | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 2.5000%  | 0.0000% | $47762634.00       | $10866366.57       | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $927.22            | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $819.33            | Agency Debentures and Agency Strips |
| FNMA          | 2046-01-01      | 5.0000%  | 0.0000% | $7153983.00        | $7174979.11        | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1104.00           | $1118.45           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1302067.00        | $1186981.44        | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $2817648.00        | $2872226.23        | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $54334.00          | $53761.01          | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $2333660.00        | $2498302.99        | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $7134240.00        | $6525147.64        | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $883.52            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $896.85            | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $101170333.00      | $88153807.96       | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $944.12            | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $585953.00         | $536988.76         | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $6025245.00        | $5827138.10        | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $5827653.00        | $6060649.72        | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $11817594.00       | $11832432.03       | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.93           | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1045.00           | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1039.00           | $1024.32           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $2060800.00        | $2025394.32        | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $2720853.00        | $2791758.87        | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 6.5000%  | 0.0000% | $278448.00         | $296234.69         | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $1280.00           | $1311.14           | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $1400309.00        | $1471418.56        | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 7.0000%  | 0.0000% | $3318218.00        | $3546091.83        | Agency Debentures and Agency Strips |
| GNMA          | 2048-07-20      | 3.5000%  | 0.0000% | $1024.00           | $124.54            | Agency Debentures and Agency Strips |
| GNMA          | 2049-01-20      | 5.0000%  | 0.0000% | $1000.00           | $57.71             | Agency Debentures and Agency Strips |
| GNMA          | 2049-12-20      | 3.0000%  | 0.0000% | $200000000.00      | $34091669.09       | Agency Debentures and Agency Strips |
| GNMA          | 2052-04-20      | 3.0000%  | 0.0000% | $1008.00           | $669.57            | Agency Debentures and Agency Strips |
| GNMA          | 2051-03-20      | 2.5000%  | 0.0000% | $1038.00           | $498.70            | Agency Debentures and Agency Strips |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $2000.00           | $1009.83           | Agency Debentures and Agency Strips |
| GNMA          | 2036-06-20      | 2.0000%  | 0.0000% | $1000.00           | $440.51            | Agency Debentures and Agency Strips |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $530.07            | Agency Debentures and Agency Strips |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $2973435.00        | $1746778.40        | Agency Debentures and Agency Strips |
| GNMA          | 2051-12-20      | 2.0000%  | 0.0000% | $226584.00         | $137013.31         | Agency Debentures and Agency Strips |
| GNMA          | 2052-01-20      | 3.0000%  | 0.0000% | $1000.00           | $627.36            | Agency Debentures and Agency Strips |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $2050.00           | $1323.63           | Agency Debentures and Agency Strips |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $2048.00           | $1507.21           | Agency Debentures and Agency Strips |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $42219087.00       | $32081079.89       | Agency Debentures and Agency Strips |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $5206112.00        | $3576395.50        | Agency Debentures and Agency Strips |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $2048.00           | $829.00            | Agency Debentures and Agency Strips |
| GNMA          | 2053-05-20      | 3.0000%  | 0.0000% | $1024.00           | $703.63            | Agency Debentures and Agency Strips |
| GNMA          | 2052-01-20      | 2.5000%  | 0.0000% | $18883629.00       | $12462909.34       | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 4.0000%  | 0.0000% | $1000.00           | $832.57            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 4.5000%  | 0.0000% | $13998784.00       | $12772678.60       | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 2.5000%  | 0.0000% | $14603055.00       | $10496765.62       | Agency Debentures and Agency Strips |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $1024.00           | $346.98            | Agency Debentures and Agency Strips |
| GNMA          | 2052-07-15      | 6.5000%  | 0.0000% | $2000.00           | $2048.78           | Agency Debentures and Agency Strips |
| GNMA          | 2050-09-20      | 2.0000%  | 0.0000% | $1000.00           | $400.99            | Agency Debentures and Agency Strips |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $1000.00           | $458.21            | Agency Debentures and Agency Strips |
| GNMA          | 2050-11-20      | 2.5000%  | 0.0000% | $1000.00           | $313.94            | Agency Debentures and Agency Strips |
| GNMA          | 2051-07-20      | 2.5000%  | 0.0000% | $1000.00           | $363.76            | Agency Debentures and Agency Strips |
| GNMA          | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $522.97            | Agency Debentures and Agency Strips |
| GNMA          | 2051-11-20      | 3.0000%  | 0.0000% | $1000.00           | $644.31            | Agency Debentures and Agency Strips |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $415.72            | Agency Debentures and Agency Strips |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $1020.00           | $678.41            | Agency Debentures and Agency Strips |
| GNMA          | 2053-05-20      | 4.5000%  | 0.0000% | $15073040.00       | $14031427.09       | Agency Debentures and Agency Strips |
| GNMA          | 2053-02-15      | 6.5000%  | 0.0000% | $1008.00           | $953.22            | Agency Debentures and Agency Strips |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $7818559.00        | $4217222.31        | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $7500546.00        | $6240846.24        | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 7.0000%  | 0.0000% | $7264414.00        | $5566498.10        | Agency Debentures and Agency Strips |
| GNMA          | 2053-08-20      | 6.8000%  | 0.0000% | $1000.00           | $764.41            | Agency Debentures and Agency Strips |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $13691151.00       | $8178449.90        | Agency Debentures and Agency Strips |
| GNMA          | 2053-11-20      | 7.5000%  | 0.0000% | $1000.00           | $750.17            | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $1000.00           | $511.23            | Agency Debentures and Agency Strips |
| GNMA          | 2053-11-20      | 7.0000%  | 0.0000% | $1000.00           | $987.46            | Agency Debentures and Agency Strips |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1052.69           | Agency Debentures and Agency Strips |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $2955382.00        | $2657524.44        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $1008.00           | $1023.51           | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $2024.00           | $1969.08           | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $1008.00           | $1068.01           | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 7.5000%  | 0.0000% | $1000.00           | $1082.66           | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $1024.00           | $1054.88           | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1026.50           | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $2000.00           | $2110.63           | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 7.0000%  | 0.0000% | $2000.00           | $2125.03           | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1024.00           | $1071.51           | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 7.5000%  | 0.0000% | $1000.00           | $1086.44           | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.74           | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1031.94           | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.05           | Agency Debentures and Agency Strips |
| GNMA          | 2054-10-20      | 3.5000%  | 0.0000% | $2016.00           | $1823.32           | Agency Debentures and Agency Strips |
| GNMA          | 2054-12-20      | 3.5000%  | 0.0000% | $2000.00           | $1809.54           | Agency Debentures and Agency Strips |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $2024.00           | $1697.69           | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $203445000.00      | $163199379.86      | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1120.00           | $958.63            | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $909.48            | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 3.5000%  | 0.0000% | $2008.00           | $1852.64           | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1280.00           | $1266.35           | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $4902800.00        | $5009088.42        | Agency Debentures and Agency Strips |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $1008.00           | $627.05            | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $949.61            | Agency Debentures and Agency Strips |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $2208.00           | $1118.51           | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.05           | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1472.00           | $1552.18           | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $2000.00           | $2043.89           | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $2024.00           | $2067.90           | Agency Debentures and Agency Strips |
| GNMA          | 2047-11-20      | 4.0000%  | 0.0000% | $350000.00         | $89107.95          | Agency Debentures and Agency Strips |
| USTR          | 2048-02-15      | 3.0000%  | 0.0000% | $92600.00          | $71175.37          | U.S. Treasuries (including strips)  |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $6701300.00        | $6122558.33        | U.S. Treasuries (including strips)  |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $1700.00           | $2105.34           | U.S. Treasuries (including strips)  |
| USTR          | 2030-07-15      | 0.1250%  | 0.0000% | $82537000.00       | $100228841.06      | U.S. Treasuries (including strips)  |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $200.00            | $192.23            | U.S. Treasuries (including strips)  |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $88.24             | U.S. Treasuries (including strips)  |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $1200.00           | $1199.03           | U.S. Treasuries (including strips)  |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $650200.00         | $613711.82         | U.S. Treasuries (including strips)  |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $101.37            | U.S. Treasuries (including strips)  |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $600.00            | $635.24            | U.S. Treasuries (including strips)  |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $9260800.00        | $9509606.74        | U.S. Treasuries (including strips)  |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $1800.00           | $1825.51           | U.S. Treasuries (including strips)  |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $102.17            | U.S. Treasuries (including strips)  |
| USTR          | 2027-12-31      | 3.3750%  | 0.0000% | $200.00            | $200.77            | U.S. Treasuries (including strips)  |
| USTR          | 2034-08-15      | 0.0000%  | 0.0000% | $16739.92          | $11943.61          | U.S. Treasuries (including strips)  |
| USTR          | 2038-08-15      | 0.0000%  | 0.0000% | $3928990.72        | $2266929.42        | U.S. Treasuries (including strips)  |
| USTR          | 2053-02-15      | 0.0000%  | 0.0000% | $0.99              | $0.27              | U.S. Treasuries (including strips)  |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $278799.37         | $115701.74         | U.S. Treasuries (including strips)  |
| USTR          | 2047-05-15      | 0.0000%  | 0.0000% | $0.32              | $0.11              | U.S. Treasuries (including strips)  |
| USTR          | 2049-05-15      | 0.0000%  | 0.0000% | $0.08              | $0.03              | U.S. Treasuries (including strips)  |
| USTR          | 2050-05-15      | 0.0000%  | 0.0000% | $129999.00         | $39667.37          | U.S. Treasuries (including strips)  |
| USTR          | 2051-05-15      | 0.0000%  | 0.0000% | $289999.04         | $84411.18          | U.S. Treasuries (including strips)  |
| USTR          | 2055-08-15      | 0.0000%  | 0.0000% | $23749.90          | $5826.90           | U.S. Treasuries (including strips)  |
| USTR          | 2056-02-15      | 0.0000%  | 0.0000% | $23628.50          | $5713.21           | U.S. Treasuries (including strips)  |

### Security 14: CREDIT AGRICOLE SECURITIES USA INC REPO 3.66 03/02/2026

- **C.1 - Title:** CREDIT AGRICOLE SECURITIES USA INC REPO 3.66 03/02/2026 3.660000%
- **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: 173147619, C.5 - Other ID: 1731476197
- **C.18 - Value (incl. sponsor support):** $67000000.00
- **C.18.a - Value (excl. sponsor support):** $67000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2046-05-01      | 4.0000%  | 0.0000% | $1004.00           | $105.87            | Agency Debentures and Agency Strips |
| FMAC          | 2031-04-01      | 4.5000%  | 0.0000% | $59211.00          | $1743.87           | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $596.16            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1152356.00        | $1062825.30        | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $72870.00          | $55256.45          | Agency Debentures and Agency Strips |
| FNMA          | 2030-03-01      | 3.0000%  | 0.0000% | $1000.00           | $21.64             | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $174020.00         | $138973.35         | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.89           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1003.00           | $1038.44           | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $1024.00           | $930.04            | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1230.00           | $952.93            | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $906.05            | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1045.00           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1006.41           | Agency Debentures and Agency Strips |
| GNMA          | 2049-01-20      | 5.0000%  | 0.0000% | $1000.00           | $57.71             | Agency Debentures and Agency Strips |
| GNMA          | 2035-04-20      | 2.5000%  | 0.0000% | $1000.00           | $193.62            | Agency Debentures and Agency Strips |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $504.91            | Agency Debentures and Agency Strips |
| GNMA          | 2051-06-20      | 2.5000%  | 0.0000% | $212874.00         | $116270.86         | Agency Debentures and Agency Strips |
| GNMA          | 2036-10-20      | 1.5000%  | 0.0000% | $1001.00           | $516.46            | Agency Debentures and Agency Strips |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $35158000.00       | $22700640.82       | Agency Debentures and Agency Strips |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $2048.00           | $1556.22           | Agency Debentures and Agency Strips |
| GNMA          | 2053-05-20      | 3.0000%  | 0.0000% | $1002.00           | $688.52            | Agency Debentures and Agency Strips |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $1024.00           | $346.98            | Agency Debentures and Agency Strips |
| GNMA          | 2052-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1024.39           | Agency Debentures and Agency Strips |
| GNMA          | 2050-05-20      | 3.0000%  | 0.0000% | $1000.00           | $170.61            | Agency Debentures and Agency Strips |
| GNMA          | 2050-09-20      | 2.0000%  | 0.0000% | $1000.00           | $400.99            | Agency Debentures and Agency Strips |
| GNMA          | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $618.56            | Agency Debentures and Agency Strips |
| GNMA          | 2050-11-20      | 2.5000%  | 0.0000% | $1134400.00        | $356127.97         | Agency Debentures and Agency Strips |
| GNMA          | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $522.97            | Agency Debentures and Agency Strips |
| GNMA          | 2051-11-20      | 3.0000%  | 0.0000% | $1000.00           | $448.29            | Agency Debentures and Agency Strips |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $415.72            | Agency Debentures and Agency Strips |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $1000.00           | $665.11            | Agency Debentures and Agency Strips |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $1000.00           | $750.26            | Agency Debentures and Agency Strips |
| GNMA          | 2052-11-20      | 4.5000%  | 0.0000% | $1000.00           | $923.24            | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.40           | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1015.39           | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 7.5000%  | 0.0000% | $1000.00           | $1082.66           | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $2024.00           | $2085.04           | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.5000%  | 0.0000% | $1024.00           | $1102.42           | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.32           | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1072.05           | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 7.0000%  | 0.0000% | $1000.00           | $1062.51           | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 7.5000%  | 0.0000% | $1000.00           | $1086.44           | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.22           | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $30606969.00       | $31928365.76       | Agency Debentures and Agency Strips |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $838.78            | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1300.00           | $1182.32           | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1024.00           | $1013.08           | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 3.5000%  | 0.0000% | $1040.00           | $968.07            | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1039.27           | Agency Debentures and Agency Strips |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $1024.00           | $518.73            | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1021.94           | Agency Debentures and Agency Strips |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $1027.00           | $90.68             | Agency Debentures and Agency Strips |
| GNMA          | 2052-12-20      | 2.0000%  | 0.0000% | $1008.00           | $702.41            | Agency Debentures and Agency Strips |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $1397500.00        | $570502.82         | U.S. Treasuries (including strips)  |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $100.00            | $37.78             | U.S. Treasuries (including strips)  |
| USTR          | 2049-11-15      | 0.0000%  | 0.0000% | $200.00            | $63.87             | U.S. Treasuries (including strips)  |
| USTR          | 2032-04-15      | 3.3750%  | 0.0000% | $3118400.00        | $6453092.41        | U.S. Treasuries (including strips)  |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $4868300.00        | $4919612.96        | U.S. Treasuries (including strips)  |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $24.70             | $9.09              | U.S. Treasuries (including strips)  |

### Security 15: CITIGROUP GLOBAL MARKETS INC REPO 3.66 03/02/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.66 03/02/2026 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173147619, C.5 - Other ID: 1731476198
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.2900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $165700.00         | $146798.15         | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $6857700.00        | $7486265.10        | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $1048900.00        | $1093051.08        | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $2800.00           | $2902.62           | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $366304200.00      | $380708424.58      | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $115964400.00      | $120562461.10      | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.6250%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |

### Security 16: CITIGROUP GLOBAL MARKETS INC REPO 3.66 03/02/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.66 03/02/2026 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173147619, C.5 - Other ID: 1731476199
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $120503400.00      | $106757248.94      | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $242418500.00      | $250242763.54      | U.S. Treasuries (including strips) |

### Security 17: CITIGROUP GLOBAL MARKETS INC REPO 3.67 03/02/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.67 03/02/2026 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173147620, C.5 - Other ID: 1731476200
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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          | 2028-06-30      | 1.2500%  | 0.0000% | $9521500.00        | $9073396.90        | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $92033400.00       | $92926632.45       | U.S. Treasuries (including strips) |

### Security 18: BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.66 03/02/2026

- **C.1 - Title:** BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.66 03/02/2026 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173147620, C.5 - Other ID: 1731476201
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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          | 2026-03-03      | 0.0000%  | 0.0000% | $500.00            | $499.80            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $2236000.00        | $2036618.12        | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $100.00            | $67.45             | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $11437100.00       | $6197524.31        | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $200.00            | $80.74             | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $3162700.00        | $1241935.36        | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $300.00            | $75.69             | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 2.5000%  | 0.0000% | $44500.00          | $70189.79          | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 4.7500%  | 0.0000% | $1108900.00        | $1154246.90        | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $28019200.00       | $30433874.50       | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $17100.00          | $14679.26          | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $5502600.00        | $5722128.87        | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 1.0000%  | 0.0000% | $12822500.00       | $13690811.37       | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 3.0000%  | 0.0000% | $15783300.00       | $12354422.02       | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $22422300.00       | $14561397.16       | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $60.85             | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $64.65             | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $109.97            | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $349800.00         | $225193.47         | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $49999200.00       | $47515125.38       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $88.30             | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $50400.00          | $49423.77          | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $27800.00          | $28295.32          | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $400.00            | $397.19            | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $410100.00         | $415806.37         | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 4.6250%  | 0.0000% | $63400.00          | $64360.08          | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 0.7500%  | 0.0000% | $49400.00          | $63752.82          | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.23             | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $200.00            | $177.66            | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $96.18             | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $35200.00          | $30971.11          | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $3261600.00        | $3111583.78        | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $400.00            | $380.36            | U.S. Treasuries (including strips) |
| USTR          | 2031-01-15      | 0.1250%  | 0.0000% | $275700.00         | $326169.95         | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $453900.00         | $436257.41         | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $188.86            | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $276900.00         | $302280.18         | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $28178300.00       | $27084690.84       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $98.43             | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $1000.00           | $991.69            | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $102.81            | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $11723900.00       | $11530458.24       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $816700.00         | $831676.80         | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $1089600.00        | $1070375.24        | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $173700.00         | $181231.81         | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 4.6250%  | 0.0000% | $300.00            | $306.94            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $11587500.00       | $12626951.80       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $200.00            | $204.84            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $3000.00           | $3058.16           | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $6154200.00        | $6534551.06        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $1396100.00        | $1402805.60        | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $93300.00          | $95353.05          | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $122000.00         | $123735.09         | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $3700.00           | $3729.51           | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $28100.00          | $30067.07          | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $148330200.00      | $153281453.88      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $94800.00          | $95566.95          | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $19.03             | $14.58             | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 0.0000%  | 0.0000% | $1.28              | $0.96              | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 0.0000%  | 0.0000% | $327.31            | $239.18            | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 0.0000%  | 0.0000% | $7214556.04        | $5147448.66        | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 0.0000%  | 0.0000% | $126.07            | $99.86             | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $2.20              | $1.63              | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 0.0000%  | 0.0000% | $1383362.29        | $1360228.32        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $30.00             | $29.24             | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 0.0000%  | 0.0000% | $1314936.39        | $1270601.99        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $127.30            | $120.92            | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $54.49             | $37.45             | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $0.02              | $0.02              | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 0.0000%  | 0.0000% | $5315095.63        | $4746396.34        | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.0000%  | 0.0000% | $4146999.28        | $3528918.07        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 0.0000%  | 0.0000% | $101.77            | $84.87             | U.S. Treasuries (including strips) |
| USTR          | 2036-05-15      | 0.0000%  | 0.0000% | $40.35             | $26.36             | U.S. Treasuries (including strips) |
| USTR          | 2036-11-15      | 0.0000%  | 0.0000% | $54017727.42       | $34375909.41       | U.S. Treasuries (including strips) |
| USTR          | 2037-05-15      | 0.0000%  | 0.0000% | $48.99             | $30.30             | U.S. Treasuries (including strips) |
| USTR          | 2038-05-15      | 0.0000%  | 0.0000% | $179623.66         | $105120.26         | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $19.27             | $10.51             | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $2.27              | $1.22              | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $83.99             | $44.47             | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $350545.17         | $177928.32         | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $78679.96          | $39334.47          | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 0.0000%  | 0.0000% | $2217.67           | $1093.44           | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $62.23             | $30.23             | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $16.36             | $7.50              | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $887298.40         | $400735.01         | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $168001.09         | $74805.01          | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $48892.73          | $20290.48          | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 0.0000%  | 0.0000% | $2.71              | $1.02              | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $4803753.22        | $1791886.42        | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $33292.55          | $11529.74          | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $1.64              | $0.56              | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 0.0000%  | 0.0000% | $84.37             | $28.50             | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $297.84            | $99.32             | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $70.30             | $22.31             | U.S. Treasuries (including strips) |

### Security 19: BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.67 03/02/2026

- **C.1 - Title:** BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.67 03/02/2026 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173147620, C.5 - Other ID: 1731476202
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $697.92            | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 4.5000%  | 0.0000% | $24999.00          | $17097.43          | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $444928.00         | $321240.87         | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $19998.00          | $15439.35          | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1006.00           | $810.88            | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $2121839.00        | $1700407.74        | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $874.93            | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $801.99            | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-01      | 3.0000%  | 0.0000% | $282255.00         | $20521.09          | Agency Debentures and Agency Strips |
| FNMA          | 2029-10-01      | 3.0000%  | 0.0000% | $387998.00         | $23938.95          | Agency Debentures and Agency Strips |
| FNMA          | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $161.21            | Agency Debentures and Agency Strips |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $190288.00         | $54601.11          | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $879.27            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $588993.00         | $479644.02         | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $262569.00         | $255462.05         | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $6953816.00        | $6607687.86        | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.50           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.99           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.51           | Agency Debentures and Agency Strips |
| FNMA          | 2037-11-01      | 6.0000%  | 0.0000% | $1970272.00        | $5722.73           | Agency Debentures and Agency Strips |
| FNMA          | 2029-09-01      | 4.5000%  | 0.0000% | $1000.00           | $9.96              | Agency Debentures and Agency Strips |
| FNMA          | 2037-11-01      | 3.5000%  | 0.0000% | $5930.00           | $762.87            | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $16000.00          | $9847.07           | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $2135554.00        | $1315130.47        | Agency Debentures and Agency Strips |
| FNMA          | 2034-08-01      | 2.5000%  | 0.0000% | $1000.00           | $118.23            | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $53481.00          | $21666.51          | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $1500000.00        | $835680.39         | Agency Debentures and Agency Strips |
| FNMA          | 2037-01-01      | 2.0000%  | 0.0000% | $9000.00           | $5084.46           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $178709.00         | $120442.64         | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $1030444.00        | $766489.13         | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $711.08            | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $4203.00           | $2697.83           | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.68           | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.83           | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.43           | Agency Debentures and Agency Strips |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $3031000.00        | $383172.58         | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 3.0000%  | 0.0000% | $99000.00          | $27041.88          | Agency Debentures and Agency Strips |
| FNMA          | 2046-09-01      | 4.0000%  | 0.0000% | $1400000.00        | $338743.42         | Agency Debentures and Agency Strips |
| FNMA          | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $297.97            | Agency Debentures and Agency Strips |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $2365150.00        | $634592.51         | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $826.92            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 4.5000%  | 0.0000% | $10410.00          | $9996.37           | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $4314913.00        | $3033254.05        | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $770.45            | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 3.0000%  | 0.0000% | $796925.00         | $667354.93         | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 3.5000%  | 0.0000% | $23184768.00       | $5500545.89        | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $3627560.00        | $2017151.78        | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $374000.00         | $292129.75         | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $3772613.00        | $2328247.06        | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $6516868.00        | $4351907.34        | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $476638.00         | $351499.29         | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $41000.00          | $26409.69          | Agency Debentures and Agency Strips |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $25000.00          | $19154.07          | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $716.11            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $7000.00           | $5157.65           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $9004.00           | $6735.12           | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1008.00           | $798.00            | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $5925576.00        | $4972536.15        | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $871.89            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $926.12            | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1008.00           | $860.06            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $7748896.00        | $6333005.27        | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $5608120.00        | $4773215.89        | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $988.37            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1750400.00        | $1734026.68        | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.0000%  | 0.0000% | $1000.00           | $903.81            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1683711.00        | $1737342.81        | Agency Debentures and Agency Strips |
| FNMA          | 2049-08-01      | 5.0000%  | 0.0000% | $2085000.00        | $537767.83         | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $41425000.00       | $7763510.85        | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $653.23            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $11000.00          | $7869.01           | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 5.0000%  | 0.0000% | $7060480.00        | $4641926.10        | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 4.0000%  | 0.0000% | $26315.00          | $21199.56          | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 4.5000%  | 0.0000% | $675000.00         | $544356.99         | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 4.5000%  | 0.0000% | $9629034.00        | $7381219.23        | Agency Debentures and Agency Strips |
| FNMA          | 2044-05-01      | 6.0000%  | 0.0000% | $1000.00           | $810.19            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $11002.00          | $11197.57          | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $999.49            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.62           | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1040.00           | $1009.74           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2798.46           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 4.5000%  | 0.0000% | $1001.00           | $958.60            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $5745361.00        | $4586206.02        | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $19200.00          | $15681.46          | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $71900.00          | $69287.30          | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.55           | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $5463363.00        | $5104174.49        | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.43           | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.03           | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $1689422.00        | $1759310.86        | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $2424136.00        | $2484562.98        | Agency Debentures and Agency Strips |
| FMAC          | 2036-06-01      | 5.0000%  | 0.0000% | $1858438.00        | $29682.66          | Agency Debentures and Agency Strips |
| FMAC          | 2037-08-01      | 6.5000%  | 0.0000% | $1022.00           | $11.03             | Agency Debentures and Agency Strips |
| FMAC          | 2040-06-01      | 4.5000%  | 0.0000% | $196939.00         | $15078.48          | Agency Debentures and Agency Strips |
| FMAC          | 2041-01-01      | 4.0000%  | 0.0000% | $1008.00           | $103.93            | Agency Debentures and Agency Strips |
| FMAC          | 2032-03-01      | 7.0000%  | 0.0000% | $1002.00           | $2.27              | Agency Debentures and Agency Strips |
| FMAC          | 2031-11-01      | 2.5000%  | 0.0000% | $19291.00          | $2285.28           | Agency Debentures and Agency Strips |
| FMAC          | 2041-04-01      | 4.5000%  | 0.0000% | $3859334.00        | $340195.23         | Agency Debentures and Agency Strips |
| FMAC          | 2042-09-01      | 3.5000%  | 0.0000% | $1189.00           | $116.02            | Agency Debentures and Agency Strips |
| FMAC          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $139.96            | Agency Debentures and Agency Strips |
| FMAC          | 2047-03-01      | 4.5000%  | 0.0000% | $2790.00           | $764.30            | Agency Debentures and Agency Strips |
| FMAC          | 2047-05-01      | 4.5000%  | 0.0000% | $8231.00           | $892.82            | Agency Debentures and Agency Strips |
| FMAC          | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $335.34            | Agency Debentures and Agency Strips |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $1002.00           | $165.97            | Agency Debentures and Agency Strips |
| FMAC          | 2033-10-01      | 5.5000%  | 0.0000% | $4767792.00        | $27819.20          | Agency Debentures and Agency Strips |
| FMAC          | 2037-06-01      | 4.0000%  | 0.0000% | $1000.00           | $185.56            | Agency Debentures and Agency Strips |
| FMAC          | 2040-08-01      | 5.5000%  | 0.0000% | $1000.00           | $16.64             | Agency Debentures and Agency Strips |
| FMAC          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $154.53            | Agency Debentures and Agency Strips |
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $1620.00           | $288.13            | Agency Debentures and Agency Strips |
| FMAC          | 2033-09-01      | 3.0000%  | 0.0000% | $1000.00           | $56.63             | Agency Debentures and Agency Strips |
| FMAC          | 2046-11-01      | 3.0000%  | 0.0000% | $2810000.00        | $689244.06         | Agency Debentures and Agency Strips |
| FMAC          | 2048-01-01      | 3.5000%  | 0.0000% | $1019.00           | $177.58            | Agency Debentures and Agency Strips |
| FMAC          | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $267.75            | Agency Debentures and Agency Strips |
| FMAC          | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $90.80             | Agency Debentures and Agency Strips |
| FMAC          | 2048-12-15      | 4.0000%  | 0.0000% | $1000.00           | $784.29            | Agency Debentures and Agency Strips |
| FMAC          | 2038-07-01      | 2.0000%  | 0.0000% | $1000.00           | $891.52            | Agency Debentures and Agency Strips |
| FMAC          | 2038-10-01      | 5.0000%  | 0.0000% | $19000.00          | $10801.95          | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $197515.00         | $127569.32         | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $329000.00         | $208008.74         | Agency Debentures and Agency Strips |
| FMAC          | 2050-12-01      | 4.0000%  | 0.0000% | $1000.00           | $363.66            | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $628.19            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.0000%  | 0.0000% | $1641403.00        | $1094452.04        | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $3182504.00        | $1959901.22        | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $14700.00          | $10196.23          | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1023.00           | $740.22            | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $1012.00           | $703.18            | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $687.28            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $817.13            | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $867.17            | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1186930.00        | $1031774.00        | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $877.42            | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $10001.00          | $7948.25           | Agency Debentures and Agency Strips |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $144.16            | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $221.33            | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $221.33            | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $197.71            | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1009.00           | $881.54            | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 6.5000%  | 0.0000% | $19681451.00       | $18253415.40       | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $896156.00         | $692290.05         | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $769.12            | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $836.34            | Agency Debentures and Agency Strips |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $153999.00         | $66633.06          | Agency Debentures and Agency Strips |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $579.33            | Agency Debentures and Agency Strips |
| FMAC          | 2051-06-01      | 2.5000%  | 0.0000% | $12608398.00       | $7309748.90        | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $3726.00           | $2303.12           | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $642.32            | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $415809.00         | $265382.46         | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $714.94            | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $659.04            | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $698.15            | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $709.40            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.0000%  | 0.0000% | $4591656.00        | $3362140.34        | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.5000%  | 0.0000% | $294478.00         | $225895.49         | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $693.92            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $796.23            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $2889943.00        | $2301050.41        | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $768.21            | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 4.5000%  | 0.0000% | $22946.00          | $18964.91          | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $27000.00          | $22411.94          | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $2008.00           | $1347.04           | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 5.0000%  | 0.0000% | $8000.00           | $7071.93           | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $613.73            | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $932.28            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $100000.00         | $85913.42          | Agency Debentures and Agency Strips |
| FMAC          | 2044-03-01      | 3.8300%  | 0.0000% | $25001.00          | $19075.52          | Agency Debentures and Agency Strips |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $163.27            | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $302.97            | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 5.5000%  | 0.0000% | $100226.00         | $15575.37          | Agency Debentures and Agency Strips |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $173.74            | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 3.0000%  | 0.0000% | $72701.00          | $24730.06          | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $518.27            | Agency Debentures and Agency Strips |
| FMAC          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $571.70            | Agency Debentures and Agency Strips |
| FMAC          | 2051-01-01      | 2.0000%  | 0.0000% | $1172.00           | $656.12            | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $537.43            | Agency Debentures and Agency Strips |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $22319296.00       | $13994985.80       | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $673.70            | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $659.81            | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $728.11            | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $680.79            | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $83644.00          | $60178.80          | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $17039.00          | $11712.53          | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $7000.00           | $5010.23           | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.55           | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.03           | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 7.0000%  | 0.0000% | $1000.00           | $923.82            | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $790.28            | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $869.30            | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $792.30            | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 7.0000%  | 0.0000% | $25922.00          | $21027.51          | Agency Debentures and Agency Strips |
| FMAC          | 2040-02-01      | 3.5000%  | 0.0000% | $928407.00         | $374119.27         | Agency Debentures and Agency Strips |
| FMAC          | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $248.87            | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $219.87            | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 3.0000%  | 0.0000% | $8839597.00        | $2509511.34        | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 3.0000%  | 0.0000% | $1010.00           | $465.32            | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $4750000.00        | $2986476.41        | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $1008.00           | $740.58            | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $1001.00           | $622.28            | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 3.5000%  | 0.0000% | $80000.00          | $53455.89          | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $385000.00         | $298871.94         | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1707060.00        | $1315131.25        | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $70272320.00       | $64414335.99       | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 3.5000%  | 0.0000% | $5089.00           | $4521.78           | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $36000.00          | $30804.13          | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $11813584.00       | $11286698.76       | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $367000.00         | $330938.42         | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.39           | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1402666.00        | $1442903.42        | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $3095717.00        | $3139878.14        | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.87           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.03           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.96           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $814.63            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2040.96           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.56           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $6001.00           | $6235.49           | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1078.00           | $1115.70           | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1739.00           | $1795.22           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1072.00           | $1028.94           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.12           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $6201224.00        | $6131240.56        | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $8097.00           | $8265.79           | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $562855.00         | $576540.78         | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $903.11            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $951.73            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.07           | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.33           | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1004.00           | $1011.75           | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1040.11           | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 7.0000%  | 0.0000% | $3222423.00        | $3405312.99        | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.44           | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $29701.00          | $30524.48          | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.20           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $3439280.00        | $3535484.91        | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.42           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.01           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $619620.00         | $644842.71         | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $101119.00         | $103268.03         | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $825.16            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $613902.00         | $598374.52         | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1508.00           | $1437.81           | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $4283920.00        | $3806848.09        | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $39974.00          | $39711.87          | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.54           | Agency Debentures and Agency Strips |
| FMAC          | 2032-07-01      | 6.5000%  | 0.0000% | $2934.00           | $38.22             | Agency Debentures and Agency Strips |
| FMAC          | 2031-04-01      | 4.5000%  | 0.0000% | $1000.00           | $29.45             | Agency Debentures and Agency Strips |
| FMAC          | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $63.27             | Agency Debentures and Agency Strips |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $900.00            | $353.41            | U.S. Treasuries (including strips)  |
| USTR          | 2028-04-15      | 3.6250%  | 0.0000% | $100.00            | $214.17            | U.S. Treasuries (including strips)  |
| USTR          | 2037-02-15      | 4.7500%  | 0.0000% | $100.00            | $106.41            | U.S. Treasuries (including strips)  |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $108.62            | U.S. Treasuries (including strips)  |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $15800.00          | $16430.35          | U.S. Treasuries (including strips)  |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $200.00            | $129.88            | U.S. Treasuries (including strips)  |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $118700.00         | $104807.16         | U.S. Treasuries (including strips)  |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $339700.00         | $347892.34         | U.S. Treasuries (including strips)  |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $2000.00           | $1887.73           | U.S. Treasuries (including strips)  |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $1800.00           | $1832.07           | U.S. Treasuries (including strips)  |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $200.00            | $197.50            | U.S. Treasuries (including strips)  |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $211400.00         | $201676.73         | U.S. Treasuries (including strips)  |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $340400.00         | $323632.71         | U.S. Treasuries (including strips)  |
| USTR          | 2026-04-15      | 0.1250%  | 0.0000% | $41500.00          | $51351.06          | U.S. Treasuries (including strips)  |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $95.08             | U.S. Treasuries (including strips)  |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $2686300.00        | $2932521.68        | U.S. Treasuries (including strips)  |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $10700.00          | $10284.73          | U.S. Treasuries (including strips)  |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $108100.00         | $115669.13         | U.S. Treasuries (including strips)  |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $102.81            | U.S. Treasuries (including strips)  |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $72800.00          | $71598.82          | U.S. Treasuries (including strips)  |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $374700.00         | $376380.35         | U.S. Treasuries (including strips)  |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $181400.00         | $183235.04         | U.S. Treasuries (including strips)  |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $700.00            | $734.51            | U.S. Treasuries (including strips)  |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $104.63            | U.S. Treasuries (including strips)  |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $139000.00         | $141694.85         | U.S. Treasuries (including strips)  |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $180200.00         | $191336.99         | U.S. Treasuries (including strips)  |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $191800.00         | $191492.07         | U.S. Treasuries (including strips)  |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $104.98            | U.S. Treasuries (including strips)  |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $290400.00         | $301260.86         | U.S. Treasuries (including strips)  |
| USTR          | 2027-11-15      | 0.0000%  | 0.0000% | $0.32              | $0.30              | U.S. Treasuries (including strips)  |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $9.07              | $4.10              | U.S. Treasuries (including strips)  |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $6131711.51        | $2544660.28        | U.S. Treasuries (including strips)  |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $17.44             | $6.76              | U.S. Treasuries (including strips)  |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $650000.00         | $347464.00         | U.S. Treasuries (including strips)  |

### Security 20: BofA Securities Inc REPO 3.67 03/02/2026

- **C.1 - Title:** BofA Securities Inc REPO 3.67 03/02/2026 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173147620, C.5 - Other ID: 1731476203
- **C.18 - Value (incl. sponsor support):** $540000000.00
- **C.18.a - Value (excl. sponsor support):** $540000000.00
- **C.19 - Percentage of Net Assets:** 2.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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% | $346428400.00      | $349503319.53      | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $38607000.00       | $40086551.85       | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $10511400.00       | $7277199.89        | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $46066000.00       | $47072753.45       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $105424000.00      | $106860221.44      | U.S. Treasuries (including strips) |

### Security 21: BofA Securities Inc REPO 3.68 03/02/2026

- **C.1 - Title:** BofA Securities Inc REPO 3.68 03/02/2026 3.680000%
- **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: 173147620, C.5 - Other ID: 1731476204
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1045738.00        | $883901.83         | Agency Debentures and Agency Strips |
| FNMA          | 2034-11-01      | 3.5000%  | 0.0000% | $6478616.00        | $1517585.66        | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $1440000.00        | $463116.91         | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $58952.00          | $42643.73          | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1091306.00        | $839427.91         | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $11586900.00       | $8871823.66        | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $137684480.00      | $109211814.36      | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $1665638.00        | $1533763.08        | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2659000.00        | $2498041.66        | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $3515940.00        | $3642080.10        | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1545620.00        | $1572225.30        | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $15627840.00       | $14448351.89       | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $12217248.00       | $11946076.44       | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 3.5000%  | 0.0000% | $1041.00           | $960.24            | Agency Debentures and Agency Strips |
| FNMA          | 2036-05-01      | 1.5000%  | 0.0000% | $10000000.00       | $4674406.33        | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1000000.00        | $665832.18         | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $3925304.00        | $2728760.44        | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 3.5000%  | 0.0000% | $61000.00          | $36585.34          | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $1155964.00        | $902491.90         | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 4.5000%  | 0.0000% | $1677432.00        | $1338048.13        | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $3054000.00        | $2035820.15        | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 4.0000%  | 0.0000% | $17850688.00       | $15131298.36       | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $142318336.00      | $144641802.23      | Agency Debentures and Agency Strips |
| FNMA          | 2042-01-01      | 3.5000%  | 0.0000% | $49000000.00       | $6058456.20        | Agency Debentures and Agency Strips |
| FNMA          | 2031-04-01      | 1.5000%  | 0.0000% | $1600000.00        | $557065.60         | Agency Debentures and Agency Strips |
| FNMA          | 2036-06-01      | 2.5000%  | 0.0000% | $486500.00         | $228928.09         | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $2559100.00        | $1974538.00        | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $100147.00         | $81173.89          | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 4.5000%  | 0.0000% | $5966784.00        | $5860274.04        | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 7.0000%  | 0.0000% | $1172376.00        | $1235026.91        | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $775492.00         | $652045.03         | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $38442.00          | $37355.61          | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $21897568.00       | $20339986.28       | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $31632960.00       | $28993048.13       | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $43082432.00       | $43495037.23       | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $32604416.00       | $32681549.36       | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.0000%  | 0.0000% | $15131904.00       | $14317242.41       | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 5.0000%  | 0.0000% | $3349000.00        | $3347652.40        | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $86182.00          | $65281.52          | Agency Debentures and Agency Strips |
| FMAC          | 2040-11-01      | 6.5000%  | 0.0000% | $757475.00         | $739854.27         | Agency Debentures and Agency Strips |
| FMAC          | 2041-02-01      | 5.5000%  | 0.0000% | $337301.00         | $344677.78         | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $8370832.00        | $8055909.76        | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1197898.00        | $1216359.72        | Agency Debentures and Agency Strips |
| FMAC          | 2048-01-01      | 3.0000%  | 0.0000% | $18427808.00       | $1702810.87        | Agency Debentures and Agency Strips |
| FMAC          | 2039-05-01      | 6.0000%  | 0.0000% | $3000.00           | $1911.16           | Agency Debentures and Agency Strips |
| FMAC          | 2050-08-01      | 3.5000%  | 0.0000% | $25100768.00       | $14328743.51       | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 4.0000%  | 0.0000% | $1036000.00        | $834778.33         | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 3.0000%  | 0.0000% | $3000000.00        | $2363333.40        | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $213030.00         | $162271.69         | Agency Debentures and Agency Strips |
| FMAC          | 2047-03-01      | 3.5000%  | 0.0000% | $181792768.00      | $22122811.81       | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 2.5000%  | 0.0000% | $100000.00         | $56495.22          | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $260000.00         | $187060.51         | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $15000.00          | $10933.67          | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $398000.00         | $256095.72         | Agency Debentures and Agency Strips |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $5650000.00        | $879619.28         | Agency Debentures and Agency Strips |
| FMAC          | 2036-03-01      | 1.5000%  | 0.0000% | $1575000.00        | $714044.81         | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $2005924.00        | $1765554.80        | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $627625.00         | $610892.95         | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1194518.00        | $1103492.16        | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1378778.00        | $1442130.43        | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1125608.00        | $1151369.69        | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $5090856.00        | $5190498.19        | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 3.5000%  | 0.0000% | $38848895.00       | $4609481.29        | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 3.5000%  | 0.0000% | $160531.00         | $24314.73          | Agency Debentures and Agency Strips |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $330000.00         | $169518.99         | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $1196888.00        | $899554.49         | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $108106.00         | $80460.68          | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $309790.00         | $221883.96         | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 3.5000%  | 0.0000% | $248145.00         | $201618.61         | Agency Debentures and Agency Strips |

### Security 22: BARCLAYS BANK PLC NY REPO 3.66 03/02/2026

- **C.1 - Title:** BARCLAYS BANK PLC NY REPO 3.66 03/02/2026 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173147620, C.5 - Other ID: 1731476205
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.2900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $202479400.00      | $210052062.44      | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $293571900.00      | $299947941.06      | U.S. Treasuries (including strips) |

### Security 23: Deutsche Bank Securities Inc REPO 3.67 03/02/2026

- **C.1 - Title:** Deutsche Bank Securities Inc REPO 3.67 03/02/2026 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173147620, C.5 - Other ID: 1731476206
- **C.18 - Value (incl. sponsor support):** $340000000.00
- **C.18.a - Value (excl. sponsor support):** $340000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $344127409.00      | $168158002.99      | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $170406007.00      | $157335061.14      | Agency Debentures and Agency Strips |
| GNMA          | 2052-04-20      | 2.0000%  | 0.0000% | $3984023.00        | $2655278.73        | Agency Debentures and Agency Strips |
| GNMA          | 2052-05-20      | 2.5000%  | 0.0000% | $4997139.00        | $3428121.81        | Agency Debentures and Agency Strips |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $3397021.00        | $2217094.50        | Agency Debentures and Agency Strips |
| GNMA          | 2052-07-20      | 3.0000%  | 0.0000% | $7156957.00        | $4761834.65        | Agency Debentures and Agency Strips |
| GNMA          | 2052-07-20      | 3.5000%  | 0.0000% | $3752979.00        | $2711285.97        | Agency Debentures and Agency Strips |
| GNMA          | 2050-02-20      | 3.5000%  | 0.0000% | $1216940.00        | $921446.79         | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $4764916.00        | $4611874.28        | Agency Debentures and Agency Strips |

### Security 24: TD SECURITIES INC REPO 3.67 03/02/2026

- **C.1 - Title:** TD SECURITIES INC REPO 3.67 03/02/2026 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173147620, C.5 - Other ID: 1731476207
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 2.9800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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          | 2047-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1731.58           | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1754.71           | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1689.08           | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1710.67           | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1647.01           | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1667.46           | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1607.46           | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $605130.00         | $192019.85         | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1567.38           | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.0000%  | 0.0000% | $995130.00         | $307772.81         | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 0.0000%  | 0.0000% | $10523000.00       | $3210946.13        | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 0.0000%  | 0.0000% | $15590130.00       | $4704415.27        | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $13150000.00       | $7327048.50        | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $3767000.00        | $2013687.52        | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 0.0000%  | 0.0000% | $6600000.00        | $3476754.60        | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $5400000.00        | $2805278.40        | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $3800000.00        | $1780467.20        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 0.0000%  | 0.0000% | $18930.00          | $15786.67          | U.S. Treasuries (including strips) |
| USTR          | 2036-05-15      | 0.0000%  | 0.0000% | $5000.00           | $3266.41           | U.S. Treasuries (including strips) |
| USTR          | 2036-11-15      | 0.0000%  | 0.0000% | $17491000.00       | $11130957.56       | U.S. Treasuries (including strips) |
| USTR          | 2037-05-15      | 0.0000%  | 0.0000% | $5000.00           | $3092.50           | U.S. Treasuries (including strips) |
| USTR          | 2037-08-15      | 0.0000%  | 0.0000% | $5130.00           | $3127.77           | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 0.0000%  | 0.0000% | $5130.00           | $3042.59           | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1424.48           | U.S. Treasuries (including strips) |
| USTR          | 2037-11-15      | 0.0000%  | 0.0000% | $5000.00           | $3008.58           | U.S. Treasuries (including strips) |
| USTR          | 2038-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2926.12           | U.S. Treasuries (including strips) |
| USTR          | 2038-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2959.88           | U.S. Treasuries (including strips) |
| USTR          | 2039-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2877.26           | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1444.56           | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1389.54           | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1411.01           | U.S. Treasuries (including strips) |
| USTR          | 2038-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2846.98           | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2765.50           | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2797.09           | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2685.45           | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1357.10           | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1377.10           | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $7005130.00        | $3709265.37        | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1326.66           | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1348.15           | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2613.36           | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1301.57           | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 0.0000%  | 0.0000% | $305130.00         | $157017.76         | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2537.88           | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $1050130.00        | $524991.49         | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1315.42           | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1967.16           | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 0.0000%  | 0.0000% | $205000.00         | $101077.30         | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $405130.00         | $196823.09         | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 0.0000%  | 0.0000% | $1405000.00        | $673169.22         | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.0000%  | 0.0000% | $1895130.00        | $894734.46         | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 0.0000%  | 0.0000% | $5385000.00        | $2507083.68        | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2350.97           | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2258.18           | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2284.21           | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2194.96           | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2219.42           | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2131.78           | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2157.54           | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2075.00           | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $5605130.00        | $2290928.73        | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2019.88           | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2043.15           | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1989.04           | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1914.56           | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1936.53           | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1865.09           | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1888.37           | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1820.48           | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1839.97           | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1775.49           | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1797.03           | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.0000%  | 0.0000% | $5200000.00        | $1562220.40        | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 0.0000%  | 0.0000% | $30000000.00       | $8899170.00        | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 0.0000%  | 0.0000% | $19100000.00       | $5539573.00        | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 0.0000%  | 0.0000% | $23300000.00       | $6596696.00        | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 0.0000%  | 0.0000% | $750000000.00      | $201642750.00      | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 0.0000%  | 0.0000% | $40000.00          | $10448.12          | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $80000.00          | $20185.12          | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 0.0000%  | 0.0000% | $2240000.00        | $559952.96         | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 0.0000%  | 0.0000% | $96000.00          | $23752.51          | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $400000.00         | $276926.00         | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 0.0000%  | 0.0000% | $4000000.00        | $2737228.00        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $10783300.00       | $13803365.48       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $108100.00         | $133874.75         | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $426100.00         | $578892.68         | U.S. Treasuries (including strips) |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $9445800.00        | $11465121.40       | U.S. Treasuries (including strips) |
| USTR          | 2031-01-15      | 0.1250%  | 0.0000% | $18417000.00       | $21788436.32       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 0.1250%  | 0.0000% | $2912000.00        | $3603235.96        | U.S. Treasuries (including strips) |
| USTR          | 2031-07-15      | 0.1250%  | 0.0000% | $15268600.00       | $17459752.83       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $10830300.00       | $12865377.71       | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $1412000.00        | $1541421.52        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $282800.00         | $321735.47         | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $120200.00         | $134278.61         | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $8754500.00        | $9549433.00        | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $2120600.00        | $2258077.89        | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $10397100.00       | $11530429.31       | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $8200000.00        | $8799838.48        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $3299700.00        | $3595698.20        | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $11000200.00       | $11656016.35       | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 0.0000%  | 0.0000% | $2500.00           | $1980.20           | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 0.0000%  | 0.0000% | $2500.00           | $1937.54           | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 0.0000%  | 0.0000% | $2500.00           | $1894.34           | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $2500.00           | $1849.50           | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 0.0000%  | 0.0000% | $9102500.00        | $6573743.58        | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 0.0000%  | 0.0000% | $7802500.00        | $5498804.07        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2480.17           | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 0.0000%  | 0.0000% | $6230.00           | $6125.82           | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2436.30           | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 0.0000%  | 0.0000% | $53930.00          | $52111.70          | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2396.06           | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $53930.00          | $51228.70          | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2353.75           | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 0.0000%  | 0.0000% | $53930.00          | $50339.50          | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $53930.00          | $49473.28          | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2313.96           | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2273.58           | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $45602500.00       | $31345608.02       | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 0.0000%  | 0.0000% | $5000.00           | $3353.76           | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 0.0000%  | 0.0000% | $53930.00          | $48591.47          | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $53930.00          | $47689.22          | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2232.51           | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2190.00           | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2147.87           | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 0.0000%  | 0.0000% | $53930.00          | $46779.96          | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.0000%  | 0.0000% | $53930.00          | $45892.11          | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $9205000.00        | $2745501.71        | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1511.44           | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1455.37           | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1477.36           | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1272.42           | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1304.85           | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 0.0000%  | 0.0000% | $2200.00           | $555.01            | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $1033730.00        | $257012.15         | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 0.0000%  | 0.0000% | $2200.00           | $544.52            | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 0.0000%  | 0.0000% | $30.00             | $7.36              | U.S. Treasuries (including strips) |
| USTR          | 2036-01-15      | 1.8750%  | 0.0000% | $18020000.00       | $18245362.12       | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 0.0000%  | 0.0000% | $18930.00          | $15474.20          | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 0.0000%  | 0.0000% | $18930.00          | $15147.60          | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 0.0000%  | 0.0000% | $18930.00          | $14833.11          | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $18930.00          | $14502.01          | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 0.0000%  | 0.0000% | $18930.00          | $14175.47          | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 0.0000%  | 0.0000% | $18930.00          | $13833.00          | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 0.0000%  | 0.0000% | $1268930.00        | $905357.45         | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 0.0000%  | 0.0000% | $5218930.00        | $3630788.73        | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 0.0000%  | 0.0000% | $18930.00          | $12852.83          | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $5130.00           | $3394.18           | U.S. Treasuries (including strips) |
| USTR          | 2036-08-15      | 0.0000%  | 0.0000% | $5130.00           | $3306.51           | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 0.0000%  | 0.0000% | $5130.00           | $3216.14           | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2107.01           | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2064.90           | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2022.55           | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $70300000.00       | $22749080.00       | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.0000%  | 0.0000% | $16800000.00       | $5304600.00        | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 0.0000%  | 0.0000% | $23778000.00       | $7334371.66        | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $21700000.00       | $6599729.50        | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $7700000.00        | $3555036.10        | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $87500000.00       | $39813200.00       | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 0.0000%  | 0.0000% | $4865000.00        | $2182667.66        | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $5000000.00        | $2211840.00        | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $28935000.00       | $12623154.16       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $49300000.00       | $21232080.30       | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $34059100.00       | $14479238.65       | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $8600000.00        | $3604664.20        | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $6000000.00        | $2481504.00        | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $850000.00         | $338048.40         | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $9400000.00        | $3596628.00        | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $84300000.00       | $31008321.90       | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $4500000.00        | $1610028.00        | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $931000.00         | $329204.39         | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $4600000.00        | $1564418.60        | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 0.0000%  | 0.0000% | $10546000.00       | $3542633.41        | U.S. Treasuries (including strips) |

### Security 25: ING Financial Markets LLC REPO 3.64 03/02/2026

- **C.1 - Title:** ING Financial Markets LLC REPO 3.64 03/02/2026 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173147620, C.5 - Other ID: 1731476208
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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          | 2026-04-30      | 0.0000%  | 0.0000% | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| USTR          | 2039-02-15      | 3.5000%  | 0.0000% | $200.00            | $186.11            | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 4.6250%  | 0.0000% | $7739900.00        | $7857107.57        | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $59999900.00       | $57048150.85       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 4.1250%  | 0.0000% | $6154400.00        | $6319144.83        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $150000000.00      | $152060188.19      | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $200.00            | $205.30            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 3.6250%  | 0.0000% | $100.00            | $102.04            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $27823000.00       | $28150630.43       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 3.5000%  | 0.0000% | $54433000.00       | $54564086.69       | U.S. Treasuries (including strips) |

### Security 26: State Street Bank and Trust Company REPO 3.67 03/02/2026

- **C.1 - Title:** State Street Bank and Trust Company REPO 3.67 03/02/2026 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173147620, C.5 - Other ID: 1731476209
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 5.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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          | 2033-11-15      | 4.5000%  | 0.0000% | $394576300.00      | $416924789.90      | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $114500700.00      | $96733453.48       | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 3.8750%  | 0.0000% | $150000000.00      | $142294254.00      | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $4398800.00        | $4604438.75        | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $50000000.00       | $38885664.50       | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $350000000.00      | $353690680.00      | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $131520000.00      | $98519006.86       | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 1.0000%  | 0.0000% | $40000000.00       | $42741051.60       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $66972000.00       | $80606868.99       | U.S. Treasuries (including strips) |

### Security 27: NATIONAL AUSTRALIA BANK LTD REPO 3.6 03/02/2026

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD REPO 3.6 03/02/2026 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173147621, C.5 - Other ID: 1731476210
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $46340000.00       | $47281433.44       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $46340000.00       | $47281433.44       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $46340000.00       | $47281433.44       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $46340000.00       | $47281433.44       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $46340000.00       | $47281433.44       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $46340000.00       | $47281433.44       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $21960000.00       | $22406671.31       | U.S. Treasuries (including strips) |

### Security 28: CREDIT AGRICOLE SECURITIES USA INC REPO 3.62% 03/02/2026

- **C.1 - Title:** CREDIT AGRICOLE SECURITIES USA INC REPO 3.62% 03/02/2026 3.620000%
- **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: 173147621, C.5 - Other ID: 1731476219
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $74378496.00       | $76163538.36       | Agency Debentures and Agency Strips |
| USTR          | 2026-10-29      | 0.0000%  | 0.0000% | $100.00            | $97.66             | U.S. Treasuries (including strips)  |
| USTR          | 2026-05-26      | 0.0000%  | 0.0000% | $300.00            | $297.37            | U.S. Treasuries (including strips)  |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $800.00            | $675.49            | U.S. Treasuries (including strips)  |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $300.00            | $332.70            | U.S. Treasuries (including strips)  |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $56248000.00       | $57780058.30       | U.S. Treasuries (including strips)  |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $34249800.00       | $35078548.47       | U.S. Treasuries (including strips)  |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $1000.00           | $1025.94           | U.S. Treasuries (including strips)  |
| USTR          | 2027-11-30      | 3.3750%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips)  |
| USTR          | 2030-11-30      | 3.5000%  | 0.0000% | $200.00            | $201.02            | U.S. Treasuries (including strips)  |
| USTR          | 2037-05-15      | 0.0000%  | 0.0000% | $56548392.19       | $34975124.02       | U.S. Treasuries (including strips)  |

### Security 29: BofA Securities Inc REPO 3.62% 03/02/2026

- **C.1 - Title:** BofA Securities Inc REPO 3.62% 03/02/2026 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173147622, C.5 - Other ID: 1731476220
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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          | 2026-05-12      | 0.0000%  | 0.0000% | $885800.00         | $879253.94         | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 0.0000%  | 0.0000% | $800.00            | $268.74            | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $70606000.00       | $73311862.60       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 0.0000%  | 0.0000% | $700.00            | $631.77            | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 3.5000%  | 0.0000% | $27422000.00       | $27807327.62       | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 0.0000%  | 0.0000% | $40.96             | $11.38             | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 0.0000%  | 0.0000% | $1720.32           | $473.17            | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $573.44            | $171.04            | U.S. Treasuries (including strips) |

### Security 30: BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.65 03/06/2026

- **C.1 - Title:** BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.65 03/06/2026 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173148194, C.5 - Other ID: 1731481944
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $100.00            | $67.45             | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $200.00            | $108.38            | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $100.00            | $40.82             | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 6.3750%  | 0.0000% | $100.00            | $104.30            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 1.7500%  | 0.0000% | $200.00            | $314.70            | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $157.73            | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $26081800.00       | $28329510.76       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $176.59            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $631800.00         | $621061.84         | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $5095000.00        | $5024378.66        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $200.00            | $189.27            | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $199.55            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $900.00            | $908.73            | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $1000.00           | $1004.48           | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $5403800.00        | $5707537.75        | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $102.59            | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $101382800.00      | $104766952.26      | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $1621700.00        | $1633607.33        | U.S. Treasuries (including strips) |
| USTR          | 2033-01-31      | 4.0000%  | 0.0000% | $111000.00         | $112823.00         | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $5.40              | $4.14              | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 0.0000%  | 0.0000% | $41.35             | $30.96             | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 0.0000%  | 0.0000% | $99.13             | $72.44             | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 0.0000%  | 0.0000% | $89.27             | $62.10             | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $13752008.21       | $9098796.20        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 0.0000%  | 0.0000% | $52.31             | $42.32             | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $46.68             | $34.53             | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 0.0000%  | 0.0000% | $316.97            | $228.91            | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 0.0000%  | 0.0000% | $7.38              | $5.20              | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $25.22             | $24.58             | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 0.0000%  | 0.0000% | $3691.35           | $3566.89           | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $101.71            | $92.50             | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $1.24              | $0.85              | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 0.0000%  | 0.0000% | $2.92              | $1.96              | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 0.0000%  | 0.0000% | $61.44             | $55.36             | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 0.0000%  | 0.0000% | $24209832.34       | $21619452.91       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $1.52              | $1.31              | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 0.0000%  | 0.0000% | $30.70             | $26.63             | U.S. Treasuries (including strips) |
| USTR          | 2036-05-15      | 0.0000%  | 0.0000% | $41.49             | $27.10             | U.S. Treasuries (including strips) |
| USTR          | 2037-08-15      | 0.0000%  | 0.0000% | $23.36             | $14.24             | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $166.96            | $91.03             | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $8.27              | $4.44              | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $47.93             | $25.38             | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 0.0000%  | 0.0000% | $43195476.24       | $22228089.70       | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $36.68             | $18.62             | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $93.76             | $46.87             | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $0.05              | $0.02              | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 0.0000%  | 0.0000% | $2.84              | $1.40              | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $51.35             | $24.95             | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 0.0000%  | 0.0000% | $26.90             | $12.52             | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $66.06             | $27.78             | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $31.97             | $13.07             | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $5.84              | $2.36              | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $30.80             | $11.94             | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $28.73             | $11.00             | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 0.0000%  | 0.0000% | $14346277.60       | $4846402.11        | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $9976.95           | $3326.95           | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $8.78              | $2.79              | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 0.0000%  | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |

### Security 31: CITIGROUP GLOBAL MARKETS INC REPO 3.68 04/06/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.67 03/06/2026 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173148194, C.5 - Other ID: 1731481948
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-08-31      | 4.3750%  | 0.0000% | $188783500.00      | $197012411.10      | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $6875400.00        | $6987667.31        | U.S. Treasuries (including strips) |

### Security 32: Goldman Sachs & Co. LLC REPO 3.66 03/06/2026

- **C.1 - Title:** Goldman Sachs & Co. LLC REPO 3.66 03/06/2026 3.660000%
- **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: 173148195, C.5 - Other ID: 1731481952
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2051-10-01      | 5.0000%  | 0.0000% | $477000.00         | $174955.24         | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $383000.00         | $250660.86         | Agency Debentures and Agency Strips |
| FNMA          | 2036-05-01      | 4.0000%  | 0.0000% | $24326976.00       | $3882280.28        | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $176732024.00      | $135536520.94      | Agency Debentures and Agency Strips |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $611907.00         | $37261.12          | Agency Debentures and Agency Strips |
| GNMA          | 2057-06-15      | 2.9800%  | 0.0000% | $1335332.00        | $1171441.70        | Agency Debentures and Agency Strips |
| GNMA          | 2057-08-15      | 3.3800%  | 0.0000% | $11230159.00       | $10103460.30       | Agency Debentures and Agency Strips |
| GNMA          | 2066-06-15      | 5.7300%  | 0.0000% | $20392960.00       | $21172610.04       | Agency Debentures and Agency Strips |
| GNMA          | 2064-05-20      | 3.5000%  | 0.0000% | $596236.00         | $545287.16         | Agency Debentures and Agency Strips |
| GNMA          | 2064-06-20      | 2.5000%  | 0.0000% | $168362.00         | $138987.19         | Agency Debentures and Agency Strips |
| GNMA          | 2064-04-20      | 3.5000%  | 0.0000% | $548983.00         | $501971.03         | Agency Debentures and Agency Strips |
| GNMA          | 2054-08-15      | 5.5000%  | 0.0000% | $4390000.00        | $4564270.11        | Agency Debentures and Agency Strips |
| GNMA          | 2064-06-20      | 2.5000%  | 0.0000% | $638064.00         | $447259.81         | Agency Debentures and Agency Strips |
| GNMA          | 2064-07-20      | 3.5000%  | 0.0000% | $619538.00         | $567911.40         | Agency Debentures and Agency Strips |
| GNMA          | 2054-10-20      | 5.0000%  | 0.0000% | $1145982.00        | $1132682.19        | Agency Debentures and Agency Strips |
| GNMA          | 2064-04-20      | 3.0000%  | 0.0000% | $147934.00         | $131839.05         | Agency Debentures and Agency Strips |
| GNMA          | 2063-12-20      | 2.5000%  | 0.0000% | $235161.00         | $194109.87         | Agency Debentures and Agency Strips |
| GNMA          | 2064-04-20      | 4.0000%  | 0.0000% | $237200.00         | $226391.65         | Agency Debentures and Agency Strips |
| GNMA          | 2064-04-20      | 3.5000%  | 0.0000% | $165123.00         | $151728.92         | Agency Debentures and Agency Strips |
| GNMA          | 2064-09-20      | 3.5000%  | 0.0000% | $226123.00         | $207867.30         | Agency Debentures and Agency Strips |
| GNMA          | 2063-10-20      | 3.0000%  | 0.0000% | $383323.00         | $342545.07         | Agency Debentures and Agency Strips |
| GNMA          | 2064-09-20      | 2.5000%  | 0.0000% | $275398.00         | $107215.92         | Agency Debentures and Agency Strips |
| GNMA          | 2064-04-20      | 4.0000%  | 0.0000% | $155487.00         | $148444.67         | Agency Debentures and Agency Strips |
| GNMA          | 2064-08-20      | 4.0000%  | 0.0000% | $241150.00         | $230463.81         | Agency Debentures and Agency Strips |
| GNMA          | 2064-09-20      | 3.5000%  | 0.0000% | $216230.00         | $198514.30         | Agency Debentures and Agency Strips |
| GNMA          | 2064-08-20      | 4.5000%  | 0.0000% | $284352.00         | $277184.37         | Agency Debentures and Agency Strips |
| GNMA          | 2063-06-20      | 4.5000%  | 0.0000% | $210194.00         | $204969.42         | Agency Debentures and Agency Strips |
| GNMA          | 2061-01-15      | 4.0000%  | 0.0000% | $12987300.00       | $12421427.55       | Agency Debentures and Agency Strips |
| GNMA          | 2064-12-20      | 3.5000%  | 0.0000% | $257111.00         | $236719.03         | Agency Debentures and Agency Strips |
| GNMA          | 2064-12-20      | 3.0000%  | 0.0000% | $934301.00         | $838189.45         | Agency Debentures and Agency Strips |
| GNMA          | 2064-12-20      | 4.5000%  | 0.0000% | $194889.00         | $190354.52         | Agency Debentures and Agency Strips |
| GNMA          | 2064-08-20      | 4.5000%  | 0.0000% | $374447.00         | $365672.58         | Agency Debentures and Agency Strips |
| GNMA          | 2065-07-20      | 3.0000%  | 0.0000% | $475201.00         | $430800.00         | Agency Debentures and Agency Strips |
| GNMA          | 2065-06-20      | 4.0000%  | 0.0000% | $368633.00         | $354985.92         | Agency Debentures and Agency Strips |
| GNMA          | 2065-05-20      | 5.0000%  | 0.0000% | $131725.00         | $131741.11         | Agency Debentures and Agency Strips |
| GNMA          | 2065-06-20      | 4.5000%  | 0.0000% | $277911.00         | $272834.09         | Agency Debentures and Agency Strips |
| GNMA          | 2065-05-20      | 3.5000%  | 0.0000% | $196603.00         | $182257.96         | Agency Debentures and Agency Strips |
| GNMA          | 2065-07-20      | 5.0000%  | 0.0000% | $217871.00         | $217796.03         | Agency Debentures and Agency Strips |
| GNMA          | 2065-07-20      | 3.5000%  | 0.0000% | $386363.00         | $358835.44         | Agency Debentures and Agency Strips |
| GNMA          | 2065-09-20      | 5.0000%  | 0.0000% | $234424.00         | $234795.04         | Agency Debentures and Agency Strips |
| GNMA          | 2065-09-20      | 2.0000%  | 0.0000% | $374740.00         | $296861.08         | Agency Debentures and Agency Strips |
| GNMA          | 2064-05-20      | 4.0000%  | 0.0000% | $105237.00         | $101397.04         | Agency Debentures and Agency Strips |
| GNMA          | 2065-08-20      | 2.5000%  | 0.0000% | $385724.00         | $323989.97         | Agency Debentures and Agency Strips |
| GNMA          | 2065-08-20      | 2.0000%  | 0.0000% | $246976.00         | $196093.91         | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $2257596.00        | $2348981.98        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $1783676.00        | $1847434.09        | Agency Debentures and Agency Strips |

### Security 33: TD SECURITIES INC REPO 3.67 03/06/2026

- **C.1 - Title:** TD SECURITIES INC REPO 3.67 03/06/2026 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173148195, C.5 - Other ID: 1731481956
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2048-02-20      | 3.5000%  | 0.0000% | $50000000.00       | $6166580.18        | Agency Debentures and Agency Strips |
| GNMA          | 2048-03-20      | 3.5000%  | 0.0000% | $50000000.00       | $5898321.61        | Agency Debentures and Agency Strips |
| GNMA          | 2051-01-20      | 2.0000%  | 0.0000% | $27100000.00       | $13312560.72       | Agency Debentures and Agency Strips |
| GNMA          | 2050-09-20      | 2.0000%  | 0.0000% | $25000000.00       | $11288917.20       | Agency Debentures and Agency Strips |
| GNMA          | 2050-11-20      | 2.5000%  | 0.0000% | $25000000.00       | $9910417.00        | Agency Debentures and Agency Strips |
| GNMA          | 2053-11-20      | 8.0000%  | 0.0000% | $9995091.00        | $8893655.47        | Agency Debentures and Agency Strips |
| GNMA          | 2053-12-20      | 8.0000%  | 0.0000% | $5011945.00        | $4608623.96        | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 6.5000%  | 0.0000% | $8166041.00        | $6361616.50        | Agency Debentures and Agency Strips |
| GNMA          | 2054-02-20      | 7.5000%  | 0.0000% | $5984568.00        | $4997091.77        | Agency Debentures and Agency Strips |
| GNMA          | 2053-11-20      | 7.5000%  | 0.0000% | $4686594.00        | $4668474.62        | Agency Debentures and Agency Strips |
| GNMA          | 2054-04-20      | 7.5000%  | 0.0000% | $12535932.00       | $12246220.23       | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 7.5000%  | 0.0000% | $6268209.00        | $6624590.49        | Agency Debentures and Agency Strips |
| GNMA          | 2054-02-20      | 7.5000%  | 0.0000% | $7339813.00        | $6271772.36        | Agency Debentures and Agency Strips |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $3511248.00        | $3489448.34        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 5.0000%  | 0.0000% | $6089267.00        | $6104007.26        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $10004894.00       | $10294506.39       | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $5275907.00        | $5423091.07        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $10001360.00       | $10276867.50       | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $10036031.00       | $10284497.77       | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $6488402.00        | $6685608.94        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $5025433.00        | $5176001.39        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $5051209.00        | $5019688.36        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $4460357.00        | $4594829.76        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $5078232.00        | $5280744.46        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $5475903.00        | $5544898.98        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $5445338.00        | $5593474.18        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $7327010.00        | $7535088.53        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $5289831.00        | $5482183.90        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $5760317.00        | $5966221.45        | Agency Debentures and Agency Strips |

### Security 34: WELLS FARGO SECURITIES LLC REPO 3.67 03/06/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.67 03/06/2026 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173148196, C.5 - Other ID: 1731481960
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2028-09-01      | 6.0000%  | 0.0000% | $910927.00         | $2615.27           | Agency Debentures and Agency Strips |
| FNMA          | 2037-05-01      | 7.0000%  | 0.0000% | $2661162.00        | $7660.69           | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $100000.00         | $4809.26           | Agency Debentures and Agency Strips |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $188980326.00      | $34824952.91       | Agency Debentures and Agency Strips |
| FNMA          | 2044-06-01      | 3.5000%  | 0.0000% | $4100000.00        | $634721.56         | Agency Debentures and Agency Strips |
| FNMA          | 2041-07-01      | 6.0000%  | 0.0000% | $3383581.00        | $592313.11         | Agency Debentures and Agency Strips |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $14300918.00       | $1929186.54        | Agency Debentures and Agency Strips |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $65000000.00       | $9276114.99        | Agency Debentures and Agency Strips |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $57000.00          | $9381.20           | Agency Debentures and Agency Strips |
| FNMA          | 2034-05-01      | 5.0000%  | 0.0000% | $310000.00         | $6706.08           | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 7.5000%  | 0.0000% | $1445720.00        | $919271.23         | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1763524.00        | $1295592.10        | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 4.0000%  | 0.0000% | $1032230.00        | $954262.44         | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1581848.00        | $1619517.21        | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1381399.00        | $1422783.10        | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $5893810.00        | $6009897.16        | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 4.5000%  | 0.0000% | $2054826.00        | $431065.01         | Agency Debentures and Agency Strips |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $164000.00         | $50653.72          | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $660000.00         | $156250.42         | Agency Debentures and Agency Strips |
| FNMA          | 2038-10-01      | 3.0000%  | 0.0000% | $465000.00         | $72334.13          | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $50000.00          | $8359.67           | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 5.0000%  | 0.0000% | $4460000.00        | $908583.37         | Agency Debentures and Agency Strips |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $1119711.00        | $653470.02         | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $5000000.00        | $735281.09         | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $400000.00         | $276118.63         | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $1230000.00        | $1221108.38        | Agency Debentures and Agency Strips |
| FNMA          | 2040-02-01      | 4.5000%  | 0.0000% | $214670.00         | $202064.55         | Agency Debentures and Agency Strips |
| FNMA          | 2032-02-01      | 1.5000%  | 0.0000% | $5000000.00        | $2349774.61        | Agency Debentures and Agency Strips |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $6571619.00        | $2185704.03        | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $14491870.00       | $8864793.75        | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $49157686.00       | $35831380.63       | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $1539000.00        | $1215111.36        | Agency Debentures and Agency Strips |
| FNMA          | 2037-07-01      | 2.5000%  | 0.0000% | $996929.00         | $559438.24         | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $13000.00          | $10049.75          | Agency Debentures and Agency Strips |
| FNMA          | 2037-10-01      | 4.5000%  | 0.0000% | $152000.00         | $85749.21          | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $5290000.00        | $3678146.84        | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $40898155.00       | $30940038.31       | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $101577646.00      | $96902994.91       | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $5047203.00        | $4779062.95        | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1907850.00        | $1966805.35        | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $2419683.00        | $2440534.19        | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $17645856.00       | $17480054.49       | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $2946507.00        | $2920439.25        | Agency Debentures and Agency Strips |
| FNMA          | 2040-02-01      | 3.5000%  | 0.0000% | $300000.00         | $90188.81          | Agency Debentures and Agency Strips |
| FNMA          | 2034-11-01      | 3.5000%  | 0.0000% | $2200000.00        | $280392.57         | Agency Debentures and Agency Strips |
| FNMA          | 2036-04-01      | 1.5000%  | 0.0000% | $3000000.00        | $1509524.09        | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $350000.00         | $227195.98         | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 3.0000%  | 0.0000% | $20500000.00       | $12672648.62       | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 3.0000%  | 0.0000% | $35000.00          | $24532.81          | Agency Debentures and Agency Strips |
| FNMA          | 2038-06-01      | 6.0000%  | 0.0000% | $2250000.00        | $19918.65          | Agency Debentures and Agency Strips |
| FNMA          | 2040-02-01      | 4.5000%  | 0.0000% | $2446722.00        | $210708.85         | Agency Debentures and Agency Strips |
| FNMA          | 2038-10-01      | 5.5000%  | 0.0000% | $8013758.00        | $206001.24         | Agency Debentures and Agency Strips |
| FNMA          | 2043-05-01      | 3.0000%  | 0.0000% | $114817.00         | $20536.53          | Agency Debentures and Agency Strips |
| FNMA          | 2047-06-01      | 5.0000%  | 0.0000% | $1963931.00        | $112617.59         | Agency Debentures and Agency Strips |
| FNMA          | 2029-01-01      | 5.0000%  | 0.0000% | $29022906.00       | $1448.38           | Agency Debentures and Agency Strips |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $130000.00         | $20933.85          | Agency Debentures and Agency Strips |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $4330868.00        | $370114.67         | Agency Debentures and Agency Strips |
| FNMA          | 2034-11-01      | 2.5000%  | 0.0000% | $130000.00         | $19654.21          | Agency Debentures and Agency Strips |
| FNMA          | 2034-12-01      | 3.0000%  | 0.0000% | $900000.00         | $124415.47         | Agency Debentures and Agency Strips |
| FNMA          | 2039-04-01      | 4.5000%  | 0.0000% | $329730.00         | $221779.24         | Agency Debentures and Agency Strips |
| FNMA          | 2044-04-01      | 7.5000%  | 0.0000% | $1072012.00        | $741907.71         | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $6860373.00        | $6384272.65        | Agency Debentures and Agency Strips |
| FNMA          | 2045-10-01      | 5.5000%  | 0.0000% | $5806352.00        | $5593538.20        | Agency Debentures and Agency Strips |
| FNMA          | 2041-02-01      | 5.0000%  | 0.0000% | $703118.00         | $712518.33         | Agency Debentures and Agency Strips |

### Security 35: Deutsche Bank Securities Inc REPO 3.6 03/02/2026

- **C.1 - Title:** Deutsche Bank Securities Inc REPO 3.6 03/02/2026 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173148228, C.5 - Other ID: 1731482280
- **C.18 - Value (incl. sponsor support):** $260000000.00
- **C.18.a - Value (excl. sponsor support):** $260000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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          | 2039-05-15      | 4.2500%  | 0.0000% | $202668900.00      | $204949319.27      | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $59983400.00       | $60250763.58       | U.S. Treasuries (including strips) |

### Security 36: Bank of Montreal REPO 3.51 03/02/2026

- **C.1 - Title:** Bank of Montreal REPO 3.51 03/02/2026 3.510000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173148262, C.5 - Other ID: 1731482626
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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          | 2026-10-31      | 4.1250%  | 0.0000% | $119234200.00      | $121214689.94      | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 3.5000%  | 0.0000% | $133464000.00      | $133785410.81      | U.S. Treasuries (including strips) |

### Security 37: Bank of Montreal REPO 3.4% 03/02/2026

- **C.1 - Title:** Bank of Montreal REPO 3.4% 03/02/2026 3.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173148266, C.5 - Other ID: 1731482664
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.4000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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          | 2035-07-15      | 1.8750%  | 0.0000% | $1842700.00        | $1898701.01        | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $150000000.00      | $151101374.42      | U.S. Treasuries (including strips) |

### Security 38: Goldman Sachs & Co. LLC REPO 3% 03/02/2026

- **C.1 - Title:** Goldman Sachs & Co. LLC REPO 3% 03/02/2026 3.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173148266, C.5 - Other ID: 1731482669
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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          | 2039-11-15      | 0.0000%  | 0.0000% | $1437000.00        | $789597.01         | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $400.00            | $342.66            | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $102.41            | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $83784000.00       | $86865242.24       | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 4.6250%  | 0.0000% | $881200.00         | $894544.27         | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $100.00            | $99.19             | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $11708000.00       | $12026897.36       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $1398200.00        | $1422349.53        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $100.00            | $90.94             | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $1894.08           | $734.39            | U.S. Treasuries (including strips) |

### Security 39: Goldman Sachs & Co. LLC REPO 3% 03/02/2026

- **C.1 - Title:** Goldman Sachs & Co. LLC REPO 3% 03/02/2026 3.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173148267, C.5 - Other ID: 1731482676
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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          | 2039-11-15      | 0.0000%  | 0.0000% | $100.00            | $54.95             | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 4.3750%  | 0.0000% | $200.00            | $203.08            | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 3.8750%  | 0.0000% | $3900.00           | $3696.54           | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 2.1250%  | 0.0000% | $3000.00           | $4470.59           | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $7100.00           | $4832.59           | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $73.81             | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $74.86             | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $2900.00           | $1883.31           | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.11             | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $900.00            | $494.88            | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $3500.00           | $2307.21           | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $2600.00           | $1713.93           | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $800.00            | $609.49            | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $3000.00           | $2285.59           | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $1400.00           | $833.05            | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $300.00            | $279.83            | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $700.00            | $688.46            | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $2200.00           | $2186.19           | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $400.00            | $397.19            | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 0.0000%  | 0.0000% | $89800.00          | $72828.52          | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 0.7500%  | 0.0000% | $3700.00           | $4775.01           | U.S. Treasuries (including strips) |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $4000.00           | $4855.12           | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $79133500.00       | $75235573.10       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $1196200.00        | $1149705.02        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $200.00            | $237.58            | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $700.00            | $764.16            | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $601700.00         | $644646.67         | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $108.97            | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $119058600.00      | $118867455.04      | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $200.00            | $211.92            | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $50421100.00       | $53950704.07       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 3.5000%  | 0.0000% | $5000000.00        | $5025588.46        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $100.00            | $94.99             | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $39244.28          | $15216.11          | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |

### Security 40: BofA Securities Inc REPO 3.6% 03/02/2026

- **C.1 - Title:** BofA Securities Inc REPO 3.6% 03/02/2026 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173148268, C.5 - Other ID: 1731482681
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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      | 6.6250%  | 0.0000% | $24027900.00       | $24790212.34       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $99033600.00       | $102709677.99      | U.S. Treasuries (including strips) |
| USTR          | 2036-08-15      | 0.0000%  | 0.0000% | $16.24             | $10.47             | U.S. Treasuries (including strips) |

### Security 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130A8XY4, C.4 - ISIN: US3130A8XY44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24751462.21
- **C.18.a - Value (excl. sponsor support):** $24751462.21
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2PJ8, C.4 - ISIN: US3130B2PJ88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $58925248.63
- **C.18.a - Value (excl. sponsor support):** $58925248.63
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200099614.78
- **C.18.a - Value (excl. sponsor support):** $200099614.78
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50007064.98
- **C.18.a - Value (excl. sponsor support):** $50007064.98
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6W93, C.4 - ISIN: US3130B6W931, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99888400.04
- **C.18.a - Value (excl. sponsor support):** $99888400.04
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-06-30
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72L7, C.4 - ISIN: US3130B72L79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99900455.34
- **C.18.a - Value (excl. sponsor support):** $99900455.34
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RK2, C.4 - ISIN: US3130B7RK21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150004325.07
- **C.18.a - Value (excl. sponsor support):** $150004325.07
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CF7, C.4 - ISIN: US3130B8CF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99861071.10
- **C.18.a - Value (excl. sponsor support):** $99861071.10
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B93H1, C.4 - ISIN: US3130B93H13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19957320.08
- **C.18.a - Value (excl. sponsor support):** $19957320.08
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94R8, C.4 - ISIN: US3130B94R85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49915002.40
- **C.18.a - Value (excl. sponsor support):** $49915002.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EJ5, C.4 - ISIN: US3130B9EJ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49947726.45
- **C.18.a - Value (excl. sponsor support):** $49947726.45
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385A71, C.4 - ISIN: US313385A715, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132997859.59
- **C.18.a - Value (excl. sponsor support):** $132997859.59
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385D45, C.4 - ISIN: US313385D453, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115131447.81
- **C.18.a - Value (excl. sponsor support):** $115131447.81
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385E51, C.4 - ISIN: US313385E519, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98112313.36
- **C.18.a - Value (excl. sponsor support):** $98112313.36
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.4 - ISIN: US313385TU05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99959374.35
- **C.18.a - Value (excl. sponsor support):** $99959374.35
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $89890689.64
- **C.18.a - Value (excl. sponsor support):** $89890689.64
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385UQ7, C.4 - ISIN: US313385UQ73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134671795.21
- **C.18.a - Value (excl. sponsor support):** $134671795.21
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99595732.18
- **C.18.a - Value (excl. sponsor support):** $99595732.18
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385VJ2, C.4 - ISIN: US313385VJ22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199150848.18
- **C.18.a - Value (excl. sponsor support):** $199150848.18
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385WL6, C.4 - ISIN: US313385WL68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $114209159.10
- **C.18.a - Value (excl. sponsor support):** $114209159.10
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385XC5, C.4 - ISIN: US313385XC50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99149880.97
- **C.18.a - Value (excl. sponsor support):** $99149880.97
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385XH4, C.4 - ISIN: US313385XH48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $138738469.13
- **C.18.a - Value (excl. sponsor support):** $138738469.13
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385XQ4, C.4 - ISIN: US313385XQ47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $113881447.98
- **C.18.a - Value (excl. sponsor support):** $113881447.98
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385XV3, C.4 - ISIN: US313385XV32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98975908.41
- **C.18.a - Value (excl. sponsor support):** $98975908.41
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98664356.50
- **C.18.a - Value (excl. sponsor support):** $98664356.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98596258.08
- **C.18.a - Value (excl. sponsor support):** $98596258.08
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FREDDIE MAC DISCOUNT NOTES

- **C.1 - Title:** FREDDIE MAC DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313397YV7, C.4 - ISIN: US313397YV78, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $98711656.59
- **C.18.a - Value (excl. sponsor support):** $98711656.59
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPF34, C.4 - ISIN: US3133EPF349, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10015028.79
- **C.18.a - Value (excl. sponsor support):** $10015028.79
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLX7, C.4 - ISIN: US3133ERLX70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50072018.32
- **C.18.a - Value (excl. sponsor support):** $50072018.32
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-07-26
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100067013.62
- **C.18.a - Value (excl. sponsor support):** $100067013.62
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60034870.16
- **C.18.a - Value (excl. sponsor support):** $60034870.16
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $37026714.23
- **C.18.a - Value (excl. sponsor support):** $37026714.23
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30021677.30
- **C.18.a - Value (excl. sponsor support):** $30021677.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10007203.02
- **C.18.a - Value (excl. sponsor support):** $10007203.02
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40030867.51
- **C.18.a - Value (excl. sponsor support):** $40030867.51
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETD79, C.4 - ISIN: US3133ETD791, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40001006.32
- **C.18.a - Value (excl. sponsor support):** $40001006.32
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100026545.35
- **C.18.a - Value (excl. sponsor support):** $100026545.35
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-04-16
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75075698.78
- **C.18.a - Value (excl. sponsor support):** $75075698.78
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETH75, C.4 - ISIN: US3133ETH750, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89990507.84
- **C.18.a - Value (excl. sponsor support):** $89990507.84
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2027-10-15
- **C.13 - Final Legal Maturity Date:** 2027-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24995860.90
- **C.18.a - Value (excl. sponsor support):** $24995860.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-06-30
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100068393.58
- **C.18.a - Value (excl. sponsor support):** $100068393.58
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQ59, C.4 - ISIN: US3133ETQ595, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34982090.97
- **C.18.a - Value (excl. sponsor support):** $34982090.97
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2027-08-05
- **C.13 - Final Legal Maturity Date:** 2027-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSC2, C.4 - ISIN: US3133ETSC27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49988338.59
- **C.18.a - Value (excl. sponsor support):** $49988338.59
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39989838.58
- **C.18.a - Value (excl. sponsor support):** $39989838.58
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAX8, C.4 - ISIN: US3133EWAX84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39953025.69
- **C.18.a - Value (excl. sponsor support):** $39953025.69
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9990795.40
- **C.18.a - Value (excl. sponsor support):** $9990795.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9991046.15
- **C.18.a - Value (excl. sponsor support):** $9991046.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCQ1, C.4 - ISIN: US3133EWCQ16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19980649.92
- **C.18.a - Value (excl. sponsor support):** $19980649.92
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCS7, C.4 - ISIN: US3133EWCS71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19981639.20
- **C.18.a - Value (excl. sponsor support):** $19981639.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4995587.57
- **C.18.a - Value (excl. sponsor support):** $4995587.57
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWET3, C.4 - ISIN: US3133EWET37, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49956382.11
- **C.18.a - Value (excl. sponsor support):** $49956382.11
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2028-02-23
- **C.13 - Final Legal Maturity Date:** 2028-02-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $63073820.07
- **C.18.a - Value (excl. sponsor support):** $63073820.07
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99978398.09
- **C.18.a - Value (excl. sponsor support):** $99978398.09
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99978188.75
- **C.18.a - Value (excl. sponsor support):** $99978188.75
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99997787.97
- **C.18.a - Value (excl. sponsor support):** $99997787.97
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $49988541.02
- **C.18.a - Value (excl. sponsor support):** $49988541.02
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100205959.05
- **C.18.a - Value (excl. sponsor support):** $100205959.05
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FANNIE MAE DISCOUNT NOTES

- **C.1 - Title:** FANNIE MAE DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313589WF6, C.4 - ISIN: US313589WF60, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $99361531.43
- **C.18.a - Value (excl. sponsor support):** $99361531.43
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FANNIE MAE DISCOUNT NOTES

- **C.1 - Title:** FANNIE MAE DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313589XS7, C.4 - ISIN: US313589XS72, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $99003136.73
- **C.18.a - Value (excl. sponsor support):** $99003136.73
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $48011936.96
- **C.18.a - Value (excl. sponsor support):** $48011936.96
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $124041585.52
- **C.18.a - Value (excl. sponsor support):** $124041585.52
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $68022701.63
- **C.18.a - Value (excl. sponsor support):** $68022701.63
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $32999992.37
- **C.18.a - Value (excl. sponsor support):** $32999992.37
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $39943542.66
- **C.18.a - Value (excl. sponsor support):** $39943542.66
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $31953167.68
- **C.18.a - Value (excl. sponsor support):** $31953167.68
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533F2, C.4 - ISIN: US6903533F22, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2021211.99
- **C.18.a - Value (excl. sponsor support):** $2021211.99
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2028-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.673000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533H8, C.4 - ISIN: US6903533H87, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $21639436.00
- **C.18.a - Value (excl. sponsor support):** $21639436.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $26775000.00
- **C.18.a - Value (excl. sponsor support):** $26775000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533V7, C.4 - ISIN: US6903533V71, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2600000.00
- **C.18.a - Value (excl. sponsor support):** $2600000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534N4, C.4 - ISIN: US6903534N47, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3030303.11
- **C.18.a - Value (excl. sponsor support):** $3030303.11
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2028-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1980000.00
- **C.18.a - Value (excl. sponsor support):** $1980000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534W4, C.4 - ISIN: US6903534W46, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1390000.06
- **C.18.a - Value (excl. sponsor support):** $1390000.06
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6861111.34
- **C.18.a - Value (excl. sponsor support):** $6861111.34
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.658800%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535F0, C.4 - ISIN: US6903535F04, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5833333.45
- **C.18.a - Value (excl. sponsor support):** $5833333.45
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.658800%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535K9, C.4 - ISIN: US6903535K98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4937499.95
- **C.18.a - Value (excl. sponsor support):** $4937499.95
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535N3, C.4 - ISIN: US6903535N38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4376439.15
- **C.18.a - Value (excl. sponsor support):** $4376439.15
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535X1, C.4 - ISIN: US6903535X10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2250001.19
- **C.18.a - Value (excl. sponsor support):** $2250001.19
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536H5, C.4 - ISIN: US6903536H50, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1620000.03
- **C.18.a - Value (excl. sponsor support):** $1620000.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537G6, C.4 - ISIN: US6903537G68, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6930000.00
- **C.18.a - Value (excl. sponsor support):** $6930000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2029-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537R2, C.4 - ISIN: US6903537R24, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1000001.02
- **C.18.a - Value (excl. sponsor support):** $1000001.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537W1, C.4 - ISIN: US6903537W19, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1319999.92
- **C.18.a - Value (excl. sponsor support):** $1319999.92
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2027-06-20
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1250000.14
- **C.18.a - Value (excl. sponsor support):** $1250000.14
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.658800%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C96, C.4 - ISIN: US690353C969, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $9388679.35
- **C.18.a - Value (excl. sponsor support):** $9388679.35
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2030-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4125000.33
- **C.18.a - Value (excl. sponsor support):** $4125000.33
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.673000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353H75, C.4 - ISIN: US690353H752, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5274427.24
- **C.18.a - Value (excl. sponsor support):** $5274427.24
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353J57, C.4 - ISIN: US690353J576, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2365745.86
- **C.18.a - Value (excl. sponsor support):** $2365745.86
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.673000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P76, C.4 - ISIN: US690353P763, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $20712031.60
- **C.18.a - Value (excl. sponsor support):** $20712031.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.673000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q59, C.4 - ISIN: US690353Q597, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11592555.00
- **C.18.a - Value (excl. sponsor support):** $11592555.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.673000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353S57, C.4 - ISIN: US690353S577, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11399345.75
- **C.18.a - Value (excl. sponsor support):** $11399345.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.673000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V46, C.4 - ISIN: US690353V464, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $8110924.31
- **C.18.a - Value (excl. sponsor support):** $8110924.31
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353WB9, C.4 - ISIN: US690353WB93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5128205.44
- **C.18.a - Value (excl. sponsor support):** $5128205.44
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2032-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XS1, C.4 - ISIN: US690353XS10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4472000.00
- **C.18.a - Value (excl. sponsor support):** $4472000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YB7, C.4 - ISIN: US690353YB75, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7586575.78
- **C.18.a - Value (excl. sponsor support):** $7586575.78
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YG6, C.4 - ISIN: US690353YG62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2980769.37
- **C.18.a - Value (excl. sponsor support):** $2980769.37
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2033-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.673000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z83, C.4 - ISIN: US690353Z838, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3477766.50
- **C.18.a - Value (excl. sponsor support):** $3477766.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZU4, C.4 - ISIN: US690353ZU48, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6410256.62
- **C.18.a - Value (excl. sponsor support):** $6410256.62
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZY6, C.4 - ISIN: US690353ZY69, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5086474.95
- **C.18.a - Value (excl. sponsor support):** $5086474.95
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: US BANK MMDA GLOBAL FUND SERVICES

- **C.1 - Title:** US BANK MMDA GLOBAL FUND SERVICES 2.560000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 8AMMF0A84, C.5 - Other ID: 8AMMF0A84
- **C.18 - Value (incl. sponsor support):** $40471860.39
- **C.18.a - Value (excl. sponsor support):** $40471860.39
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 2.5600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2049-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.658800%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $19588460.87
- **C.18.a - Value (excl. sponsor support):** $19588460.87
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2028-06-20
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1369231.10
- **C.18.a - Value (excl. sponsor support):** $1369231.10
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.658800%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBR1, C.4 - ISIN: US90376PBR10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $39543750.18
- **C.18.a - Value (excl. sponsor support):** $39543750.18
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2032-09-20
- **C.13 - Final Legal Maturity Date:** 2032-09-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.658800%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEP2, C.4 - ISIN: US90376PEP27, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3500000.00
- **C.18.a - Value (excl. sponsor support):** $3500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2024-12-30
- **C.12 - Maturity Date (WAL):** 2029-08-15
- **C.13 - Final Legal Maturity Date:** 2029-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEU1, C.4 - ISIN: US90376PEU12, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $12604875.00
- **C.18.a - Value (excl. sponsor support):** $12604875.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2037-11-20
- **C.13 - Final Legal Maturity Date:** 2037-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJE2, C.4 - ISIN: US90376PJE25, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6113487.27
- **C.18.a - Value (excl. sponsor support):** $6113487.27
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PJG7, C.4 - ISIN: US90376PJG72, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $10311322.92
- **C.18.a - Value (excl. sponsor support):** $10311322.92
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-21
- **C.12 - Maturity Date (WAL):** 2026-06-21
- **C.13 - Final Legal Maturity Date:** 2026-06-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PJH5, C.4 - ISIN: US90376PJH55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $9776421.83
- **C.18.a - Value (excl. sponsor support):** $9776421.83
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PJK8, C.4 - ISIN: US90376PJK84, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $12704821.46
- **C.18.a - Value (excl. sponsor support):** $12704821.46
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PJL6, C.4 - ISIN: US90376PJL67, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $15419982.78
- **C.18.a - Value (excl. sponsor support):** $15419982.78
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PJR3, C.4 - ISIN: US90376PJR38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $20282366.13
- **C.18.a - Value (excl. sponsor support):** $20282366.13
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PJT9, C.4 - ISIN: US90376PJT93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $33065370.58
- **C.18.a - Value (excl. sponsor support):** $33065370.58
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-08-16
- **C.13 - Final Legal Maturity Date:** 2026-08-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PJV4, C.4 - ISIN: US90376PJV40, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11031080.70
- **C.18.a - Value (excl. sponsor support):** $11031080.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PKB6, C.4 - ISIN: US90376PKB66, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4674466.62
- **C.18.a - Value (excl. sponsor support):** $4674466.62
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-01-17
- **C.12 - Maturity Date (WAL):** 2027-01-17
- **C.13 - Final Legal Maturity Date:** 2027-01-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PKC4, C.4 - ISIN: US90376PKC40, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $9244053.84
- **C.18.a - Value (excl. sponsor support):** $9244053.84
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2027-01-17
- **C.12 - Maturity Date (WAL):** 2027-01-17
- **C.13 - Final Legal Maturity Date:** 2027-01-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PKF7, C.4 - ISIN: US90376PKF70, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $15546929.30
- **C.18.a - Value (excl. sponsor support):** $15546929.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-01-24
- **C.12 - Maturity Date (WAL):** 2027-01-24
- **C.13 - Final Legal Maturity Date:** 2027-01-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124786354.59
- **C.18.a - Value (excl. sponsor support):** $124786354.59
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 156: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124434485.50
- **C.18.a - Value (excl. sponsor support):** $124434485.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 157: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124962290.95
- **C.18.a - Value (excl. sponsor support):** $124962290.95
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 158: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124348287.10
- **C.18.a - Value (excl. sponsor support):** $124348287.10
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 159: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99990007.12
- **C.18.a - Value (excl. sponsor support):** $99990007.12
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 160: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199275218.82
- **C.18.a - Value (excl. sponsor support):** $199275218.82
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 161: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124372422.45
- **C.18.a - Value (excl. sponsor support):** $124372422.45
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 162: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198857635.52
- **C.18.a - Value (excl. sponsor support):** $198857635.52
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 163: UNITED STATES TREASURY BILL- WHEN ISSUED

- **C.1 - Title:** UNITED STATES TREASURY BILL- WHEN ISSUED 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.4 - ISIN: US912797TU14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $133764934.10
- **C.18.a - Value (excl. sponsor support):** $133764934.10
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 164: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $133672536.79
- **C.18.a - Value (excl. sponsor support):** $133672536.79
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 165: UNITED STATES TREASURY BILL- WHEN ISSUED

- **C.1 - Title:** UNITED STATES TREASURY BILL- WHEN ISSUED 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123685754.83
- **C.18.a - Value (excl. sponsor support):** $123685754.83
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 166: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59744531.25
- **C.18.a - Value (excl. sponsor support):** $59744531.25
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 167: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49634765.63
- **C.18.a - Value (excl. sponsor support):** $49634765.63
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 168: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98164062.50
- **C.18.a - Value (excl. sponsor support):** $98164062.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 169: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZB9, C.4 - ISIN: US912828ZB95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $48830078.13
- **C.18.a - Value (excl. sponsor support):** $48830078.13
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 170: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 171: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99757812.50
- **C.18.a - Value (excl. sponsor support):** $99757812.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 172: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99519531.25
- **C.18.a - Value (excl. sponsor support):** $99519531.25
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 173: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49537109.38
- **C.18.a - Value (excl. sponsor support):** $49537109.38
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 174: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98285156.25
- **C.18.a - Value (excl. sponsor support):** $98285156.25
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 175: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 176: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124980468.75
- **C.18.a - Value (excl. sponsor support):** $124980468.75
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 177: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100132812.50
- **C.18.a - Value (excl. sponsor support):** $100132812.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 178: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHU8, C.4 - ISIN: US91282CHU80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $50156250.00
- **C.18.a - Value (excl. sponsor support):** $50156250.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 179: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100511718.75
- **C.18.a - Value (excl. sponsor support):** $100511718.75
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 180: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100601562.50
- **C.18.a - Value (excl. sponsor support):** $100601562.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 181: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CKA8
- **C.18 - Value (incl. sponsor support):** $50269531.25
- **C.18.a - Value (excl. sponsor support):** $50269531.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 182: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 183: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CKE0
- **C.18 - Value (incl. sponsor support):** $100746093.75
- **C.18.a - Value (excl. sponsor support):** $100746093.75
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 184: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100187500.00
- **C.18.a - Value (excl. sponsor support):** $100187500.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 185: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100273437.50
- **C.18.a - Value (excl. sponsor support):** $100273437.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 186: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100308593.75
- **C.18.a - Value (excl. sponsor support):** $100308593.75
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 187: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CLB5
- **C.18 - Value (incl. sponsor support):** $100289062.50
- **C.18.a - Value (excl. sponsor support):** $100289062.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 188: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200054687.50
- **C.18.a - Value (excl. sponsor support):** $200054687.50
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 189: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100308593.75
- **C.18.a - Value (excl. sponsor support):** $100308593.75
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 190: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100472656.25
- **C.18.a - Value (excl. sponsor support):** $100472656.25
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 191: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100566406.25
- **C.18.a - Value (excl. sponsor support):** $100566406.25
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 192: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100515625.00
- **C.18.a - Value (excl. sponsor support):** $100515625.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 193: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150867187.50
- **C.18.a - Value (excl. sponsor support):** $150867187.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 194: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.781877%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $300335063.43
- **C.18.a - Value (excl. sponsor support):** $300335063.43
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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

## N-MFP: Signatures

**Registrant:** RBC Funds Trust

**Date:** 2026-03-06

**By:** Kathy Hegna

**Name of Signing Officer:** Kathy Hegna

**Title of Signing Officer:** Treasurer & Chief Financial Officer