# EDGAR Filing Document

**Accession Number:** 0000918266
**File Stem:** 0001410368-25-033575
**Filing Date:** 2025-12
**Character Count:** 426252
**Document Hash:** 63ca4609aaa608298e7a1554d7fe9be6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-033575.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001410368-25-033575

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SCHWAB ANNUITY PORTFOLIOS
- **CENTRAL INDEX KEY:** 0000918266

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08314
- **FILM NUMBER:** 251552640

**BUSINESS ADDRESS:**
- **STREET 1:** 211 MAIN STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** 1-415-667-7000

**MAIL ADDRESS:**
- **STREET 1:** 211 MAIN STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

## Series and Classes Contracts Data

### Schwab Government Money Market Portfolio (Series ID: S000006545)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000017880 | Schwab Government Money Market Portfolio | SWPXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000918266

### General Information

**Report for (YYYY-MM-DD):** 2025-11-30

**Registrant Full Name:** Schwab Annuity Portfolios

**CIK Number of Registrant:** 0000918266

**LEI of Registrant:** 549300C4LESHT5MKCS58

**Name of Series:** Schwab Government Money Market Portfolio

**LEI of Series:** 549300DGYKCNXR4JJT75

**EDGAR Series Identifier:** S000006545

**Total number of share classes in the series:** 1

**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            | Charles Schwab Investment Management, Inc.                   | 801-35905         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Denver<br>State: CO           |  |
| Administrator                 | Charles Schwab Investment Management, Inc.                   |  |
| Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-74534

- **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:** 37 days

- **WAL:** 104 days

- **Total Value of Portfolio Securities:** $265364948.47

- **Amortized Cost of Portfolio Securities:** $265333432.22

- **Cash:** $0.88

- **Total Other Assets:** $626503.45

- **Total Liabilities:** $888043.25

- **Net Assets of Series:** $265071893.30

- **Number of Shares Outstanding (Series):** 265066754.2100

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $107065644.10             | $179211070.96              | 40.5900%                  | 67.9400%                   |
| 2025-11-04 | $116387192.45             | $179340340.63              | 43.9400%                  | 67.7000%                   |
| 2025-11-05 | $150207373.86             | $180134383.31              | 56.8200%                  | 68.1400%                   |
| 2025-11-06 | $126963301.34             | $180602835.61              | 48.4800%                  | 68.9600%                   |
| 2025-11-07 | $117083904.42             | $181541091.83              | 44.4800%                  | 68.9600%                   |
| 2025-11-10 | $126267844.49             | $181922953.70              | 47.8900%                  | 69.0000%                   |
| 2025-11-12 | $158838078.54             | $189473077.60              | 58.8500%                  | 70.2100%                   |
| 2025-11-13 | $134725152.51             | $187635998.73              | 50.6200%                  | 70.5000%                   |
| 2025-11-14 | $125014008.91             | $187943891.67              | 46.5400%                  | 69.9700%                   |
| 2025-11-17 | $120227365.75             | $188549948.13              | 44.7000%                  | 70.1000%                   |
| 2025-11-18 | $130202018.66             | $187523812.01              | 48.1900%                  | 69.4000%                   |
| 2025-11-19 | $154630408.60             | $186931731.63              | 57.2100%                  | 69.1600%                   |
| 2025-11-20 | $129525576.54             | $185430065.79              | 47.9200%                  | 68.6100%                   |
| 2025-11-21 | $118631381.64             | $184555126.88              | 44.0000%                  | 68.4500%                   |
| 2025-11-24 | $116188958.22             | $184617770.60              | 43.1600%                  | 68.5800%                   |
| 2025-11-25 | $159788604.55             | $182193626.34              | 59.9000%                  | 68.2900%                   |
| 2025-11-26 | $126906998.14             | $182711012.36              | 47.4800%                  | 68.3500%                   |
| 2025-11-28 | $122532198.19             | $181354058.10              | 46.0700%                  | 68.1800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.1700%             |
| 2025-11-04 | 4.1400%             |
| 2025-11-05 | 4.1100%             |
| 2025-11-06 | 4.0900%             |
| 2025-11-07 | 4.0300%             |
| 2025-11-10 | 4.0000%             |
| 2025-11-12 | 3.9900%             |
| 2025-11-13 | 4.0000%             |
| 2025-11-14 | 4.0100%             |
| 2025-11-17 | 4.0200%             |
| 2025-11-18 | 4.0200%             |
| 2025-11-19 | 4.0200%             |
| 2025-11-20 | 4.0100%             |
| 2025-11-21 | 3.9900%             |
| 2025-11-24 | 3.9900%             |
| 2025-11-25 | 3.9900%             |
| 2025-11-26 | 4.0100%             |
| 2025-11-28 | 4.0600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 1.0001                      |
|  |  |
| 2025-11-04 | 1.0002                      |
|  |  |
| 2025-11-05 | 1.0001                      |
|  |  |
| 2025-11-06 | 1.0002                      |
|  |  |
| 2025-11-07 | 1.0001                      |
|  |  |
| 2025-11-10 | 1.0001                      |
|  |  |
| 2025-11-12 | 1.0001                      |
|  |  |
| 2025-11-13 | 1.0001                      |
|  |  |
| 2025-11-14 | 1.0001                      |
|  |  |
| 2025-11-17 | 1.0001                      |
|  |  |
| 2025-11-18 | 1.0002                      |
|  |  |
| 2025-11-19 | 1.0001                      |
|  |  |
| 2025-11-20 | 1.0002                      |
|  |  |
| 2025-11-21 | 1.0002                      |
|  |  |
| 2025-11-24 | 1.0002                      |
|  |  |
| 2025-11-25 | 1.0002                      |
|  |  |
| 2025-11-26 | 1.0002                      |
|  |  |
| 2025-11-28 | 1.0001                      |
|  |  |

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

### Class: Single class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $265071893.30

- **Number of Shares Outstanding:** 265066754.2100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0001          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0001          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0001          |
|  |  |
| 2025-11-12 | 1.0001          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $1478649.96               | $504108.90              |
| 2025-11-04 | $14081.23                 | $219447.02              |
| 2025-11-05 | $211326.29                | $1227058.09             |
| 2025-11-06 | $425968.79                | $135236.71              |
| 2025-11-07 | $1390471.50               | $501026.79              |
| 2025-11-10 | $962092.10                | $226983.78              |
| 2025-11-12 | $5183226.61               | $273481.54              |
| 2025-11-13 | $285855.79                | $2754904.83             |
| 2025-11-14 | $112691.06                | $135048.67              |
| 2025-11-17 | $202897.28                | $342327.16              |
| 2025-11-18 | $1146188.86               | $103382.83              |
| 2025-11-19 | $1825.33                  | $124386.60              |
| 2025-11-20 | $1775037.28               | $1788534.80             |
| 2025-11-21 | $1348388.89               | $909703.84              |
| 2025-11-24 | $378220.03                | $236518.37              |
| 2025-11-25 | $67585.03                 | $1814309.11             |
| 2025-11-26 | $182876.19                | $5638.76                |
| 2025-11-28 | $259.75                   | $400938.08              |

**Total Gross Subscriptions (Month):** $15167641.97

**Total Gross Redemptions (Month):** $11703035.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9000%           |
| 2025-11-04 | 3.8700%           |
| 2025-11-05 | 3.8400%           |
| 2025-11-06 | 3.8200%           |
| 2025-11-07 | 3.7600%           |
| 2025-11-10 | 3.7300%           |
| 2025-11-12 | 3.7200%           |
| 2025-11-13 | 3.7300%           |
| 2025-11-14 | 3.7400%           |
| 2025-11-17 | 3.7500%           |
| 2025-11-18 | 3.7500%           |
| 2025-11-19 | 3.7500%           |
| 2025-11-20 | 3.7400%           |
| 2025-11-21 | 3.7200%           |
| 2025-11-24 | 3.7200%           |
| 2025-11-25 | 3.7200%           |
| 2025-11-26 | 3.7400%           |
| 2025-11-28 | 3.7900%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 38.2700%         | 0.0000%              |
| Insurance company |  | 20.3900%         | 0.0000%              |
| Insurance company |  | 33.9500%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FARR LIFE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 31164GAA9, C.4 - ISIN: US31164GAA94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $600000.00
- **C.18.a - Value (excl. sponsor support):** $600000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2072-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALCB8, C.4 - ISIN: US3130ALCB88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99255.58
- **C.18.a - Value (excl. sponsor support):** $99255.58
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALHH0, C.4 - ISIN: US3130ALHH04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198526.72
- **C.18.a - Value (excl. sponsor support):** $198526.72
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWGR5, C.4 - ISIN: US3130AWGR59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100326.00
- **C.18.a - Value (excl. sponsor support):** $100326.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B0ZP7, C.4 - ISIN: US3130B0ZP72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100305.60
- **C.18.a - Value (excl. sponsor support):** $100305.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100021.17
- **C.18.a - Value (excl. sponsor support):** $100021.17
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2Z65, C.4 - ISIN: US3130B2Z651, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300230.08
- **C.18.a - Value (excl. sponsor support):** $300230.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4BD2, C.4 - ISIN: US3130B4BD21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300021.38
- **C.18.a - Value (excl. sponsor support):** $300021.38
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5CZ9, C.4 - ISIN: US3130B5CZ98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500000.12
- **C.18.a - Value (excl. sponsor support):** $500000.12
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5G36, C.4 - ISIN: US3130B5G365, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400030.95
- **C.18.a - Value (excl. sponsor support):** $400030.95
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5G44, C.4 - ISIN: US3130B5G449, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400027.99
- **C.18.a - Value (excl. sponsor support):** $400027.99
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.115000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R26, C.4 - ISIN: US3130B5R263, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500035.61
- **C.18.a - Value (excl. sponsor support):** $500035.61
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RE0, C.4 - ISIN: US3130B5RE05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299968.11
- **C.18.a - Value (excl. sponsor support):** $299968.11
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $600040.82
- **C.18.a - Value (excl. sponsor support):** $600040.82
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SF6, C.4 - ISIN: US3130B5SF60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1500078.35
- **C.18.a - Value (excl. sponsor support):** $1500078.35
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TR9, C.4 - ISIN: US3130B5TR99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $799994.75
- **C.18.a - Value (excl. sponsor support):** $799994.75
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500212.29
- **C.18.a - Value (excl. sponsor support):** $500212.29
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XG8, C.4 - ISIN: US3130B5XG88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300104.61
- **C.18.a - Value (excl. sponsor support):** $300104.61
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z27, C.4 - ISIN: US3130B5Z274, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $900255.37
- **C.18.a - Value (excl. sponsor support):** $900255.37
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.085000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z50, C.4 - ISIN: US3130B5Z506, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300015.65
- **C.18.a - Value (excl. sponsor support):** $300015.65
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.150000%
- **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):** $900396.30
- **C.18.a - Value (excl. sponsor support):** $900396.30
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZT8, C.4 - ISIN: US3130B5ZT81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $700041.05
- **C.18.a - Value (excl. sponsor support):** $700041.05
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6FG6, C.4 - ISIN: US3130B6FG63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $800064.37
- **C.18.a - Value (excl. sponsor support):** $800064.37
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6T89, C.4 - ISIN: US3130B6T895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500054.31
- **C.18.a - Value (excl. sponsor support):** $500054.31
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WL6, C.4 - ISIN: US3130B6WL65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $800005.50
- **C.18.a - Value (excl. sponsor support):** $800005.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7F90, C.4 - ISIN: US3130B7F900, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $799999.02
- **C.18.a - Value (excl. sponsor support):** $799999.02
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.115000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FS8, C.4 - ISIN: US3130B7FS84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300122.09
- **C.18.a - Value (excl. sponsor support):** $300122.09
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.085000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GH1, C.4 - ISIN: US3130B7GH11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500008.59
- **C.18.a - Value (excl. sponsor support):** $500008.59
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GT5, C.4 - ISIN: US3130B7GT58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $599677.70
- **C.18.a - Value (excl. sponsor support):** $599677.70
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.085000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HM9, C.4 - ISIN: US3130B7HM96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $800018.72
- **C.18.a - Value (excl. sponsor support):** $800018.72
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HN7, C.4 - ISIN: US3130B7HN79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500004.76
- **C.18.a - Value (excl. sponsor support):** $500004.76
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7JF2, C.4 - ISIN: US3130B7JF28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $599996.12
- **C.18.a - Value (excl. sponsor support):** $599996.12
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.051000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NL4, C.4 - ISIN: US3130B7NL40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $699343.51
- **C.18.a - Value (excl. sponsor support):** $699343.51
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7Q64, C.4 - ISIN: US3130B7Q642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $798915.06
- **C.18.a - Value (excl. sponsor support):** $798915.06
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7Q72, C.4 - ISIN: US3130B7Q725, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500040.51
- **C.18.a - Value (excl. sponsor support):** $500040.51
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-15
- **C.13 - Final Legal Maturity Date:** 2027-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500065.56
- **C.18.a - Value (excl. sponsor support):** $500065.56
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: 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: 3130B7V76, C.4 - ISIN: US3130B7V766, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $798920.48
- **C.18.a - Value (excl. sponsor support):** $798920.48
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7W42, C.4 - ISIN: US3130B7W426, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100009.29
- **C.18.a - Value (excl. sponsor support):** $100009.29
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84U3, C.4 - ISIN: US3130B84U33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400045.11
- **C.18.a - Value (excl. sponsor support):** $400045.11
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-20
- **C.13 - Final Legal Maturity Date:** 2027-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B76, C.4 - ISIN: US3130B8B766, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400018.08
- **C.18.a - Value (excl. sponsor support):** $400018.08
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CS9, C.4 - ISIN: US3130B8CS94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $700017.86
- **C.18.a - Value (excl. sponsor support):** $700017.86
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8DH2, C.4 - ISIN: US3130B8DH21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500011.50
- **C.18.a - Value (excl. sponsor support):** $500011.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EC2, C.4 - ISIN: US3130B8EC25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $700015.37
- **C.18.a - Value (excl. sponsor support):** $700015.37
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8H62, C.4 - ISIN: US3130B8H623, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $699768.08
- **C.18.a - Value (excl. sponsor support):** $699768.08
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HX3, C.4 - ISIN: US3130B8HX35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399815.78
- **C.18.a - Value (excl. sponsor support):** $399815.78
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8J45, C.4 - ISIN: US3130B8J454, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $700064.32
- **C.18.a - Value (excl. sponsor support):** $700064.32
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NA6, C.4 - ISIN: US3130B8NA67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $700050.54
- **C.18.a - Value (excl. sponsor support):** $700050.54
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-26
- **C.13 - Final Legal Maturity Date:** 2027-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $439912.48
- **C.18.a - Value (excl. sponsor support):** $439912.48
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8Q39, C.4 - ISIN: US3130B8Q392, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $700049.85
- **C.18.a - Value (excl. sponsor support):** $700049.85
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QA9, C.4 - ISIN: US313313QA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9995.08
- **C.18.a - Value (excl. sponsor support):** $9995.08
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SD1, C.4 - ISIN: US313313SD12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99437.67
- **C.18.a - Value (excl. sponsor support):** $99437.67
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VU9, C.4 - ISIN: US313313VU99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $197120.14
- **C.18.a - Value (excl. sponsor support):** $197120.14
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YN2, C.4 - ISIN: US313313YN20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $97947.74
- **C.18.a - Value (excl. sponsor support):** $97947.74
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $97660.29
- **C.18.a - Value (excl. sponsor support):** $97660.29
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97473.67
- **C.18.a - Value (excl. sponsor support):** $97473.67
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QB5, C.4 - ISIN: US313385QB50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499705.00
- **C.18.a - Value (excl. sponsor support):** $499705.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RV0, C.4 - ISIN: US313385RV06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $895662.00
- **C.18.a - Value (excl. sponsor support):** $895662.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $796063.66
- **C.18.a - Value (excl. sponsor support):** $796063.66
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SJ6, C.4 - ISIN: US313385SJ68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $397549.83
- **C.18.a - Value (excl. sponsor support):** $397549.83
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SP2, C.4 - ISIN: US313385SP29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $695283.75
- **C.18.a - Value (excl. sponsor support):** $695283.75
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SR8, C.4 - ISIN: US313385SR84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $595835.00
- **C.18.a - Value (excl. sponsor support):** $595835.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ST4, C.4 - ISIN: US313385ST41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $694997.92
- **C.18.a - Value (excl. sponsor support):** $694997.92
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1091578.13
- **C.18.a - Value (excl. sponsor support):** $1091578.13
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SZ0, C.4 - ISIN: US313385SZ01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $396896.67
- **C.18.a - Value (excl. sponsor support):** $396896.67
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1090567.50
- **C.18.a - Value (excl. sponsor support):** $1090567.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TP1, C.4 - ISIN: US313385TP10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $792650.00
- **C.18.a - Value (excl. sponsor support):** $792650.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $594250.33
- **C.18.a - Value (excl. sponsor support):** $594250.33
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.4 - ISIN: US313385TU05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $396126.11
- **C.18.a - Value (excl. sponsor support):** $396126.11
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1732873.33
- **C.18.a - Value (excl. sponsor support):** $1732873.33
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TW6, C.4 - ISIN: US313385TW60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $891100.25
- **C.18.a - Value (excl. sponsor support):** $891100.25
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $792007.55
- **C.18.a - Value (excl. sponsor support):** $792007.55
- **C.19 - Percentage of Net Assets:** 0.3000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1779815.00
- **C.18.a - Value (excl. sponsor support):** $1779815.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $394984.33
- **C.18.a - Value (excl. sponsor support):** $394984.33
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $394723.61
- **C.18.a - Value (excl. sponsor support):** $394723.61
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $690695.83
- **C.18.a - Value (excl. sponsor support):** $690695.83
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1479156.26
- **C.18.a - Value (excl. sponsor support):** $1479156.26
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WE2, C.4 - ISIN: US313385WE26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $689215.63
- **C.18.a - Value (excl. sponsor support):** $689215.63
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397RS2, C.4 - ISIN: US313397RS23, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $796385.00
- **C.18.a - Value (excl. sponsor support):** $796385.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397RW3, C.4 - ISIN: US313397RW35, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $696555.71
- **C.18.a - Value (excl. sponsor support):** $696555.71
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EL6S8, C.4 - ISIN: US3133EL6S86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99147.57
- **C.18.a - Value (excl. sponsor support):** $99147.57
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EMPC0, C.4 - ISIN: US3133EMPC01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $397775.47
- **C.18.a - Value (excl. sponsor support):** $397775.47
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.975000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400091.58
- **C.18.a - Value (excl. sponsor support):** $400091.58
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100005.60
- **C.18.a - Value (excl. sponsor support):** $100005.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPNG6, C.4 - ISIN: US3133EPNG63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $401442.33
- **C.18.a - Value (excl. sponsor support):** $401442.33
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPPE9, C.4 - ISIN: US3133EPPE97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123432.40
- **C.18.a - Value (excl. sponsor support):** $123432.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQC2, C.4 - ISIN: US3133EPQC23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125605.83
- **C.18.a - Value (excl. sponsor support):** $125605.83
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400089.20
- **C.18.a - Value (excl. sponsor support):** $400089.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 5.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZY4, C.4 - ISIN: US3133EPZY42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123935.19
- **C.18.a - Value (excl. sponsor support):** $123935.19
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400155.19
- **C.18.a - Value (excl. sponsor support):** $400155.19
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.980000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4C2, C.4 - ISIN: US3133ER4C26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $300032.23
- **C.18.a - Value (excl. sponsor support):** $300032.23
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4E8, C.4 - ISIN: US3133ER4E81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $299937.21
- **C.18.a - Value (excl. sponsor support):** $299937.21
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.970000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4W8, C.4 - ISIN: US3133ER4W89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $599848.81
- **C.18.a - Value (excl. sponsor support):** $599848.81
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5B3, C.4 - ISIN: US3133ER5B34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400071.66
- **C.18.a - Value (excl. sponsor support):** $400071.66
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100007.88
- **C.18.a - Value (excl. sponsor support):** $100007.88
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.965000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6W6, C.4 - ISIN: US3133ER6W61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $749851.88
- **C.18.a - Value (excl. sponsor support):** $749851.88
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $300208.13
- **C.18.a - Value (excl. sponsor support):** $300208.13
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBY6, C.4 - ISIN: US3133ERBY63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400095.17
- **C.18.a - Value (excl. sponsor support):** $400095.17
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.975000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREA5, C.4 - ISIN: US3133EREA50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $600133.69
- **C.18.a - Value (excl. sponsor support):** $600133.69
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFS5, C.4 - ISIN: US3133ERFS59, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400044.39
- **C.18.a - Value (excl. sponsor support):** $400044.39
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.965000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGK1, C.4 - ISIN: US3133ERGK15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400070.86
- **C.18.a - Value (excl. sponsor support):** $400070.86
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $601145.22
- **C.18.a - Value (excl. sponsor support):** $601145.22
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKD2, C.4 - ISIN: US3133ERKD26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400126.96
- **C.18.a - Value (excl. sponsor support):** $400126.96
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100054.25
- **C.18.a - Value (excl. sponsor support):** $100054.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200020.07
- **C.18.a - Value (excl. sponsor support):** $200020.07
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000746.67
- **C.18.a - Value (excl. sponsor support):** $1000746.67
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.105000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ87, C.4 - ISIN: US3133ERQ870, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400016.62
- **C.18.a - Value (excl. sponsor support):** $400016.62
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500279.02
- **C.18.a - Value (excl. sponsor support):** $500279.02
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.190000%
- **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):** $100064.69
- **C.18.a - Value (excl. sponsor support):** $100064.69
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSF9, C.4 - ISIN: US3133ERSF91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100030.52
- **C.18.a - Value (excl. sponsor support):** $100030.52
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500151.58
- **C.18.a - Value (excl. sponsor support):** $500151.58
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUF6, C.4 - ISIN: US3133ERUF63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500019.39
- **C.18.a - Value (excl. sponsor support):** $500019.39
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200043.80
- **C.18.a - Value (excl. sponsor support):** $200043.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.115000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW98, C.4 - ISIN: US3133ERW985, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200039.07
- **C.18.a - Value (excl. sponsor support):** $200039.07
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXA4, C.4 - ISIN: US3133ERXA40, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $800053.55
- **C.18.a - Value (excl. sponsor support):** $800053.55
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.205000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZB0, C.4 - ISIN: US3133ERZB05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400170.92
- **C.18.a - Value (excl. sponsor support):** $400170.92
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBC0, C.4 - ISIN: US3133ETBC00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400027.02
- **C.18.a - Value (excl. sponsor support):** $400027.02
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.095000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBN6, C.4 - ISIN: US3133ETBN64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400034.13
- **C.18.a - Value (excl. sponsor support):** $400034.13
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $900056.37
- **C.18.a - Value (excl. sponsor support):** $900056.37
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETD20, C.4 - ISIN: US3133ETD205, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $800046.30
- **C.18.a - Value (excl. sponsor support):** $800046.30
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.175000%
- **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):** $200014.01
- **C.18.a - Value (excl. sponsor support):** $200014.01
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **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):** $800294.67
- **C.18.a - Value (excl. sponsor support):** $800294.67
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEL7, C.4 - ISIN: US3133ETEL71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2500489.95
- **C.18.a - Value (excl. sponsor support):** $2500489.95
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETG92, C.4 - ISIN: US3133ETG927, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200012.40
- **C.18.a - Value (excl. sponsor support):** $200012.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.940400%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETHD2, C.4 - ISIN: US3133ETHD29, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200026.46
- **C.18.a - Value (excl. sponsor support):** $200026.46
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-19
- **C.13 - Final Legal Maturity Date:** 2027-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.095000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLP0, C.4 - ISIN: US3133ETLP03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400009.19
- **C.18.a - Value (excl. sponsor support):** $400009.19
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN60, C.4 - ISIN: US3133ETN600, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100003.61
- **C.18.a - Value (excl. sponsor support):** $100003.61
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNY9, C.4 - ISIN: US3133ETNY91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $300004.57
- **C.18.a - Value (excl. sponsor support):** $300004.57
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.005000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPK7, C.4 - ISIN: US3133ETPK79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $300039.67
- **C.18.a - Value (excl. sponsor support):** $300039.67
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSK4, C.4 - ISIN: US3133ETSK43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $299999.21
- **C.18.a - Value (excl. sponsor support):** $299999.21
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.955000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSR9, C.4 - ISIN: US3133ETSR95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $800041.79
- **C.18.a - Value (excl. sponsor support):** $800041.79
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUK1, C.4 - ISIN: US3133ETUK15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200052.52
- **C.18.a - Value (excl. sponsor support):** $200052.52
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWY9, C.4 - ISIN: US3133ETWY90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1400098.24
- **C.18.a - Value (excl. sponsor support):** $1400098.24
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100019.08
- **C.18.a - Value (excl. sponsor support):** $100019.08
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY27, C.4 - ISIN: US3133ETY276, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400038.78
- **C.18.a - Value (excl. sponsor support):** $400038.78
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-24
- **C.13 - Final Legal Maturity Date:** 2027-05-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYK7, C.4 - ISIN: US3133ETYK78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500066.45
- **C.18.a - Value (excl. sponsor support):** $500066.45
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZD2, C.4 - ISIN: US3133ETZD27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500078.19
- **C.18.a - Value (excl. sponsor support):** $500078.19
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $600173.62
- **C.18.a - Value (excl. sponsor support):** $600173.62
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.190000%
- **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):** $200137.62
- **C.18.a - Value (excl. sponsor support):** $200137.62
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $500363.38
- **C.18.a - Value (excl. sponsor support):** $500363.38
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $200076.44
- **C.18.a - Value (excl. sponsor support):** $200076.44
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $300190.97
- **C.18.a - Value (excl. sponsor support):** $300190.97
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $200086.40
- **C.18.a - Value (excl. sponsor support):** $200086.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.315000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB2D2, C.4 - ISIN: US3134HB2D22, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $699419.25
- **C.18.a - Value (excl. sponsor support):** $699419.25
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB2E0, C.4 - ISIN: US3134HB2E05, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $499624.79
- **C.18.a - Value (excl. sponsor support):** $499624.79
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3N9, C.4 - ISIN: US3134HB3N94, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $698163.08
- **C.18.a - Value (excl. sponsor support):** $698163.08
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $300193.15
- **C.18.a - Value (excl. sponsor support):** $300193.15
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB4C2, C.4 - ISIN: US3134HB4C21, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $699314.34
- **C.18.a - Value (excl. sponsor support):** $699314.34
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB6V8, C.4 - ISIN: US3134HB6V83, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $698233.33
- **C.18.a - Value (excl. sponsor support):** $698233.33
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-12-16
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB6W6, C.4 - ISIN: US3134HB6W66, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $699981.25
- **C.18.a - Value (excl. sponsor support):** $699981.25
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $601298.69
- **C.18.a - Value (excl. sponsor support):** $601298.69
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBP54, C.4 - ISIN: US3134HBP547, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99982.32
- **C.18.a - Value (excl. sponsor support):** $99982.32
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $400007.88
- **C.18.a - Value (excl. sponsor support):** $400007.88
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $500067.77
- **C.18.a - Value (excl. sponsor support):** $500067.77
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBR52, C.4 - ISIN: US3134HBR527, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $799742.42
- **C.18.a - Value (excl. sponsor support):** $799742.42
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-10-19
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBR86, C.4 - ISIN: US3134HBR865, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1099087.44
- **C.18.a - Value (excl. sponsor support):** $1099087.44
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBS77, C.4 - ISIN: US3134HBS772, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $599677.69
- **C.18.a - Value (excl. sponsor support):** $599677.69
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $500890.45
- **C.18.a - Value (excl. sponsor support):** $500890.45
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU90, C.4 - ISIN: US3134HBU901, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $498802.62
- **C.18.a - Value (excl. sponsor support):** $498802.62
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBV24, C.4 - ISIN: US3134HBV248, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $799364.74
- **C.18.a - Value (excl. sponsor support):** $799364.74
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $200045.41
- **C.18.a - Value (excl. sponsor support):** $200045.41
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCAD1, C.4 - ISIN: US3134HCAD13, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $699330.32
- **C.18.a - Value (excl. sponsor support):** $699330.32
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCAE9, C.4 - ISIN: US3134HCAE95, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $698211.05
- **C.18.a - Value (excl. sponsor support):** $698211.05
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCAN9, C.4 - ISIN: US3134HCAN94, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $699760.34
- **C.18.a - Value (excl. sponsor support):** $699760.34
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589PZ0, C.4 - ISIN: US313589PZ08, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $799685.34
- **C.18.a - Value (excl. sponsor support):** $799685.34
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589SD6, C.4 - ISIN: US313589SD68, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $397750.67
- **C.18.a - Value (excl. sponsor support):** $397750.67
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589SL8, C.4 - ISIN: US313589SL84, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $695571.63
- **C.18.a - Value (excl. sponsor support):** $695571.63
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $400233.28
- **C.18.a - Value (excl. sponsor support):** $400233.28
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.170000%
- **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):** $200091.66
- **C.18.a - Value (excl. sponsor support):** $200091.66
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.185000%
- **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):** $800810.50
- **C.18.a - Value (excl. sponsor support):** $800810.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $500347.40
- **C.18.a - Value (excl. sponsor support):** $500347.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $400367.84
- **C.18.a - Value (excl. sponsor support):** $400367.84
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.190000%
- **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):** $100228.30
- **C.18.a - Value (excl. sponsor support):** $100228.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND, PREMIER CLASS

- **C.1 - Title:** State Street Institutional U.S. Government Money Market Fund 3.940000%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 7839989D1, C.3 - LEI: 549300BZ5TGIFZUZDZ37
- **C.18 - Value (incl. sponsor support):** $45600.00
- **C.18.a - Value (excl. sponsor support):** $45600.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: AVENTURA BORROWERS

- **C.1 - Title:** TAXABLE M/F HOUSING RB (AVENTURA SR LIVING) SERIES 2025A 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 78437YAA2, C.4 - ISIN: US78437YAA29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200000.00
- **C.18.a - Value (excl. sponsor support):** $200000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2065-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $899024.47
- **C.18.a - Value (excl. sponsor support):** $899024.47
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299356.19
- **C.18.a - Value (excl. sponsor support):** $299356.19
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286F2, C.4 - ISIN: US9128286F22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99678.37
- **C.18.a - Value (excl. sponsor support):** $99678.37
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 178: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497129.90
- **C.18.a - Value (excl. sponsor support):** $497129.90
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 179: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286X3, C.4 - ISIN: US9128286X38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198375.70
- **C.18.a - Value (excl. sponsor support):** $198375.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 180: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197872.23
- **C.18.a - Value (excl. sponsor support):** $197872.23
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.4 - ISIN: US912828P469, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398183.00
- **C.18.a - Value (excl. sponsor support):** $398183.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 182: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $99044.92
- **C.18.a - Value (excl. sponsor support):** $99044.92
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 183: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $98824.22
- **C.18.a - Value (excl. sponsor support):** $98824.22
- **C.19 - Percentage of Net Assets:** 0.0400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 184: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98318.36
- **C.18.a - Value (excl. sponsor support):** $98318.36
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 185: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 186: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1595518.08
- **C.18.a - Value (excl. sponsor support):** $1595518.08
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497042.36
- **C.18.a - Value (excl. sponsor support):** $497042.36
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $595088.62
- **C.18.a - Value (excl. sponsor support):** $595088.62
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 189: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $198038.02
- **C.18.a - Value (excl. sponsor support):** $198038.02
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 190: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $790074.37
- **C.18.a - Value (excl. sponsor support):** $790074.37
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 191: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $983730.48
- **C.18.a - Value (excl. sponsor support):** $983730.48
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $489980.47
- **C.18.a - Value (excl. sponsor support):** $489980.47
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 193: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1076345.71
- **C.18.a - Value (excl. sponsor support):** $1076345.71
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 194: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $195464.84
- **C.18.a - Value (excl. sponsor support):** $195464.84
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400006.88
- **C.18.a - Value (excl. sponsor support):** $400006.88
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGL9, C.4 - ISIN: US91282CGL90, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200084.59
- **C.18.a - Value (excl. sponsor support):** $200084.59
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 197: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $501254.72
- **C.18.a - Value (excl. sponsor support):** $501254.72
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $1499179.69
- **C.18.a - Value (excl. sponsor support):** $1499179.69
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 199: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200966.33
- **C.18.a - Value (excl. sponsor support):** $200966.33
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $201480.47
- **C.18.a - Value (excl. sponsor support):** $201480.47
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 201: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $300000.01
- **C.18.a - Value (excl. sponsor support):** $300000.01
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 202: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1700576.42
- **C.18.a - Value (excl. sponsor support):** $1700576.42
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.025400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1500121.54
- **C.18.a - Value (excl. sponsor support):** $1500121.54
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $600318.04
- **C.18.a - Value (excl. sponsor support):** $600318.04
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $901586.59
- **C.18.a - Value (excl. sponsor support):** $901586.59
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 206: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $901973.82
- **C.18.a - Value (excl. sponsor support):** $901973.82
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 207: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $1506743.20
- **C.18.a - Value (excl. sponsor support):** $1506743.20
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 208: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.930400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $500021.53
- **C.18.a - Value (excl. sponsor support):** $500021.53
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $603023.44
- **C.18.a - Value (excl. sponsor support):** $603023.44
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.962400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $500075.63
- **C.18.a - Value (excl. sponsor support):** $500075.63
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $602519.53
- **C.18.a - Value (excl. sponsor support):** $602519.53
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 212: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199730.46
- **C.18.a - Value (excl. sponsor support):** $199730.46
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.985400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $500152.55
- **C.18.a - Value (excl. sponsor support):** $500152.55
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $301792.97
- **C.18.a - Value (excl. sponsor support):** $301792.97
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 215: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.878400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $699424.67
- **C.18.a - Value (excl. sponsor support):** $699424.67
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.940400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1899609.23
- **C.18.a - Value (excl. sponsor support):** $1899609.23
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.939400%
- **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):** $1099752.21
- **C.18.a - Value (excl. sponsor support):** $1099752.21
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.970000%
- **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: ARP1CWTR8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CWTR8
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLDE8936 | 2055-09-01      | 5.5000%  | 0.0000% | $2050677.00        | $2080000.72        | Agency Mortgage-Backed Securities |

### Security 219: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 3.970000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CWWC7, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1CWWC7
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $979600.00         | $1018623.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $101.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $1200.00           | $1282.80           | U.S. Treasuries (including strips) |

### Security 220: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZMV9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1CZMV9
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $21600.00          | $21496.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $1005300.00        | $1020031.27        | U.S. Treasuries (including strips) |

### Security 221: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZPW4, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1CZPW4
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $7000.00           | $7196.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $1600.00           | $1637.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $5300.00           | $5320.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $2000.00           | $2073.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $120.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $4800.00           | $5440.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $800.00            | $792.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $200.00            | $204.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $12100.00          | $12687.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $958900.00         | $963358.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $2100.00           | $2059.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $300.00            | $361.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $34000.00          | $35096.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $25300.00          | $20697.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $104.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $541200.00         | $484798.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $300.00            | $295.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $500.00            | $534.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $103.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $245300.00         | $255129.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $223600.00         | $241822.34         | U.S. Treasuries (including strips) |

### Security 222: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZPX2, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1CZPX2
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $800.00            | $758.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $131.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $1568600.00        | $1018937.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $800.00            | $984.00            | U.S. Treasuries (including strips) |

### Security 223: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZQH6, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1CZQH6
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $100.00            | $117.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $500.00            | $500.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-30      | 0.0000%  | 0.0000% | $100.00            | $99.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $600.00            | $687.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $500.00            | $534.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $984400.00         | $1012956.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $500.00            | $673.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $600.00            | $618.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $400.00            | $546.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $3000.00           | $3084.25           | U.S. Treasuries (including strips) |

### Security 224: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZQW3, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1CZQW3
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $600.00            | $738.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $94.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $5180700.00        | $5103223.83        | U.S. Treasuries (including strips) |

### Security 225: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.040000%
- **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: ARP1CZSG6, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1CZSG6
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  | 0.0000% | $1617567.00        | $1040000.20        | Agency Mortgage-Backed Securities |

### Security 226: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.040000%
- **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: ARP1CZSJ0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CZSJ0
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CTMA5741 | 2045-06-01      | 5.5000%  | 0.0000% | $2234682.00        | $2080000.38        | Agency Mortgage-Backed Securities |

### Security 227: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.040000%
- **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: ARP1CZSK7, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CZSK7
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLDE7889 | 2055-09-01      | 5.5000%  | 0.0000% | $2080821.00        | $2080000.95        | Agency Mortgage-Backed Securities |

### Security 228: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.040000%
- **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: ARP1CZSM3, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1CZSM3
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  | 0.0000% | $1617567.00        | $1040000.20        | Agency Mortgage-Backed Securities |

### Security 229: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.030000%
- **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: ARP1CZTS9, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1CZTS9
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $400.00            | $404.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $101.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $742100.00         | $999991.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $15900.00          | $19565.01          | U.S. Treasuries (including strips) |

### Security 230: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZTW0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1CZTW0
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 7.5500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $374500.00         | $391622.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $18685700.00       | $19999937.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $500.00            | $514.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $200.00            | $194.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $7900.00           | $7680.00           | U.S. Treasuries (including strips) |

### Security 231: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZVH0, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1CZVH0
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $3737200.00        | $2040005.05        | U.S. Treasuries (including strips) |

### Security 232: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.040000%
- **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: ARP1CZVO5, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1CZVO5
- **C.18 - Value (incl. sponsor support):** $8000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000.00
- **C.19 - Percentage of Net Assets:** 3.0200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA4653 M | 2047-08-20      | 4.0000%  | 0.0000% | $625000.00         | $68170.08          | Agency Mortgage-Backed Securities         |
| GNII SF MA2304 M | 2044-10-20      | 4.0000%  | 0.0000% | $2098000.00        | $136940.36         | Agency Mortgage-Backed Securities         |
| GNII SF MA5138 M | 2048-04-20      | 4.5000%  | 0.0000% | $3392211.00        | $261745.75         | Agency Mortgage-Backed Securities         |
| GNII JM MA7043 M | 2050-12-20      | 2.5000%  | 0.0000% | $41000.00          | $15616.62          | Agency Mortgage-Backed Securities         |
| GNII SF DN8365 C | 2055-11-20      | 6.0000%  | 0.0000% | $1148452.00        | $1191234.13        | Agency Mortgage-Backed Securities         |
| GNII SF DO1804 C | 2055-11-20      | 5.5000%  | 0.0000% | $4385496.00        | $4478863.21        | Agency Mortgage-Backed Securities         |
| GNII ET DL8366 C | 2065-07-20      | 5.0000%  | 0.0000% | $217871.00         | $217466.01         | Agency Mortgage-Backed Securities         |
| GNII JM 004259 M | 2038-10-20      | 5.5000%  | 0.0000% | $21649999.00       | $27695.98          | Agency Mortgage-Backed Securities         |
| GNII ET DL3449 C | 2065-06-20      | 4.5000%  | 0.0000% | $277911.00         | $271456.93         | Agency Mortgage-Backed Securities         |
| GNII SF MA5078 M | 2048-03-20      | 4.0000%  | 0.0000% | $2205000.00        | $200466.20         | Agency Mortgage-Backed Securities         |
| GNRA 2023-124 GH | 2064-09-16      | 3.2500%  | 0.0000% | $1387776.00        | $1199514.43        | Agency Collateralized Mortgage Obligation |
| GNRM 2012-106 NB | 2042-09-20      | 2.0000%  | 0.0000% | $34000.00          | $14391.88          | Agency Collateralized Mortgage Obligation |
| GNRM 2021-031 KB | 2061-01-16      | 1.1500%  | 0.0000% | $210612.00         | $71376.09          | Agency Collateralized Mortgage Obligation |
| GNRM 2018-041 A  | 2058-09-16      | 2.4000%  | 0.0000% | $7189997.00        | $17712.77          | Agency Collateralized Mortgage Obligation |

### Security 233: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 4.100000%
- **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: ARP1D0NX0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0NX0
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLRQ0064 | 2055-11-01      | 5.5000%  | 0.0000% | $1017494.00        | $1028703.66        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8369 | 2053-10-01      | 6.5000%  | 0.0000% | $1661278.00        | $1031296.82        | Agency Mortgage-Backed Securities |

### Security 234: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.090000%
- **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: ARP1D0NY8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0NY8
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CLCA7349   | 2050-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1054.34           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7274   | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $514.02            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4341   | 2048-02-01      | 4.0000%  | 0.0000% | $4097.00           | $1239.69           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7019   | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $331.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7343   | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $533.47            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6337   | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.58           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7346   | 2050-10-01      | 2.0000%  | 0.0000% | $1055.00           | $601.15            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8017   | 2050-12-01      | 2.0000%  | 0.0000% | $2048.00           | $1177.20           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD5039   | 2047-02-01      | 3.5000%  | 0.0000% | $1024.00           | $151.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBK3751   | 2033-05-01      | 3.0000%  | 0.0000% | $2109.00           | $331.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8696   | 2054-06-01      | 6.0000%  | 0.0000% | $2048.00           | $1863.48           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9227   | 2051-02-01      | 2.5000%  | 0.0000% | $88681.00          | $52614.96          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7344   | 2050-10-01      | 2.0000%  | 0.0000% | $561561.00         | $306025.53         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBJ9181   | 2048-05-01      | 5.0000%  | 0.0000% | $1999.00           | $273.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD6341   | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $108.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0332   | 2059-01-01      | 3.0000%  | 0.0000% | $1001.00           | $356.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICB1486   | 2036-06-01      | 3.0000%  | 0.0000% | $1000.00           | $364.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8866   | 2048-09-01      | 4.5000%  | 0.0000% | $2017.00           | $403.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ5803   | 2048-03-01      | 4.0000%  | 0.0000% | $2000.00           | $393.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBK0935   | 2033-07-01      | 4.0000%  | 0.0000% | $2000.00           | $412.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0237   | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $109.56            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6984   | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $533.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9447   | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1766.28           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9012   | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $916.08            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7145   | 2053-09-01      | 6.5000%  | 0.0000% | $1016.00           | $823.25            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8357   | 2054-04-01      | 6.5000%  | 0.0000% | $1024.00           | $796.35            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8168   | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $766.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7472   | 2053-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1924.68           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7297   | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $491.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP923294   | 2037-04-01      | 6.0000%  | 0.0000% | $2000.00           | $15.76             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBM4129   | 2033-04-01      | 3.5000%  | 0.0000% | $2000.00           | $273.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6923   | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $829.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7604   | 2053-12-01      | 6.5000%  | 0.0000% | $3120.00           | $2200.13           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9074   | 2054-08-01      | 4.5000%  | 0.0000% | $2048.00           | $1926.59           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6481   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $931.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6915   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $861.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8303   | 2054-06-01      | 6.0000%  | 0.0000% | $1001.00           | $913.83            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 NP888880   | 2037-12-01      | 7.0000%  | 0.0000% | $1025.00           | $3.57              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8226   | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $690.21            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8030   | 2054-02-01      | 7.0000%  | 0.0000% | $1024.00           | $818.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP887038   | 2036-08-01      | 6.0000%  | 0.0000% | $5665.00           | $33.23             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0475   | 2053-12-01      | 6.0000%  | 0.0000% | $2048.00           | $1645.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1079   | 2048-01-01      | 3.5000%  | 0.0000% | $1024.00           | $125.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7059   | 2053-09-01      | 6.5000%  | 0.0000% | $2048.00           | $1707.04           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3640   | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $974.18            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9022   | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $897.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8714   | 2054-06-01      | 6.0000%  | 0.0000% | $2024.00           | $1945.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049   | 2053-09-01      | 5.5000%  | 0.0000% | $4080.00           | $3299.49           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9791   | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $986.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8497   | 2054-05-01      | 6.0000%  | 0.0000% | $3278.00           | $2943.63           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBK5178   | 2048-05-01      | 3.0000%  | 0.0000% | $2000.00           | $720.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2199   | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1922.01           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9424   | 2052-10-01      | 5.0000%  | 0.0000% | $2018.00           | $1476.28           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9911   | 2053-05-01      | 6.5000%  | 0.0000% | $3000.00           | $1445.67           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIBX8612   | 2038-03-01      | 4.5000%  | 0.0000% | $262306.00         | $127632.31         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0687   | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1347.93           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7338   | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1592.28           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX7290   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $863.07            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7350   | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1275.83           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX4106   | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $833.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX4137   | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $783.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7776   | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2134.37           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0475   | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3389.06           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5293   | 2052-12-01      | 5.5000%  | 0.0000% | $6001.00           | $4328.68           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6098   | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $804.78            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $100.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.40            | U.S. Treasuries (including strips) |
| 04.000 FGPC G08618 G   | 2044-12-01      | 4.0000%  | 0.0000% | $14514.00          | $1091.04           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $5446.00           | $71.71             | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $5125.00           | $100.37            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC L10154 G   | 2034-01-01      | 5.5000%  | 0.0000% | $10795.00          | $37.21             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8172   | 2037-07-01      | 4.0000%  | 0.0000% | $1000.00           | $573.06            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560   | 2053-02-01      | 4.0000%  | 0.0000% | $3100.00           | $2322.17           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL6685   | 2035-01-01      | 4.0000%  | 0.0000% | $1000.00           | $140.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ4616   | 2042-11-01      | 3.0000%  | 0.0000% | $3000.00           | $197.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6587   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5602   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $987.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD5740   | 2055-07-01      | 6.5000%  | 0.0000% | $91960.00          | $96646.75          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE1004   | 2055-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1953.51           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8300   | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $826.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4651   | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $97.38             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8053   | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $809.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1007   | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1024.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4136   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $837.60            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0386   | 2051-01-01      | 2.0000%  | 0.0000% | $2824.00           | $1758.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8137   | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $932.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5765   | 2045-09-01      | 3.5000%  | 0.0000% | $2560.00           | $159.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6281   | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $188.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6707   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $385.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9444   | 2053-03-01      | 6.0000%  | 0.0000% | $7000.00           | $4656.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7696   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $883.84            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL940644   | 2037-08-01      | 7.0000%  | 0.0000% | $4160.00           | $20.30             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP940659   | 2037-09-01      | 6.5000%  | 0.0000% | $2048.00           | $4.48              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL942511   | 2037-08-01      | 6.5000%  | 0.0000% | $2048.00           | $5.68              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP943997   | 2037-08-01      | 6.5000%  | 0.0000% | $1040.00           | $2.55              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890587   | 2042-05-01      | 4.5000%  | 0.0000% | $13942.00          | $1318.02           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4566   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $687.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP995509   | 2039-01-01      | 5.5000%  | 0.0000% | $2048.00           | $9.24              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA2407   | 2033-09-01      | 4.0000%  | 0.0000% | $7000.00           | $771.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL900928   | 2037-02-01      | 6.5000%  | 0.0000% | $8192.00           | $83.49             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4780   | 2055-07-01      | 6.0000%  | 0.0000% | $1007.00           | $1046.88           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0813   | 2047-11-01      | 3.5000%  | 0.0000% | $1070.00           | $203.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA3022   | 2034-01-01      | 3.5000%  | 0.0000% | $1000.00           | $209.25            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5527   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $815.60            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5653   | 2053-02-01      | 6.0000%  | 0.0000% | $3072.00           | $2612.93           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1530   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $154.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8188   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $772.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5576   | 2053-01-01      | 6.0000%  | 0.0000% | $1080.00           | $841.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9846   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $648.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5048   | 2055-08-01      | 6.5000%  | 0.0000% | $1001.00           | $1051.19           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7307   | 2053-09-01      | 6.0000%  | 0.0000% | $100000.00         | $76364.76          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL190445   | 2055-03-01      | 6.5000%  | 0.0000% | $1008.00           | $787.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1892   | 2048-06-01      | 4.0000%  | 0.0000% | $3360.00           | $333.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4423   | 2052-08-01      | 5.5000%  | 0.0000% | $1024.00           | $718.52            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1005   | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $289.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAR8635   | 2043-03-01      | 3.0000%  | 0.0000% | $1024.00           | $209.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6337   | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $228.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7892   | 2046-09-01      | 3.0000%  | 0.0000% | $2080.00           | $296.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ4916   | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $143.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0191   | 2057-06-01      | 4.0000%  | 0.0000% | $1000.00           | $278.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1689   | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3412.84           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5771   | 2045-09-01      | 3.5000%  | 0.0000% | $8090.00           | $786.72            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0560   | 2061-09-01      | 2.5000%  | 0.0000% | $1120.00           | $677.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAI2433   | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $88.69             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6549   | 2055-12-01      | 6.0000%  | 0.0000% | $1003.00           | $1035.75           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB2624   | 2054-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2853.66           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBD8428   | 2046-09-01      | 2.5000%  | 0.0000% | $1000.00           | $279.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4593   | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1810.23           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3456   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $891.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA3095   | 2046-01-01      | 3.5000%  | 0.0000% | $2016.00           | $343.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD1033   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $956.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKAZ1909   | 2045-06-01      | 3.0000%  | 0.0000% | $2000.00           | $102.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9602   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $816.60            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3475   | 2053-06-01      | 6.0000%  | 0.0000% | $2040.00           | $1653.53           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BM7774   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $819.91            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5935   | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $535.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN7664   | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $160.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0108   | 2056-06-01      | 4.5000%  | 0.0000% | $846999.00         | $198969.34         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ4492   | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $188.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE3851   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $772.40            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD5209   | 2052-01-01      | 2.5000%  | 0.0000% | $1030.00           | $683.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL759432   | 2034-02-01      | 5.5000%  | 0.0000% | $1016.00           | $5.53              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4620   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $849.52            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIQO4563   | 2040-12-01      | 4.0000%  | 0.0000% | $2004.00           | $1986.00           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8013   | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $126.92            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2171   | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $697.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZA0870   | 2033-01-01      | 5.5000%  | 0.0000% | $14670.00          | $53.72             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBR8552   | 2051-04-01      | 3.0000%  | 0.0000% | $1004.00           | $398.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2431   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $209.93            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6910   | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $526.41            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7273   | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $530.24            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3SZN0138   | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $130.56            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18587 G   | 2031-02-01      | 3.0000%  | 0.0000% | $888237.00         | $81935.66          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD2775   | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $996.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4655   | 2047-05-01      | 3.5000%  | 0.0000% | $2000.00           | $381.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4027   | 2048-05-01      | 3.5000%  | 0.0000% | $4072.00           | $1217.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRBM7715   | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $956.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CVBM6823   | 2032-05-01      | 3.5000%  | 0.0000% | $1000.00           | $391.72            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 GLBM7363   | 2050-11-01      | 2.5000%  | 0.0000% | $3048.00           | $2248.52           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8690   | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $334.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRBM4482   | 2043-01-01      | 4.0000%  | 0.0000% | $2000.00           | $468.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0181   | 2057-02-01      | 3.5000%  | 0.0000% | $3144.00           | $938.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9629   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $927.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8088   | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $797.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9418   | 2031-08-01      | 3.5000%  | 0.0000% | $2000.00           | $172.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAW3638   | 2029-06-01      | 3.5000%  | 0.0000% | $1000.00           | $55.64             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5105   | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $189.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT3070   | 2043-04-01      | 3.5000%  | 0.0000% | $2000.00           | $468.04            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5378   | 2045-11-01      | 5.0000%  | 0.0000% | $570317.00         | $576465.02         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7730   | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $225.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO2745   | 2039-11-01      | 5.0000%  | 0.0000% | $1000.00           | $767.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3813   | 2052-04-01      | 3.0000%  | 0.0000% | $1001.00           | $754.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1960   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $969.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP897064   | 2036-07-01      | 6.0000%  | 0.0000% | $2000.00           | $7.14              | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4547   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $665.99            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6478   | 2050-07-01      | 2.5000%  | 0.0000% | $1120.00           | $425.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV6358   | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $992.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV6878   | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $823.21            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6638   | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $410.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV5162   | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $804.66            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT0226   | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $644.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV0953   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $955.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBT0972   | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $703.05            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC5675   | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $886.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD9440   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $966.54            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6976   | 2050-09-01      | 2.0000%  | 0.0000% | $1789385.00        | $894332.07         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7200   | 2050-10-01      | 2.0000%  | 0.0000% | $7165.00           | $3648.90           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5332   | 2048-11-01      | 4.5000%  | 0.0000% | $2048.00           | $547.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB4637   | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $803.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4621   | 2046-03-01      | 3.5000%  | 0.0000% | $2000.00           | $449.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4683   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $765.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012   | 2048-03-01      | 3.5000%  | 0.0000% | $2016.00           | $588.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2775   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $652.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8001   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1469.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CKDC8611   | 2054-10-01      | 6.0000%  | 0.0000% | $1001.00           | $1007.87           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC8279   | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $981.86            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7032   | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $501.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6554   | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5991   | 2055-12-01      | 5.5000%  | 0.0000% | $1046.00           | $1069.19           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4037   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $735.60            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $66.23             | U.S. Treasuries (including strips) |
| FNMS 06.500 CLBU3981   | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $756.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9891   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $716.31            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9384   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $774.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6601   | 2053-04-01      | 5.5000%  | 0.0000% | $1001.00           | $846.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1479   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $739.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7739   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $519.36            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB5630   | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1034.94           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV7937   | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $745.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB8153   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $691.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7810   | 2054-01-01      | 6.5000%  | 0.0000% | $1095.00           | $649.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4634   | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $990.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3609   | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2185.29           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5314   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $801.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTBM5460   | 2035-01-01      | 3.5000%  | 0.0000% | $3000.00           | $594.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5135   | 2052-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1594.14           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5856   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $742.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3308   | 2047-04-01      | 3.0000%  | 0.0000% | $1024.00           | $720.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 ZK310191   | 2041-05-01      | 4.5000%  | 0.0000% | $1000.00           | $166.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3315   | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $774.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9184   | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $460.40            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9672   | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $821.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD4468   | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6361   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $635.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9185   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $683.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE1295   | 2055-06-01      | 5.0000%  | 0.0000% | $2000.00           | $2016.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1721   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1321.70           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7272   | 2050-10-01      | 2.0000%  | 0.0000% | $1536.00           | $785.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9435   | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1712.75           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2054   | 2055-06-01      | 5.5000%  | 0.0000% | $1040.00           | $1058.54           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5429   | 2049-01-01      | 4.5000%  | 0.0000% | $4096.00           | $781.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5799   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.49           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7676   | 2054-07-01      | 6.0000%  | 0.0000% | $2136.00           | $1741.40           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6468   | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $897.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6657   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $682.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3262   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $917.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4977   | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $146.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1675   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $747.90            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1846   | 2052-10-01      | 4.5000%  | 0.0000% | $4000.00           | $3071.23           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3UZN0013   | 2031-06-01      | 3.0000%  | 0.0000% | $1000.00           | $119.14            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $65.09             | U.S. Treasuries (including strips) |
| FNMS 02.500 CICA7253   | 2035-10-01      | 2.5000%  | 0.0000% | $7000.00           | $2993.21           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7450   | 2050-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1117.88           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8012   | 2050-12-01      | 2.0000%  | 0.0000% | $1001.00           | $546.39            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCA8222   | 2050-12-01      | 1.5000%  | 0.0000% | $5000.00           | $2707.22           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC8821   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $915.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6431   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $526.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2853   | 2052-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1316.27           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0186   | 2057-02-01      | 4.5000%  | 0.0000% | $2000.00           | $566.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4956   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $737.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5150   | 2052-10-01      | 6.0000%  | 0.0000% | $5109.00           | $2820.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6475   | 2053-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2650.94           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6262   | 2053-05-01      | 6.0000%  | 0.0000% | $2129.00           | $1642.67           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0110   | 2056-03-01      | 4.0000%  | 0.0000% | $6496.00           | $2465.12           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904   | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1705.78           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0697   | 2062-12-01      | 2.5000%  | 0.0000% | $1120.00           | $774.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4840   | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1526.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4665   | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $997.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1919   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $884.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0184   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $699.97            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4435   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7943   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1513.59           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7944   | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $865.33            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7120   | 2053-09-01      | 6.0000%  | 0.0000% | $1001.00           | $807.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6323   | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2551.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6547   | 2053-06-01      | 6.5000%  | 0.0000% | $1036.00           | $748.30            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8722   | 2054-06-01      | 6.5000%  | 0.0000% | $1014.00           | $862.65            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6732   | 2053-06-01      | 5.0000%  | 0.0000% | $2080.00           | $1864.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8362   | 2054-04-01      | 6.5000%  | 0.0000% | $1440.00           | $1200.18           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6612   | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $861.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5766   | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $888.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6913   | 2053-08-01      | 5.5000%  | 0.0000% | $2240.00           | $1825.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6083   | 2053-04-01      | 5.5000%  | 0.0000% | $2079.00           | $1871.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6255   | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $827.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9778   | 2055-01-01      | 5.0000%  | 0.0000% | $4096.00           | $3917.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6696   | 2053-07-01      | 5.5000%  | 0.0000% | $2040.00           | $1620.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6886   | 2053-08-01      | 6.5000%  | 0.0000% | $2048.00           | $1626.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8541   | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $923.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6257   | 2053-05-01      | 5.5000%  | 0.0000% | $3072.00           | $2542.18           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4846   | 2052-09-01      | 5.5000%  | 0.0000% | $1002.00           | $860.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8383   | 2054-04-01      | 5.5000%  | 0.0000% | $2091.00           | $1911.74           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7110   | 2053-09-01      | 5.5000%  | 0.0000% | $5120.00           | $4454.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6187   | 2053-05-01      | 5.5000%  | 0.0000% | $4305.00           | $3548.73           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8340   | 2054-04-01      | 6.0000%  | 0.0000% | $2048.00           | $1780.90           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5304   | 2052-12-01      | 6.0000%  | 0.0000% | $2048.00           | $1496.24           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9527   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $379.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1012   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $979.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO2836   | 2039-12-01      | 5.5000%  | 0.0000% | $1000.00           | $914.49            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD1115   | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $635.80            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9418   | 2053-07-01      | 5.0000%  | 0.0000% | $1024.00           | $842.08            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2148   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $738.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX5100   | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $559.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6445   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $600.88            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4076   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $877.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8076   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1920.34           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3845   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $649.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6979   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $978.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV9899   | 2052-05-01      | 4.0000%  | 0.0000% | $3019.00           | $1837.82           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7928   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $738.28            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI3651   | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1542.14           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5245   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $606.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6362   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $820.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7347   | 2053-09-01      | 6.5000%  | 0.0000% | $2001.00           | $1595.54           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3547   | 2055-08-01      | 5.5000%  | 0.0000% | $1001.00           | $1024.50           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050   | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $232.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR4393   | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $572.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1842   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.95           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI9651   | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1839.09           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9360   | 2055-06-01      | 6.0000%  | 0.0000% | $1001.00           | $1039.66           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6769   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.88           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR5877   | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $230.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL7139   | 2030-07-01      | 3.0000%  | 0.0000% | $1000.00           | $99.23             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8515   | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2100.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL190350   | 2034-03-01      | 5.5000%  | 0.0000% | $3084.00           | $21.47             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB0948   | 2054-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1841.57           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC6428   | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $816.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1591   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $757.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO7141   | 2042-07-01      | 3.5000%  | 0.0000% | $1280.00           | $120.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1009   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.46           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3SZN0134   | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $95.59             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8255   | 2052-10-01      | 3.5000%  | 0.0000% | $122949.00         | $95126.44          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8094   | 2050-09-01      | 4.0000%  | 0.0000% | $1000.00           | $194.23            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT0000   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $375.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL995378   | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $9.69              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP995218   | 2038-10-01      | 6.5000%  | 0.0000% | $1991.00           | $0.58              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CZ994095   | 2048-11-01      | 5.5000%  | 0.0000% | $54897668.00       | $341751.14         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9064   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $833.94            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI7565   | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $893.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL6945   | 2045-05-01      | 3.5000%  | 0.0000% | $1000.00           | $178.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT3038   | 2043-04-01      | 3.0000%  | 0.0000% | $1008.00           | $185.77            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS9560   | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $223.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX7560   | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $105.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8946   | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $204.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAV1884   | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $219.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1048   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $867.45            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDE8608   | 2055-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1071.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8607   | 2055-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1985.20           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8782   | 2047-02-01      | 3.5000%  | 0.0000% | $1024.00           | $232.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7385   | 2046-06-01      | 3.5000%  | 0.0000% | $1677.00           | $475.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAQ6286   | 2042-12-01      | 4.0000%  | 0.0000% | $3072.00           | $440.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR8575   | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $180.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH7398   | 2047-08-01      | 3.5000%  | 0.0000% | $5846.00           | $854.00            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ5332   | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $456.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0154   | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $166.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK2042   | 2048-05-01      | 4.5000%  | 0.0000% | $2048.00           | $407.81            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI6398   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $898.12            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1469   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $996.08            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $2429.00           | $86.68             | Agency Mortgage-Backed Securities  |
| 06.500 FGPC P50049 G   | 2029-08-01      | 6.5000%  | 0.0000% | $2854.00           | $1.95              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6849   | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $894.57            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7053   | 2053-09-01      | 6.0000%  | 0.0000% | $1056.00           | $856.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5487   | 2053-01-01      | 6.0000%  | 0.0000% | $1148.00           | $963.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5138   | 2052-11-01      | 5.5000%  | 0.0000% | $2171.00           | $1707.96           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6008   | 2053-04-01      | 4.5000%  | 0.0000% | $1024.00           | $879.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5984   | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $892.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9838   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $778.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4222   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $813.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8394   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $877.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3620   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.58           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5134   | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $383.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000   | 2047-05-01      | 3.5000%  | 0.0000% | $3503.00           | $481.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8639   | 2054-06-01      | 5.5000%  | 0.0000% | $2048.00           | $1952.11           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7778   | 2054-01-01      | 5.5000%  | 0.0000% | $1040.00           | $840.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5262   | 2048-05-01      | 4.5000%  | 0.0000% | $9482.00           | $2089.98           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8540   | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $910.36            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4284   | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $376.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM1100   | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $208.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8419   | 2046-12-01      | 3.0000%  | 0.0000% | $4122.00           | $1249.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484   | 2054-05-01      | 5.5000%  | 0.0000% | $3072.00           | $2866.21           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1715   | 2043-11-01      | 4.0000%  | 0.0000% | $1068890.00        | $208382.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL890125   | 2039-04-01      | 5.5000%  | 0.0000% | $4027.00           | $64.91             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1148   | 2042-08-01      | 3.5000%  | 0.0000% | $4843.00           | $537.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6610   | 2050-08-01      | 3.0000%  | 0.0000% | $2000.00           | $790.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9797   | 2047-06-01      | 3.5000%  | 0.0000% | $1518.00           | $322.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8841   | 2048-08-01      | 4.5000%  | 0.0000% | $3079.00           | $573.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK1971   | 2048-03-01      | 4.5000%  | 0.0000% | $2048.00           | $453.64            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBK7642   | 2033-09-01      | 4.0000%  | 0.0000% | $2001.00           | $478.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTBK0531   | 2040-01-01      | 3.0000%  | 0.0000% | $2000.00           | $833.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK2018   | 2048-04-01      | 4.5000%  | 0.0000% | $2016.00           | $369.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2837   | 2052-11-01      | 5.5000%  | 0.0000% | $6000.00           | $2981.62           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7272   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $650.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBJ9502   | 2048-02-01      | 3.0000%  | 0.0000% | $2000.00           | $382.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX7308   | 2053-06-01      | 6.0000%  | 0.0000% | $280209.00         | $191617.82         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA4721   | 2034-11-01      | 3.5000%  | 0.0000% | $1000.00           | $217.25            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE6732   | 2055-08-01      | 5.0000%  | 0.0000% | $2000.00           | $2005.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5647   | 2053-02-01      | 5.5000%  | 0.0000% | $2048.00           | $1731.80           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2634   | 2048-11-01      | 4.5000%  | 0.0000% | $4615.00           | $1073.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4786   | 2052-10-01      | 5.0000%  | 0.0000% | $2048.00           | $1651.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7050   | 2053-09-01      | 5.5000%  | 0.0000% | $1004.00           | $822.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB6504   | 2053-06-01      | 4.0000%  | 0.0000% | $6000.00           | $4924.90           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5602   | 2053-02-01      | 6.0000%  | 0.0000% | $1040.00           | $771.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF0899   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.76           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6549   | 2053-06-01      | 6.5000%  | 0.0000% | $2048.00           | $1592.88           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0316   | 2047-09-01      | 3.5000%  | 0.0000% | $2080.00           | $229.77            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6331   | 2053-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2566.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7101   | 2053-09-01      | 5.5000%  | 0.0000% | $3360.00           | $2759.69           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6645   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $455.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6628   | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $879.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8512   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $747.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6697   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $795.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5693   | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1511.07           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2167   | 2048-08-01      | 4.5000%  | 0.0000% | $1024.00           | $311.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7115   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $501.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6810   | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $498.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1182   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $232.23            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3337   | 2049-03-01      | 4.0000%  | 0.0000% | $2000.00           | $1346.51           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA5513   | 2050-04-01      | 4.0000%  | 0.0000% | $1024.00           | $343.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5911   | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $115.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7518   | 2053-11-01      | 6.5000%  | 0.0000% | $1033.00           | $836.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8835   | 2054-07-01      | 5.5000%  | 0.0000% | $1031.00           | $938.05            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC O20139 G   | 2031-09-01      | 5.5000%  | 0.0000% | $224313.00         | $657.08            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK3848   | 2027-01-01      | 3.0000%  | 0.0000% | $1263.00           | $9.46              | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $23818.00          | $996.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTZA2074   | 2028-06-01      | 5.5000%  | 0.0000% | $8403.00           | $45.16             | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G01840 G   | 2035-07-01      | 5.0000%  | 0.0000% | $8783.00           | $79.04             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CTZS9115   | 2028-05-01      | 6.0000%  | 0.0000% | $1000.00           | $29.60             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4656   | 2047-02-01      | 3.5000%  | 0.0000% | $2005.00           | $317.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1346   | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1441.95           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK4810   | 2048-09-01      | 4.0000%  | 0.0000% | $1271.00           | $207.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4747   | 2048-10-01      | 4.5000%  | 0.0000% | $4048.00           | $708.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM5179   | 2047-07-01      | 3.0000%  | 0.0000% | $1004.00           | $237.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5440   | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1572.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3713   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $436.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4869   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $765.88            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDC2619   | 2055-04-01      | 7.5000%  | 0.0000% | $3000.00           | $3196.69           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5981   | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0732   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.45           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2000   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $923.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAW8154   | 2042-01-01      | 3.5000%  | 0.0000% | $1001.00           | $152.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7887   | 2041-09-01      | 3.0000%  | 0.0000% | $1000.00           | $139.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ0851   | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $194.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1538   | 2047-07-01      | 4.0000%  | 0.0000% | $2000.00           | $467.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN9557   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $342.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2138   | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1594.77           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U6BM7360   | 2057-02-01      | 3.0000%  | 0.0000% | $1021.00           | $807.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5437   | 2044-05-01      | 4.0000%  | 0.0000% | $1999.00           | $478.69            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3871   | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $128.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY8306   | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $882.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4839   | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $408.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3808   | 2053-08-01      | 5.5000%  | 0.0000% | $1001.00           | $712.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 REBM6499   | 2048-10-01      | 3.0000%  | 0.0000% | $2000.00           | $474.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN5340   | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $268.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3332   | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $194.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $1024.00           | $368.91            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5291   | 2048-06-01      | 4.5000%  | 0.0000% | $2000.00           | $416.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4052   | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $271.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2925   | 2053-06-01      | 6.5000%  | 0.0000% | $3000.00           | $2742.96           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9618   | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $224.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP954858   | 2037-10-01      | 6.5000%  | 0.0000% | $9374.00           | $43.66             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ3793   | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $250.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA5972   | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $912.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL781592   | 2034-10-01      | 6.0000%  | 0.0000% | $2016.00           | $89.25             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA7087   | 2050-09-01      | 4.5000%  | 0.0000% | $1000.00           | $459.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6821   | 2053-08-01      | 5.5000%  | 0.0000% | $3048.00           | $2529.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1081   | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2057.22           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4456   | 2055-11-01      | 5.5000%  | 0.0000% | $1003.00           | $1022.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF3790   | 2055-11-01      | 6.0000%  | 0.0000% | $1017.00           | $1070.73           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB9257   | 2039-09-01      | 4.5000%  | 0.0000% | $1000.00           | $803.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3573   | 2055-11-01      | 6.5000%  | 0.0000% | $1001.00           | $1056.55           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6901   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $529.15            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC N70075 G   | 2035-01-01      | 5.0000%  | 0.0000% | $28795.00          | $538.17            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL535533   | 2030-10-01      | 8.0000%  | 0.0000% | $2985.00           | $1.27              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR6280   | 2043-03-01      | 3.5000%  | 0.0000% | $2015.00           | $191.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR1463   | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $179.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDD3349   | 2040-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1602.97           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5551   | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $916.25            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7620   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL889711   | 2038-07-01      | 6.5000%  | 0.0000% | $2000.00           | $15.79             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL979900   | 2038-05-01      | 6.0000%  | 0.0000% | $39407295.00       | $389745.98         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $76.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $68.12             | U.S. Treasuries (including strips) |
| FNMS 05.500 CLFS9785   | 2054-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1969.74           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY7124   | 2055-07-01      | 7.0000%  | 0.0000% | $6000.00           | $5643.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4686   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $732.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4627   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1382.97           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6469   | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $719.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7103   | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $875.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8828   | 2052-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2009.99           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBW1449   | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $785.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5293   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $721.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3253   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $680.00            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY7245   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $670.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4088   | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1394.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2380   | 2055-06-01      | 5.5000%  | 0.0000% | $2996.00           | $3070.46           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5429   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $681.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6746   | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $926.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4619   | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $798.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6206   | 2052-08-01      | 5.0000%  | 0.0000% | $1014.00           | $852.23            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9241   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $939.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3511   | 2052-05-01      | 4.0000%  | 0.0000% | $1225.00           | $898.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD2732   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $815.91            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4709   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $892.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6917   | 2053-08-01      | 5.5000%  | 0.0000% | $2721.00           | $2689.72           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4042   | 2052-07-01      | 5.5000%  | 0.0000% | $1024.00           | $811.58            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9762   | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1519.15           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2300   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0775   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.31           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5382   | 2052-04-01      | 3.0000%  | 0.0000% | $4070.00           | $2793.79           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY1087   | 2053-04-01      | 6.0000%  | 0.0000% | $5018.00           | $3781.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9756   | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2063.82           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9357   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $823.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0117   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $800.29            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8374   | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $676.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8842   | 2054-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1877.24           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6381   | 2051-11-01      | 3.5000%  | 0.0000% | $5291.00           | $4085.96           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8840   | 2043-04-01      | 3.5000%  | 0.0000% | $1001.00           | $55.83             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3484   | 2051-06-01      | 2.5000%  | 0.0000% | $1003.00           | $570.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8474   | 2054-04-01      | 4.5000%  | 0.0000% | $1001.00           | $792.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7866   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $797.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7054   | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $838.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7643   | 2053-12-01      | 6.0000%  | 0.0000% | $2008.00           | $1645.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7503   | 2053-11-01      | 6.0000%  | 0.0000% | $2048.00           | $1762.72           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3911   | 2052-11-01      | 5.5000%  | 0.0000% | $1060.00           | $684.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7496   | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $838.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6700   | 2053-07-01      | 6.0000%  | 0.0000% | $3072.00           | $2451.36           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7109   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $853.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7342   | 2053-10-01      | 6.0000%  | 0.0000% | $2048.00           | $1722.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NQ889153   | 2037-12-01      | 5.5000%  | 0.0000% | $1999.00           | $10.57             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL940768   | 2037-06-01      | 6.0000%  | 0.0000% | $7168.00           | $37.23             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0954   | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1024.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1246   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $710.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8760   | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.71           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9283   | 2055-09-01      | 6.5000%  | 0.0000% | $2001.00           | $2124.90           | Agency Mortgage-Backed Securities  |

### Security 235: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0NZ5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0NZ5
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $1962400.00        | $1453725.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $2654500.00        | $1586096.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $15000.00          | $14558.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $5600.00           | $5629.92           | U.S. Treasuries (including strips) |

### Security 236: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0O92, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0O92
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $4292600.00        | $4080066.38        | U.S. Treasuries (including strips) |

### Security 237: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0OG6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0OG6
- **C.18 - Value (incl. sponsor support):** $14000000.00
- **C.18.a - Value (excl. sponsor support):** $14000000.00
- **C.19 - Percentage of Net Assets:** 5.2800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $12641100.00       | $14280086.87       | U.S. Treasuries (including strips) |

### Security 238: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0OL5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0OL5
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $4633400.00        | $5100037.64        | U.S. Treasuries (including strips) |

### Security 239: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0QB5, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1D0QB5
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $1743300.00        | $1020370.69        | U.S. Treasuries (including strips) |

### Security 240: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0QK5, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1D0QK5
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $37000.00          | $37437.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $581000.00         | $598152.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $401300.00         | $380959.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $3500.00           | $3461.13           | U.S. Treasuries (including strips) |

### Security 241: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0QN9, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1D0QN9
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $4117000.00        | $4080000.52        | U.S. Treasuries (including strips) |

### Security 242: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0QQ2, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1D0QQ2
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $32000.00          | $34015.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $300.00            | $494.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $102.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $1000.00           | $1145.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $500.00            | $540.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $30900.00          | $33032.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $21300.00          | $21818.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $800.00            | $1064.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $867800.00         | $854081.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $600.00            | $737.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $12800.00          | $13247.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $25500.00          | $26793.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $8300.00           | $8589.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $400.00            | $403.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $5000.00           | $5501.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $900.00            | $1168.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $4800.00           | $5089.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $200.00            | $198.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $900.00            | $953.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $8300.00           | $9407.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.9854%  | 0.0000% | $300.00            | $301.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $300.00            | $304.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $900.00            | $1016.89           | U.S. Treasuries (including strips) |

### Security 243: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.090000%
- **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: ARP1D0QU3, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1D0QU3
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2055-12-25      | 5.2000%  | 0.0000% | $1017509.00        | $1030001.30        | Agency Collateralized Mortgage Obligation |

### Security 244: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0QW9, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1D0QW9
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $993000.00         | $1020411.02        | U.S. Treasuries (including strips) |

### Security 245: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.110000%
- **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: ARP1D0QZ2, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1D0QZ2
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CLMA4208   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $537.53            | Agency Mortgage-Backed Securities  |
| GNII SF CU6166 C       | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1050.27           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM5915   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $220.71            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX X2BM6011   | 2026-11-01      | 3.3426%  | 0.0000% | $6676.00           | $1132.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0277   | 2055-04-01      | 6.5000%  | 0.0000% | $262539.00         | $268245.02         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2688   | 2054-10-01      | 6.5000%  | 0.0000% | $1332.00           | $1186.83           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4981   | 2054-02-01      | 7.0000%  | 0.0000% | $1001.00           | $816.74            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS3538   | 2031-10-01      | 1.7900%  | 0.0000% | $3337.00           | $2924.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7511   | 2053-11-01      | 6.5000%  | 0.0000% | $961573.00         | $701503.40         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5663   | 2030-11-01      | 3.8100%  | 0.0000% | $1000.00           | $996.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0528   | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1986.04           | Agency Mortgage-Backed Securities  |
| GNII ET DJ2083 C       | 2065-04-20      | 6.5000%  | 0.0000% | $1000.00           | $869.70            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB0099   | 2050-06-01      | 2.5000%  | 0.0000% | $1141.00           | $526.13            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB1310   | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $482.35            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6546   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $753.77            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2328   | 2055-06-01      | 6.0000%  | 0.0000% | $17664.00          | $17499.61          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1563   | 2055-04-01      | 5.5000%  | 0.0000% | $1033.00           | $1020.72           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $1531.00           | $1176.92           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-10-31      | 3.9854%  | 0.0000% | $14400.00          | $14448.40          | U.S. Treasuries (including strips) |
| FNMS 02.000 CLCB0581   | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $597.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7699   | 2048-11-01      | 3.0000%  | 0.0000% | $1094.00           | $516.20            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $300.00            | $295.59            | U.S. Treasuries (including strips) |
| GNII SF CB3228 C       | 2051-02-20      | 3.5000%  | 0.0000% | $1001.00           | $524.05            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5972   | 2053-10-01      | 6.5000%  | 0.0000% | $2190.00           | $1642.02           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4257   | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $492.16            | Agency Mortgage-Backed Securities  |
| GNII ET DJ1526 C       | 2065-04-20      | 6.5000%  | 0.0000% | $1000.00           | $848.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5177   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $951.42            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS6959   | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $791.52            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104   | 2050-11-01      | 1.5000%  | 0.0000% | $1080.00           | $593.32            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2620   | 2051-02-01      | 2.0000%  | 0.0000% | $1593.00           | $978.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6692   | 2055-08-01      | 5.5000%  | 0.0000% | $2131.00           | $2171.62           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4775   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $997.97            | Agency Mortgage-Backed Securities  |
| GNII SF DG7415 C       | 2055-01-20      | 7.5000%  | 0.0000% | $1008.00           | $1076.65           | Agency Mortgage-Backed Securities  |

### Security 246: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0R57, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1D0R57
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $300.00            | $297.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $1000.00           | $1023.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $1000.00           | $1015.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $200.00            | $200.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $400.00            | $390.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $1600.00           | $1622.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $126100.00         | $110890.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $529400.00         | $534792.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $300.00            | $300.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $3000.00           | $3110.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $95.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $2000.00           | $2127.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $1000.00           | $1347.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $400.00            | $398.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $100.00            | $122.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $342000.00         | $351604.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $1900.00           | $1946.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $1000.00           | $1036.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $800.00            | $827.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $1300.00           | $1304.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $1400.00           | $1425.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $400.00            | $401.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $300.00            | $295.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $673400.00         | $720762.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $292500.00         | $300297.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $300.00            | $315.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | 0.0000% | $200.00            | $199.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $400.00            | $404.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $1200.00           | $1179.48           | U.S. Treasuries (including strips) |

### Security 247: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0R65, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1D0R65
- **C.18 - Value (incl. sponsor support):** $1666937.00
- **C.18.a - Value (excl. sponsor support):** $1666937.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $2906000.00        | $1700910.47        | U.S. Treasuries (including strips) |

### Security 248: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.090000%
- **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: ARP1D0RC2, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1D0RC2
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $300.00            | $300.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $457300.00         | $489463.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $114.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $700.00            | $1108.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $14700.00          | $15642.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $1900.00           | $2021.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $1200.00           | $1244.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $600.00            | $614.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $493500.00         | $507326.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $500.00            | $488.55            | U.S. Treasuries (including strips) |
| GNII SF MA9908 M       | 2054-09-20      | 6.5000%  | 0.0000% | $1001.00           | $577.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL794022   | 2034-09-01      | 5.5000%  | 0.0000% | $1971.00           | $13.50             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZK6541   | 2029-03-01      | 3.5000%  | 0.0000% | $1000.00           | $61.02             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2977   | 2042-05-01      | 3.5000%  | 0.0000% | $1064.00           | $81.35             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $900.00            | $962.10            | U.S. Treasuries (including strips) |

### Security 249: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.090000%
- **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: ARP1D0RE8, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1D0RE8
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $985800.00         | $1004162.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $1393200.00        | $1036560.96        | U.S. Treasuries (including strips) |

### Security 250: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.090000%
- **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: ARP1D0RF5, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1D0RF5
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $31000.00          | $30806.44          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $102.74            | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLSD8267   | 2052-11-01      | 5.0000%  | 0.0000% | $12636.00          | $10108.49          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $17852.00          | $15682.51          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08779 G   | 2047-09-01      | 3.5000%  | 0.0000% | $2986164.00        | $353990.36         | Agency Mortgage-Backed Securities         |
| GNRA 2024-080 FA       | 2054-05-20      | 5.1989%  | 0.0000% | $6503.00           | $5502.88           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.94             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $17100.00          | $17644.35          | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLQJ9748   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $988.91            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF1491   | 2052-10-01      | 4.5000%  | 0.0000% | $4131.00           | $3374.46           | Agency Mortgage-Backed Securities         |
| GNRA 2025-001 FP       | 2055-01-20      | 4.9989%  | 0.0000% | $3283.00           | $1991.61           | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD7255   | 2054-12-01      | 5.0000%  | 0.0000% | $2692.00           | $2579.65           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-03-25      | 5.2718%  | 0.0000% | $886662.00         | $700992.66         | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-08-25      | 5.3218%  | 0.0000% | $1413.00           | $777.84            | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-05-25      | 5.0718%  | 0.0000% | $991449.00         | $933940.45         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $800.00            | $906.71            | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLDC5723   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $873.47            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $11927.00          | $10533.99          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8506   | 2055-02-01      | 5.5000%  | 0.0000% | $3091.00           | $2817.15           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3523   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.60           | Agency Mortgage-Backed Securities         |

### Security 251: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.090000%
- **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: ARP1D0RH1, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1D0RH1
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2024-167 F        | 2054-10-20      | 5.1989%  | 0.0000% | $1066.00           | $871.61            | Agency Collateralized Mortgage Obligation |
| GNII SF MB0624 M       | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1019.91           | Agency Mortgage-Backed Securities         |
| GNII SF DD7446 C       | 2054-07-20      | 5.0000%  | 0.0000% | $1000.00           | $951.19            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $838700.00         | $880225.52         | U.S. Treasuries (including strips)        |
| GNMI SF CO4901 X       | 2052-07-15      | 6.5000%  | 0.0000% | $129484.00         | $132171.20         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $300.00            | $324.55            | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2055-05-25      | 6.0000%  | 0.0000% | $1164.00           | $1006.93           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-120 FH       | 2055-07-20      | 5.2689%  | 0.0000% | $2000.00           | $1990.59           | Agency Collateralized Mortgage Obligation |
| GNII SF MA6820 M       | 2050-08-20      | 3.0000%  | 0.0000% | $1753.00           | $514.19            | Agency Mortgage-Backed Securities         |
| FKAR 05.740 WVWV0039   | 2029-10-01      | 4.9010%  | 0.0000% | $1000.00           | $1000.03           | Agency Mortgage-Backed Securities         |
| GNRA 2020-191 FA       | 2048-10-20      | 4.3743%  | 0.0000% | $1000.00           | $410.30            | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX LBBH5454   | 2047-06-01      | 3.5630%  | 0.0000% | $1000.00           | $306.00            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODF5095   | 2055-11-01      | 4.9830%  | 0.0000% | $1000.00           | $1017.78           | Agency Mortgage-Backed Securities         |

### Security 252: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0RK4, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1D0RK4
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $95.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $300.00            | $321.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $200.00            | $269.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $500.00            | $515.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $4100.00           | $4306.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $200.00            | $209.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $65400.00          | $99504.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $108.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $94.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $600.00            | $600.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $782400.00         | $811270.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $8400.00           | $8294.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $194200.00         | $188791.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $2100.00           | $2181.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $102.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $40800.00          | $42781.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $479500.00         | $483112.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $391800.00         | $388181.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $106.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $127.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $900.00            | $903.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $7800.00           | $8051.47           | U.S. Treasuries (including strips) |

### Security 253: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0RP3, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1D0RP3
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $700.00            | $861.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $963400.00         | $1018598.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $500.00            | $657.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $200.00            | $259.64            | U.S. Treasuries (including strips) |

### Security 254: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.090000%
- **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: ARP1D0RU2, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1D0RU2
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $518900.00         | $557557.01         | U.S. Treasuries (including strips) |
| GNII SF MA4777 M       | 2047-10-20      | 3.0000%  | 0.0000% | $850000.00         | $114406.45         | Agency Mortgage-Backed Securities  |
| GNII SF BK1661 C       | 2048-12-20      | 5.5000%  | 0.0000% | $1022400.00        | $79543.24          | Agency Mortgage-Backed Securities  |
| GNII JM MA1282 M       | 2043-08-20      | 5.0000%  | 0.0000% | $1036300.00        | $85522.40          | Agency Mortgage-Backed Securities  |
| GNII SF MA4263 M       | 2047-01-20      | 4.0000%  | 0.0000% | $1182473.00        | $109596.97         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT3132   | 2051-10-01      | 3.0000%  | 0.0000% | $31800.00          | $26038.48          | Agency Mortgage-Backed Securities  |
| GNII JM MA5458 M       | 2048-09-20      | 4.5000%  | 0.0000% | $564900.00         | $15333.88          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2670   | 2052-06-01      | 3.5000%  | 0.0000% | $49200.00          | $36346.36          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $200.00            | $329.37            | U.S. Treasuries (including strips) |

### Security 255: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.090000%
- **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: ARP1D0RV0, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1D0RV0
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $991300.00         | $1020095.67        | U.S. Treasuries (including strips) |

### Security 256: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0SF4, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1D0SF4
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $1559500.00        | $1019995.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $49.88             | U.S. Treasuries (including strips) |

### Security 257: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.090000%
- **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: ARP1D0TD8, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1D0TD8
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLDC1333                               | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $870.80            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ2079                               | 2030-11-01      | 4.3400%  | 0.0000% | $922292.00         | $936923.24         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD5215                               | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $998.58            | Agency Mortgage-Backed Securities         |
| FKAR 04.720 WAWA4461                               | 2030-01-01      | 4.7200%  | 0.0000% | $20365.00          | $20778.60          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BS7824                               | 2039-11-01      | 4.9900%  | 0.0000% | $2969.00           | $2988.47           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7343                               | 2052-09-01      | 1.9690%  | 0.0000% | $1047.00           | $821.91            | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-1510      A-3    20340125 3.7 | 2034-01-25      | 3.7940%  | 0.0000% | $1000.00           | $972.35            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 JF                                   | 2055-10-20      | 4.8989%  | 0.0000% | $1000.00           | $999.09            | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLDC0702                               | 2054-12-01      | 5.0000%  | 0.0000% | $15910.00          | $14277.82          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD7166                               | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.36           | Agency Mortgage-Backed Securities         |
| GNRA 2023-101 LF                                   | 2053-07-20      | 5.1189%  | 0.0000% | $1000.00           | $823.84            | Agency Collateralized Mortgage Obligation |
| FKAR 02.770 WNWN0077                               | 2040-03-01      | 2.7700%  | 0.0000% | $1000.00           | $799.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4686                               | 2055-04-01      | 6.5000%  | 0.0000% | $2615.00           | $2725.97           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF2353                               | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1035.00           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR7266                               | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $569.47            | Agency Mortgage-Backed Securities         |
| MNRA RC0052A2 R24M00                               | 2033-10-25      | 4.7200%  | 0.0000% | $1000.00           | $1017.56           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-197 YG                                   | 2054-12-20      | 4.9489%  | 0.0000% | $17319.00          | $11495.35          | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLCB0290                               | 2051-04-01      | 2.0000%  | 0.0000% | $1708404.00        | $1031310.63        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW4908                               | 2053-04-01      | 6.0000%  | 0.0000% | $3494.00           | $2243.35           | Agency Mortgage-Backed Securities         |
| FHLMC STACR REMIC TR 2025-DNA3 M-1    20450925 FLT | 2045-09-25      | 5.1718%  | 0.0000% | $10000.00          | $8113.00           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2044-03-01      | 3.8300%  | 0.0000% | $25000.00          | $19313.18          | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLDF2405                               | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.12           | Agency Mortgage-Backed Securities         |

### Security 258: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0TE6, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1D0TE6
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-03-24      | 0.0000%  | 0.0000% | $100.00            | $98.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $200.00            | $156.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $2045600.00        | $2038974.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $600.00            | $572.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $200.00            | $197.72            | U.S. Treasuries (including strips) |

### Security 259: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0TF3, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1D0TF3
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $953100.00         | $1019234.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $800.00            | $802.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.8784%  | 0.0000% | $400.00            | $400.89            | U.S. Treasuries (including strips) |

### Security 260: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.090000%
- **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: ARP1D0TW6, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1D0TW6
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  | 0.0000% | $6470267.00        | $4160000.14        | Agency Mortgage-Backed Securities |

### Security 261: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.090000%
- **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: ARP1D0U46, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1D0U46
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MB0557 M | 2053-01-20      | 6.0000%  | 0.0000% | $5118672.00        | $5200000.76        | Agency Mortgage-Backed Securities |

### Security 262: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.090000%
- **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: ARP1D0U53, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1D0U53
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLDF4911 | 2055-11-01      | 5.0000%  | 0.0000% | $248120.00         | $248804.31         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB1390 | 2054-04-01      | 6.0000%  | 0.0000% | $2420018.00        | $1831196.38        | Agency Mortgage-Backed Securities |

### Security 263: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.090000%
- **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: ARP1D0U95, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1D0U95
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $19200.00          | $19609.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $742100.00         | $999991.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $300.00            | $308.80            | U.S. Treasuries (including strips) |

### Security 264: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0UB0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1D0UB0
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $1868500.00        | $1999918.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $97.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $800.00            | $777.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $37500.00          | $39214.54          | U.S. Treasuries (including strips) |

### Security 265: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0UL8, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1D0UL8
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $1800.00           | $1839.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $94.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $1021800.00        | $1012617.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $7900.00           | $5228.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $57.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $64.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $98.74             | U.S. Treasuries (including strips) |

### Security 266: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.090000%
- **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: ARP1D0US3, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1D0US3
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.500 CLCA7732 | 2050-11-01      | 2.5000%  | 0.0000% | $1955833.00        | $1030000.05        | Agency Mortgage-Backed Securities |

### Security 267: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0UZ7, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1D0UZ7
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $82.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $447700.00         | $462839.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $4900.00           | $3115.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $200.00            | $255.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $458900.00         | $456238.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $110800.00         | $97548.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $200.00            | $198.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $74.13             | U.S. Treasuries (including strips) |

### Security 268: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.090000%
- **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: ARP1D0V37, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1D0V37
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA6338 M | 2049-12-20      | 3.0000%  | 0.0000% | $5969358.00        | $1029571.42        | Agency Mortgage-Backed Securities         |
| GNRM 2020-140 DA | 2050-09-20      | 1.0000%  | 0.0000% | $1000.00           | $432.84            | Agency Collateralized Mortgage Obligation |

### Security 269: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.090000%
- **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: ARP1D0V45, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1D0V45
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $150.73            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $300.00            | $304.95            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $775000.00         | $793620.34         | U.S. Treasuries (including strips)        |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $725.61            | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $692.08            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0076   | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1025.59           | Agency Mortgage-Backed Securities         |
| GNII SF MA9727 M       | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $528.10            | Agency Mortgage-Backed Securities         |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $1075.00           | $742.60            | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FE       | 2052-01-20      | 2.5000%  | 0.0000% | $135908.00         | $83309.75          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-080 FD       | 2055-05-20      | 5.4989%  | 0.0000% | $1036.00           | $1011.13           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-069 FA       | 2053-05-20      | 5.0489%  | 0.0000% | $1000.00           | $564.87            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1031.15           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $103.23            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $900.00            | $904.96            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $1200.00           | $1188.79           | U.S. Treasuries (including strips)        |
| GNII SF MA8647 M       | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $771.44            | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 AF       | 2054-10-20      | 5.1489%  | 0.0000% | $1050.00           | $811.86            | Agency Collateralized Mortgage Obligation |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $1022.00           | $99.96             | Agency Mortgage-Backed Securities         |
| GNRA 2025-024 FD       | 2055-02-20      | 5.1689%  | 0.0000% | $1386.00           | $1146.84           | Agency Collateralized Mortgage Obligation |
| GNII SF BW5983 C       | 2050-07-20      | 3.5000%  | 0.0000% | $1000.00           | $802.69            | Agency Mortgage-Backed Securities         |
| GNII SF CH8922 C       | 2051-09-20      | 3.5000%  | 0.0000% | $1000.00           | $760.51            | Agency Mortgage-Backed Securities         |
| GNII SF MB0487 M       | 2055-07-20      | 6.5000%  | 0.0000% | $4906.00           | $5022.09           | Agency Mortgage-Backed Securities         |
| GNRA 2024-084 FA       | 2054-05-20      | 5.2289%  | 0.0000% | $1000.00           | $874.72            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $102.32            | U.S. Treasuries (including strips)        |
| GNRA 2025-062 FE       | 2055-04-20      | 5.1489%  | 0.0000% | $2211.00           | $2139.44           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $3200.00           | $3229.79           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $9400.00           | $7722.06           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $106.55            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $436700.00         | $436075.52         | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLFS9454   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $947.38            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $2000.00           | $1446.91           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $6100.00           | $6371.45           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $16400.00          | $16883.85          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $384000.00         | $399774.30         | U.S. Treasuries (including strips)        |
| GNII SF MA9015 M       | 2053-04-20      | 4.5000%  | 0.0000% | $21770.00          | $18633.05          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $103.38            | U.S. Treasuries (including strips)        |
| GNRA 2025-172 GF       | 2055-10-20      | 5.0989%  | 0.0000% | $153700.00         | $153638.95         | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLQA8776   | 2050-04-01      | 4.0000%  | 0.0000% | $1023.00           | $254.09            | Agency Mortgage-Backed Securities         |
| GNMI SP 783516 X       | 2040-10-15      | 4.0000%  | 0.0000% | $1000.00           | $38.48             | Agency Mortgage-Backed Securities         |
| GNII SF MB0686 M       | 2055-09-20      | 5.5000%  | 0.0000% | $1015441.00        | $1029232.02        | Agency Mortgage-Backed Securities         |
| GNRA 2023-060 FA       | 2053-04-20      | 4.9989%  | 0.0000% | $131460.00         | $71948.29          | Agency Collateralized Mortgage Obligation |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $588.37            | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $3006.00           | $2185.38           | Agency Mortgage-Backed Securities         |
| GNII SF MA7938 M       | 2052-03-20      | 3.5000%  | 0.0000% | $1000.00           | $692.12            | Agency Mortgage-Backed Securities         |
| GNII SF DB6868 C       | 2054-08-20      | 6.5000%  | 0.0000% | $1000.00           | $991.37            | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $1015.00           | $521.19            | Agency Mortgage-Backed Securities         |
| GNII SP 783656 M       | 2042-05-20      | 4.0000%  | 0.0000% | $12253.00          | $700.35            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3424   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $983.76            | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $1056.00           | $581.39            | Agency Mortgage-Backed Securities         |
| GNII SF MA8269 M       | 2052-09-20      | 5.0000%  | 0.0000% | $2976.00           | $2226.42           | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $1004.00           | $761.69            | Agency Mortgage-Backed Securities         |
| GNII SF MA6711 M       | 2050-06-20      | 3.5000%  | 0.0000% | $1000.00           | $226.69            | Agency Mortgage-Backed Securities         |
| GNRA 2024-180 FE       | 2054-11-20      | 5.2089%  | 0.0000% | $3950.00           | $2636.77           | Agency Collateralized Mortgage Obligation |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $1003.00           | $153.88            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD6653   | 2053-08-01      | 3.5000%  | 0.0000% | $1048.00           | $898.33            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $16500.00          | $15547.32          | U.S. Treasuries (including strips)        |

### Security 270: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.090000%
- **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: ARP1D0V60, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1D0V60
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.000 CLSD2707   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $783.89            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC P50049 G   | 2029-08-01      | 6.5000%  | 0.0000% | $3056.00           | $2.09              | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G   | 2035-01-01      | 5.0000%  | 0.0000% | $6771.00           | $126.55            | Agency Mortgage-Backed Securities         |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $1135.00           | $742.69            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $1068800.00        | $1018671.88        | U.S. Treasuries (including strips)        |
| 05.500 FGPC N31313 G   | 2036-09-01      | 5.5000%  | 0.0000% | $3484.00           | $36.98             | Agency Mortgage-Backed Securities         |

### Security 271: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.090000%
- **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: ARP1D0VS2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1D0VS2
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNAR XX.XXX S1964222 | 2038-06-01      | 6.7450%  | 0.0000% | $2279952.00        | $71628.72          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7944 | 2035-11-01      | 3.0000%  | 0.0000% | $461000.00         | $191061.73         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN6598 | 2049-05-01      | 3.5000%  | 0.0000% | $2127016.00        | $493041.02         | Agency Mortgage-Backed Securities |
| GNII SF MA4102 M     | 2031-11-20      | 3.0000%  | 0.0000% | $265000.00         | $29606.66          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB776486 | 2034-03-01      | 6.1780%  | 0.0000% | $600000.00         | $9958.31           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZM6435 | 2048-05-01      | 5.0000%  | 0.0000% | $1711670.00        | $178635.77         | Agency Mortgage-Backed Securities |
| GNII JP 784498 M     | 2033-05-20      | 2.5000%  | 0.0000% | $500000.00         | $64471.92          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5849 | 2050-12-01      | 2.0000%  | 0.0000% | $15000.00          | $9582.36           | Agency Mortgage-Backed Securities |
| GNII SF CC9792 C     | 2051-04-20      | 3.0000%  | 0.0000% | $103012.00         | $61192.36          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS7402 | 2046-06-01      | 4.0000%  | 0.0000% | $655000.00         | $82099.54          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS3665 | 2053-01-01      | 6.5000%  | 0.0000% | $279159.00         | $121152.84         | Agency Mortgage-Backed Securities |
| FMAR 849756 G        | 2045-07-01      | 6.3930%  | 0.0000% | $300000.00         | $13269.10          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAX5615 | 2045-06-01      | 6.2150%  | 0.0000% | $1500000.00        | $79254.82          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN3543 | 2049-02-01      | 4.0000%  | 0.0000% | $590397.00         | $25355.98          | Agency Mortgage-Backed Securities |
| GNII SF MA9303 M     | 2053-11-20      | 4.5000%  | 0.0000% | $2452620.00        | $2216355.75        | Agency Mortgage-Backed Securities |
| GNII SP 783366 M     | 2041-07-20      | 5.0000%  | 0.0000% | $1600000.00        | $59646.35          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4323 | 2040-10-01      | 6.0000%  | 0.0000% | $15050.00          | $15493.10          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CT256706 | 2027-03-01      | 7.0000%  | 0.0000% | $1791699.00        | $5209.46           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA4447 | 2034-11-01      | 2.5000%  | 0.0000% | $605000.00         | $158709.61         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBO0182 | 2049-05-01      | 5.0000%  | 0.0000% | $124000.00         | $49894.19          | Agency Mortgage-Backed Securities |
| GNII JM 004827 M     | 2040-10-20      | 4.0000%  | 0.0000% | $3368184.00        | $62874.63          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3739 | 2034-08-01      | 3.5000%  | 0.0000% | $429000.00         | $44077.07          | Agency Mortgage-Backed Securities |
| GNII SF MB0682 M     | 2055-10-20      | 3.5000%  | 0.0000% | $41472.00          | $38156.52          | Agency Mortgage-Backed Securities |
| GNII SF MA5505 M     | 2029-12-20      | 8.0000%  | 0.0000% | $110843.00         | $7284.19           | Agency Mortgage-Backed Securities |
| GNAR AF MA4332 M     | 2047-03-20      | 5.5000%  | 0.0000% | $635255.00         | $31989.04          | Agency Mortgage-Backed Securities |

### Security 272: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0W10, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1D0W10
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $300.00            | $382.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $987000.00         | $1019692.39        | U.S. Treasuries (including strips) |

### Security 273: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.080000%
- **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: ARP1D0W36, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1D0W36
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MB0682 M | 2055-10-20      | 3.5000%  | 0.0000% | $1119500.00        | $1030001.54        | Agency Mortgage-Backed Securities |

### Security 274: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0W77, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1D0W77
- **C.18 - Value (incl. sponsor support):** $6000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000.00
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $3200.00           | $2401.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $3200.00           | $3195.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $900.00            | $787.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $12800.00          | $11496.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $60800.00          | $38656.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $3486000.00        | $3302484.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $3809200.00        | $2760993.71        | U.S. Treasuries (including strips) |

### Security 275: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D12E3, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1D12E3
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $64.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $200.00            | $175.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $875000.00         | $896663.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $200.00            | $194.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $500.00            | $657.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $500.00            | $437.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $500.00            | $614.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $118000.00         | $121198.76         | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Schwab Annuity Portfolios

**Date:** 2025-12-05

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO