# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-25-033356
**Filing Date:** 2025-12
**Character Count:** 223045
**Document Hash:** 5c937141591b7b52c437230ea9ef6d88
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-033356.hdr.sgml**: 20251204

**ACCESSION NUMBER**: 0001410368-25-033356

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251204

**DATE AS OF CHANGE**: 20251204

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000914036

**ORGANIZATION NAME:**
- **EIN:** 521835648
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 251548668

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802
- **BUSINESS PHONE:** 260-455-2000

**MAIL ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AGGRESSIVE GROWTH FUND /
- **DATE OF NAME CHANGE:** 20031001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 20030910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN NATIONAL AGGRESSIVE GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19931025

## Series and Classes Contracts Data

### LVIP Government Money Market Fund (Series ID: S000002805)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000007706 | Standard Class |  |
| C000007707 | Service Class  |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000914036

### General Information

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

**Registrant Full Name:** Lincoln Variable Insurance Products Trust

**CIK Number of Registrant:** 0000914036

**LEI of Registrant:** 3EICVM5HD7FVBIM8WO57

**Name of Series:** LVIP Government Money Market Fund

**LEI of Series:** TWIP5Q9RAO2Q45HAQ210

**EDGAR Series Identifier:** S000002805

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

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

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

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

### Service Providers
| Role                          | Details                                               | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Lincoln Financial Investments Corporation             | 801-23411         |
| Independent Public Accountant | Ernst & Young<br>City: Philadelphia<br>State: PA      |  |
| Administrator                 | The Lincoln National Life Insurance Company           |  |
| Transfer Agent                | The Lincoln National Life Insurance Company<br>CIK: — |  |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-70742

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 37 days

- **WAL:** 101 days

- **Total Value of Portfolio Securities:** $1904596395.92

- **Amortized Cost of Portfolio Securities:** $1904297860.64

- **Cash:** $0.00

- **Total Other Assets:** $2271303.26

- **Total Liabilities:** $20804416.91

- **Net Assets of Series:** $1885764746.99

- **Number of Shares Outstanding (Series):** 188569380.7050

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

- **Stable Price Per Share:** $10.00

- **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 | $1645145500.70            | $1656054774.13             | 85.8600%                  | 86.4300%                   |
| 2025-11-04 | $1635148245.25            | $1646058439.10             | 85.7800%                  | 86.3600%                   |
| 2025-11-05 | $1648907371.32            | $1659818236.92             | 85.8800%                  | 86.4500%                   |
| 2025-11-06 | $1636776736.55            | $1657988840.79             | 86.3200%                  | 87.4400%                   |
| 2025-11-07 | $1641079933.57            | $1664591989.50             | 86.3500%                  | 87.5900%                   |
| 2025-11-10 | $1651905880.29            | $1675420722.46             | 86.3000%                  | 87.5300%                   |
| 2025-11-11 | $1651914201.26            | $1675429707.66             | 85.6700%                  | 86.8900%                   |
| 2025-11-12 | $1652427424.33            | $1681343147.09             | 86.2800%                  | 87.7900%                   |
| 2025-11-13 | $1654810295.65            | $1668926448.99             | 86.4900%                  | 87.2300%                   |
| 2025-11-14 | $1659782936.48            | $1671599679.61             | 86.5000%                  | 87.1200%                   |
| 2025-11-17 | $1650846322.49            | $1662665102.54             | 86.1600%                  | 86.7700%                   |
| 2025-11-18 | $1647382412.09            | $1653802002.77             | 85.9500%                  | 86.2800%                   |
| 2025-11-19 | $1649120923.61            | $1655541403.96             | 84.7800%                  | 85.1100%                   |
| 2025-11-20 | $1639972611.21            | $1653193696.91             | 84.2400%                  | 84.9200%                   |
| 2025-11-21 | $1606572112.47            | $1619793663.97             | 83.9600%                  | 84.6500%                   |
| 2025-11-24 | $1627624378.39            | $1645163257.33             | 84.1300%                  | 85.0400%                   |
| 2025-11-25 | $1627821115.22            | $1651835400.20             | 84.1300%                  | 85.3700%                   |
| 2025-11-26 | $1650371742.65            | $1667586448.76             | 84.6000%                  | 85.4900%                   |
| 2025-11-28 | $1605906931.41            | $1623124293.41             | 84.2200%                  | 85.1200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.1300%             |
| 2025-11-04 | 4.1100%             |
| 2025-11-05 | 4.0800%             |
| 2025-11-06 | 4.0700%             |
| 2025-11-07 | 4.0600%             |
| 2025-11-10 | 4.0100%             |
| 2025-11-11 | 4.0100%             |
| 2025-11-12 | 4.0100%             |
| 2025-11-13 | 4.0100%             |
| 2025-11-14 | 4.0100%             |
| 2025-11-17 | 4.0200%             |
| 2025-11-18 | 4.0200%             |
| 2025-11-19 | 4.0100%             |
| 2025-11-20 | 4.0000%             |
| 2025-11-21 | 4.0000%             |
| 2025-11-24 | 3.9900%             |
| 2025-11-25 | 3.9900%             |
| 2025-11-26 | 4.0000%             |
| 2025-11-28 | 4.0400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 10.0015                     |
|  |  |
| 2025-11-04 | 10.0016                     |
|  |  |
| 2025-11-05 | 10.0015                     |
|  |  |
| 2025-11-06 | 10.0020                     |
|  |  |
| 2025-11-07 | 10.0027                     |
|  |  |
| 2025-11-10 | 10.0018                     |
|  |  |
| 2025-11-11 | 10.0015                     |
|  |  |
| 2025-11-12 | 10.0015                     |
|  |  |
| 2025-11-13 | 10.0013                     |
|  |  |
| 2025-11-14 | 10.0021                     |
|  |  |
| 2025-11-17 | 10.0014                     |
|  |  |
| 2025-11-18 | 10.0016                     |
|  |  |
| 2025-11-19 | 10.0014                     |
|  |  |
| 2025-11-20 | 10.0017                     |
|  |  |
| 2025-11-21 | 10.0027                     |
|  |  |
| 2025-11-24 | 10.0017                     |
|  |  |
| 2025-11-25 | 10.0020                     |
|  |  |
| 2025-11-26 | 10.0023                     |
|  |  |
| 2025-11-28 | 10.0020                     |
|  |  |

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

### Class: Standard Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $716499237.10

- **Number of Shares Outstanding:** 71647238.6590

- **Expense Reimbursement/Waiver:** 7141.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 10.0015         |
|  |  |
| 2025-11-04 | 10.0016         |
|  |  |
| 2025-11-05 | 10.0015         |
|  |  |
| 2025-11-06 | 10.0020         |
|  |  |
| 2025-11-07 | 10.0027         |
|  |  |
| 2025-11-10 | 10.0018         |
|  |  |
| 2025-11-11 | 10.0015         |
|  |  |
| 2025-11-12 | 10.0015         |
|  |  |
| 2025-11-13 | 10.0013         |
|  |  |
| 2025-11-14 | 10.0021         |
|  |  |
| 2025-11-17 | 10.0014         |
|  |  |
| 2025-11-18 | 10.0016         |
|  |  |
| 2025-11-19 | 10.0014         |
|  |  |
| 2025-11-20 | 10.0017         |
|  |  |
| 2025-11-21 | 10.0026         |
|  |  |
| 2025-11-24 | 10.0017         |
|  |  |
| 2025-11-25 | 10.0020         |
|  |  |
| 2025-11-26 | 10.0023         |
|  |  |
| 2025-11-28 | 10.0020         |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $6644477.49               | $601722.86              |
| 2025-11-04 | $2523649.17               | $11933458.54            |
| 2025-11-05 | $458915.00                | $842404.04              |
| 2025-11-06 | $426281.45                | $510216.10              |
| 2025-11-07 | $4695628.69               | $767298.71              |
| 2025-11-10 | $2500824.64               | $4275216.96             |
| 2025-11-11 | $6069332.60               | $5808135.07             |
| 2025-11-12 | $1676943.43               | $265656.42              |
| 2025-11-13 | $209735.21                | $835314.53              |
| 2025-11-14 | $1706527.42               | $1558327.92             |
| 2025-11-17 | $855495.54                | $1564291.62             |
| 2025-11-18 | $2235775.30               | $1088013.05             |
| 2025-11-19 | $466719.95                | $1190412.21             |
| 2025-11-20 | $1150548.80               | $150339.79              |
| 2025-11-21 | $513740.89                | $5050666.81             |
| 2025-11-24 | $1413990.36               | $2094212.84             |
| 2025-11-25 | $418593.38                | $944966.29              |
| 2025-11-26 | $741170.09                | $1531673.78             |
| 2025-11-28 | $730058.63                | $552181.80              |

**Total Gross Subscriptions (Month):** $35438408.04

**Total Gross Redemptions (Month):** $41564509.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.7500%           |
| 2025-11-04 | 3.7300%           |
| 2025-11-05 | 3.7100%           |
| 2025-11-06 | 3.6900%           |
| 2025-11-07 | 3.6800%           |
| 2025-11-10 | 3.6300%           |
| 2025-11-11 | 3.6300%           |
| 2025-11-12 | 3.6300%           |
| 2025-11-13 | 3.6300%           |
| 2025-11-14 | 3.6300%           |
| 2025-11-17 | 3.6400%           |
| 2025-11-18 | 3.6400%           |
| 2025-11-19 | 3.6300%           |
| 2025-11-20 | 3.6200%           |
| 2025-11-21 | 3.6200%           |
| 2025-11-24 | 3.6100%           |
| 2025-11-25 | 3.6100%           |
| 2025-11-26 | 3.6200%           |
| 2025-11-28 | 3.6600%           |

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

### Class: Service Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $1169265509.89

- **Number of Shares Outstanding:** 116922142.0460

- **Expense Reimbursement/Waiver:** 11596.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 10.0015         |
|  |  |
| 2025-11-04 | 10.0016         |
|  |  |
| 2025-11-05 | 10.0015         |
|  |  |
| 2025-11-06 | 10.0020         |
|  |  |
| 2025-11-07 | 10.0027         |
|  |  |
| 2025-11-10 | 10.0018         |
|  |  |
| 2025-11-11 | 10.0015         |
|  |  |
| 2025-11-12 | 10.0015         |
|  |  |
| 2025-11-13 | 10.0013         |
|  |  |
| 2025-11-14 | 10.0021         |
|  |  |
| 2025-11-17 | 10.0014         |
|  |  |
| 2025-11-18 | 10.0016         |
|  |  |
| 2025-11-19 | 10.0014         |
|  |  |
| 2025-11-20 | 10.0017         |
|  |  |
| 2025-11-21 | 10.0027         |
|  |  |
| 2025-11-24 | 10.0017         |
|  |  |
| 2025-11-25 | 10.0020         |
|  |  |
| 2025-11-26 | 10.0023         |
|  |  |
| 2025-11-28 | 10.0020         |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $5215982.32               | $1742630.05             |
| 2025-11-04 | $4706801.36               | $14887861.33            |
| 2025-11-05 | $3555791.47               | $7923215.93             |
| 2025-11-06 | $9400840.00               | $1388424.38             |
| 2025-11-07 | $4968074.51               | $4788064.01             |
| 2025-11-10 | $8334937.44               | $1109367.30             |
| 2025-11-11 | $8349637.73               | $14008388.29            |
| 2025-11-12 | $24920583.34              | $257228.91              |
| 2025-11-13 | $996914.12                | $7872809.89             |
| 2025-11-14 | $5152374.61               | $2056236.61             |
| 2025-11-17 | $4592591.89               | $7466923.28             |
| 2025-11-18 | $14187048.97              | $12265983.56            |
| 2025-11-19 | $6620469.93               | $5729095.76             |
| 2025-11-20 | $4469930.82               | $4461159.14             |
| 2025-11-21 | $1313290.07               | $4223891.79             |
| 2025-11-24 | $8733182.81               | $6785633.21             |
| 2025-11-25 | $867656.23                | $10956890.71            |
| 2025-11-26 | $3476859.20               | $2391261.80             |
| 2025-11-28 | $3257606.20               | $3945527.05             |

**Total Gross Subscriptions (Month):** $123120573.02

**Total Gross Redemptions (Month):** $114260593.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.5000%           |
| 2025-11-04 | 3.4800%           |
| 2025-11-05 | 3.4600%           |
| 2025-11-06 | 3.4500%           |
| 2025-11-07 | 3.4300%           |
| 2025-11-10 | 3.3800%           |
| 2025-11-11 | 3.3800%           |
| 2025-11-12 | 3.3800%           |
| 2025-11-13 | 3.3800%           |
| 2025-11-14 | 3.3900%           |
| 2025-11-17 | 3.3900%           |
| 2025-11-18 | 3.3900%           |
| 2025-11-19 | 3.3800%           |
| 2025-11-20 | 3.3700%           |
| 2025-11-21 | 3.3700%           |
| 2025-11-24 | 3.3600%           |
| 2025-11-25 | 3.3600%           |
| 2025-11-26 | 3.3700%           |
| 2025-11-28 | 3.4100%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 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: BYDVC3X15, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: 04999J004_4.08_1201
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 4.7700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION ADJUSTED BOND | 2044-02-15      | 1.3750%  | 0.0000% | $2985400.00        | $3588206.87        | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED BOND | 2045-02-15      | 0.7500%  | 0.0000% | $13925000.00       | $14448039.38       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $72.35             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $71.51             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $77.16             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $49.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-01-22      | 0.0000%  | 0.0000% | $200.00            | $198.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-05-14      | 0.0000%  | 0.0000% | $1000.00           | $982.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-12-02      | 0.0000%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-10-01      | 0.0000%  | 0.0000% | $30345900.00       | $29438557.59       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $51.50             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2040-08-15      | 1.1250%  | 0.0000% | $800.00            | $516.40            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $85.44             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $92.71             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2054-05-15      | 4.6250%  | 0.0000% | $400.00            | $398.88            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2054-11-15      | 4.5000%  | 0.0000% | $500.00            | $488.56            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2044-11-15      | 4.6250%  | 0.0000% | $1000.00           | $1005.84           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-05-15      | 5.0000%  | 0.0000% | $6538900.00        | $6891827.84        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-08-15      | 4.8750%  | 0.0000% | $800.00            | $839.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2027-07-15      | 0.3750%  | 0.0000% | $300.00            | $394.43            | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2028-01-15      | 0.5000%  | 0.0000% | $700.00            | $908.73            | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2026-01-15      | 0.6250%  | 0.0000% | $100.00            | $136.62            | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2027-01-15      | 0.3750%  | 0.0000% | $158600.00         | $210968.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-15      | 1.6250%  | 0.0000% | $800.00            | $752.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-15      | 1.5000%  | 0.0000% | $200.00            | $185.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-30      | 1.2500%  | 0.0000% | $721800.00         | $685961.96         | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2031-07-15      | 0.1250%  | 0.0000% | $2443000.00        | $2769476.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-31      | 1.0000%  | 0.0000% | $1000.00           | $940.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $97.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-31      | 1.3750%  | 0.0000% | $500.00            | $471.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $95.12             | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2027-04-15      | 0.1250%  | 0.0000% | $20187500.00       | $22804918.37       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2044-02-15      | 3.6250%  | 0.0000% | $300.00            | $267.03            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $73.47             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2038-05-15      | 4.5000%  | 0.0000% | $100.00            | $103.62            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $93.73             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $99.85             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $82.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 4.1250%  | 0.0000% | $400.00            | $405.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-02-15      | 3.5000%  | 0.0000% | $1120900.00        | $1112343.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-04-15      | 3.7500%  | 0.0000% | $200.00            | $200.88            | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2028-04-15      | 1.2500%  | 0.0000% | $300.00            | $324.90            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-15      | 4.3750%  | 0.0000% | $400.00            | $406.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-12-31      | 3.7500%  | 0.0000% | $1000.00           | $1022.42           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-02-28      | 4.2500%  | 0.0000% | $2200.00           | $2290.37           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-03-31      | 4.1250%  | 0.0000% | $103300.00         | $106008.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-30      | 4.6250%  | 0.0000% | $59500.00          | $61848.90          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-31      | 4.5000%  | 0.0000% | $50800.00          | $53581.51          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-06-30      | 4.2500%  | 0.0000% | $300000.00         | $312650.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-07-31      | 4.1250%  | 0.0000% | $8991200.00        | $9331895.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.42            | U.S. Treasuries (including strips) |

### Security 2: BNP Paribas

- **C.1 - Title:** BNP Paribas 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: BYDVC3X49, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 05599Y002_4.09_1201
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 5.3000%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.000 CLSD4700                | 2054-01-01      | 6.0000%  | 0.0000% | $1005.00           | $834.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD5108                | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $732.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5094                | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $865.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD5581                | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $829.79            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6378                | 2054-09-01      | 6.0000%  | 0.0000% | $1027.00           | $929.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1860                | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.04           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2362                | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $973.94            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2827                | 2055-07-01      | 6.0000%  | 0.0000% | $1002.00           | $1029.47           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL3077                | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $1066.71           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL3082                | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $1073.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1265                | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1833.09           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3982                | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1003.85           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4169                | 2055-05-02      | 6.0000%  | 0.0000% | $1000.00           | $886.78            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ4354                | 2055-06-01      | 5.0000%  | 0.0000% | $1003.00           | $979.40            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4795                | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6143                | 2054-07-01      | 6.0000%  | 0.0000% | $1003.00           | $850.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD3246                | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $798.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3136                | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $841.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD2991                | 2051-09-01      | 2.5000%  | 0.0000% | $100000.00         | $69176.74          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD3501                | 2053-05-01      | 6.5000%  | 0.0000% | $1008.00           | $858.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD2464                | 2052-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1395.41           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD2452                | 2053-02-01      | 6.5000%  | 0.0000% | $300000.00         | $211829.03         | Agency Mortgage-Backed Securities |
| XXXX GNAR WN 784594 M                    | 2042-09-20      | 6.3140%  | 0.0000% | $4578739.00        | $764629.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL1037                | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $863.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL0419                | 2053-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1692.61           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL0319                | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $834.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9201                | 2055-11-01      | 5.5000%  | 0.0000% | $2026.00           | $2069.70           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ9192                | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1970.08           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9177                | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.76           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ9184                | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $983.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ8759                | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ8718                | 2055-11-01      | 5.0000%  | 0.0000% | $2000.00           | $2013.87           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ8560                | 2055-11-01      | 4.5000%  | 0.0000% | $2013.00           | $1979.77           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7693                | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1027.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7509                | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.97           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7358                | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.28           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ8067                | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.85           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2347                | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.55           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2073                | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2092.16           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ2054                | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.81           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1833                | 2055-09-01      | 6.5000%  | 0.0000% | $1010.00           | $1051.05           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1638                | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.39           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1278                | 2055-08-01      | 5.5000%  | 0.0000% | $1004.00           | $999.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1686                | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2088.66           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0583                | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.59           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ0565                | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.52           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ0089                | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQZ8012                | 2055-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1914.76           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ6662                | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ4288                | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.73           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3720                | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.35           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3675                | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2061.52           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3410                | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $953.45            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ3002                | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $999.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2893                | 2055-09-01      | 5.5000%  | 0.0000% | $2004.00           | $2048.34           | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-05-20      | 5.0000%  | 0.0000% | $260155.00         | $23278.23          | Agency Mortgage-Backed Securities |
| GNMA II 5 YEAR HYBRID ARM                | 2049-04-20      | 5.5000%  | 0.0000% | $1011.00           | $57.23             | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2038-06-20      | 6.0000%  | 0.0000% | $50000.00          | $7165.45           | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-02-20      | 6.0000%  | 0.0000% | $69024.00          | $11044.82          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.0000%  | 0.0000% | $204000.00         | $19965.59          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-01-20      | 4.0000%  | 0.0000% | $973000.00         | $90182.06          | Agency Mortgage-Backed Securities |
| GNMA II 3 YEAR HYBRID ARM                | 2047-01-20      | 5.5000%  | 0.0000% | $3443.00           | $97.19             | Agency Mortgage-Backed Securities |
| GNMA II 3 YEAR HYBRID ARM                | 2046-07-20      | 5.3750%  | 0.0000% | $2000000.00        | $104613.18         | Agency Mortgage-Backed Securities |
| GNMA II 5 YEAR HYBRID ARM                | 2046-07-20      | 5.3750%  | 0.0000% | $11182408.00       | $576192.37         | Agency Mortgage-Backed Securities |
| GNMA II 5 YEAR HYBRID ARM                | 2046-05-20      | 5.5000%  | 0.0000% | $976192.00         | $38650.89          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2038-12-20      | 6.5000%  | 0.0000% | $215000.00         | $20680.57          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2038-09-20      | 6.0000%  | 0.0000% | $296000.00         | $26857.52          | Agency Mortgage-Backed Securities |
| GNMA II 5 YEAR HYBRID ARM                | 2045-01-20      | 5.6250%  | 0.0000% | $403309.00         | $8566.66           | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2038-11-20      | 5.5000%  | 0.0000% | $76969.00          | $5151.10           | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2043-11-20      | 3.0000%  | 0.0000% | $507300.00         | $70130.45          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2042-05-20      | 4.5000%  | 0.0000% | $3059936.00        | $139217.56         | Agency Mortgage-Backed Securities |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2042-07-15      | 3.5000%  | 0.0000% | $1643114.00        | $76548.72          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2043-03-20      | 3.5000%  | 0.0000% | $2072849.00        | $187985.78         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-06-20      | 5.0000%  | 0.0000% | $136973.00         | $10884.75          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-08-20      | 6.0000%  | 0.0000% | $45000.00          | $6625.78           | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-07-20      | 5.0000%  | 0.0000% | $160000.00         | $58263.56          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2038-10-20      | 6.0000%  | 0.0000% | $217000.00         | $39276.44          | Agency Mortgage-Backed Securities |
| GNMA I SINGLE FAMILY PLATINUM POOL 30 YR | 2040-08-15      | 5.0000%  | 0.0000% | $155884.00         | $10982.72          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY PLATINUM POOL      | 2042-06-20      | 4.0000%  | 0.0000% | $1024.00           | $55.63             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD4708                | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $809.68            | Agency Mortgage-Backed Securities |
| GNMA GNAR WN 784593 M                    | 2043-06-20      | 6.4450%  | 0.0000% | $1308.00           | $80.05             | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2036-10-20      | 6.5000%  | 0.0000% | $166000.00         | $28863.74          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2038-03-20      | 6.5000%  | 0.0000% | $184000.00         | $31728.25          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-04-20      | 6.0000%  | 0.0000% | $50000.00          | $16296.56          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-07-20      | 2.5000%  | 0.0000% | $8060472.00        | $4599535.30        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-02-20      | 2.0000%  | 0.0000% | $31595.00          | $19865.85          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-06-20      | 5.5000%  | 0.0000% | $184719.00         | $140875.13         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.0000%  | 0.0000% | $1874390.00        | $1407561.82        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 5.0000%  | 0.0000% | $2853000.00        | $2270806.59        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-12-20      | 5.5000%  | 0.0000% | $683374.00         | $562696.98         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2039-07-20      | 6.0000%  | 0.0000% | $40000.00          | $21853.08          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-02-20      | 6.0000%  | 0.0000% | $664016.00         | $442617.25         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-04-20      | 4.0000%  | 0.0000% | $1065598.00        | $238416.89         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-03-20      | 4.0000%  | 0.0000% | $1158882.00        | $161195.95         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-05-20      | 5.0000%  | 0.0000% | $318570.00         | $62100.13          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-03-20      | 4.0000%  | 0.0000% | $675538.00         | $467584.07         | Agency Mortgage-Backed Securities |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2053-06-15      | 7.0000%  | 0.0000% | $1008.00           | $1037.22           | Agency Mortgage-Backed Securities |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2053-07-15      | 7.0000%  | 0.0000% | $1008.00           | $1030.22           | Agency Mortgage-Backed Securities |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2053-09-15      | 7.0000%  | 0.0000% | $1017.00           | $1005.55           | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-11-20      | 8.0000%  | 0.0000% | $1043354.00        | $285893.99         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-11-20      | 7.5000%  | 0.0000% | $1148612.00        | $335048.39         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 7.5000%  | 0.0000% | $521537.00         | $561328.90         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-03-20      | 5.0000%  | 0.0000% | $1269726.00        | $1247236.53        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 5.5000%  | 0.0000% | $1112623.00        | $1129462.79        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 5.5000%  | 0.0000% | $1102695.00        | $1120233.61        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.5000%  | 0.0000% | $16344072.00       | $17534758.66       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-09-20      | 6.5000%  | 0.0000% | $395000.00         | $412640.28         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 6.5000%  | 0.0000% | $907238.00         | $945870.80         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-08-20      | 6.0000%  | 0.0000% | $78101.00          | $81041.89          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 6.5000%  | 0.0000% | $1046300.00        | $1095043.98        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 6.5000%  | 0.0000% | $1468717.00        | $1549687.37        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 6.0000%  | 0.0000% | $1176611.00        | $1225154.44        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 6.0000%  | 0.0000% | $3063551.00        | $3189946.99        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 6.0000%  | 0.0000% | $1082728.00        | $1127399.19        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 6.0000%  | 0.0000% | $1527041.00        | $1590043.66        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 6.5000%  | 0.0000% | $1734602.00        | $1811573.23        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 5.5000%  | 0.0000% | $1390094.00        | $1425883.36        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 6.5000%  | 0.0000% | $921391.00         | $968273.22         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 5.5000%  | 0.0000% | $497090.00         | $451504.09         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 5.5000%  | 0.0000% | $4257536.00        | $3799021.49        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 5.0000%  | 0.0000% | $516690.00         | $511303.29         | Agency Mortgage-Backed Securities |
| GNMA II 5 YEAR HYBRID ARM                | 2055-05-20      | 3.5000%  | 0.0000% | $1277969.00        | $1240325.55        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.0000%  | 0.0000% | $207140.00         | $196897.40         | Agency Mortgage-Backed Securities |
| GNMA II 5 YEAR HYBRID ARM                | 2055-11-20      | 4.0000%  | 0.0000% | $15770560.00       | $15695492.13       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 6.5000%  | 0.0000% | $1388056.00        | $1452721.36        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 6.5000%  | 0.0000% | $1131776.00        | $1184504.31        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 6.5000%  | 0.0000% | $1833091.00        | $1920727.41        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 6.0000%  | 0.0000% | $1131723.00        | $1178380.54        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 6.0000%  | 0.0000% | $1079863.00        | $1117775.91        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2038-09-20      | 6.0000%  | 0.0000% | $2000000.00        | $17468.76          | Agency Mortgage-Backed Securities |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2039-11-15      | 5.0000%  | 0.0000% | $21815760.00       | $1102284.51        | Agency Mortgage-Backed Securities |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2039-09-15      | 5.0000%  | 0.0000% | $2000.00           | $77.45             | Agency Mortgage-Backed Securities |
| GNMA I SINGLE FAMILY PLATINUM POOL 30 YR | 2031-06-15      | 6.5000%  | 0.0000% | $6765655.00        | $6870.85           | Agency Mortgage-Backed Securities |
| GNMA II ADJUSTABLE PAYMENT MORTG. POOL   | 2029-04-20      | 5.6250%  | 0.0000% | $10342216.00       | $11169.90          | Agency Mortgage-Backed Securities |
| GNMA II 3 YEAR HYBRID ARM                | 2034-10-20      | 4.7500%  | 0.0000% | $2781203.00        | $35448.12          | Agency Mortgage-Backed Securities |
| GNMA II ADJUSTABLE RATE POOL             | 2034-12-20      | 4.7500%  | 0.0000% | $10019954.00       | $137743.88         | Agency Mortgage-Backed Securities |
| GNMA II 3 YEAR HYBRID ARM                | 2035-07-20      | 5.3750%  | 0.0000% | $1000000.00        | $15305.52          | Agency Mortgage-Backed Securities |
| GNMA II ADJUSTABLE PAYMENT MORTG. POOL   | 2035-10-20      | 4.7500%  | 0.0000% | $691153.00         | $15544.49          | Agency Mortgage-Backed Securities |
| GNMA II 3 YEAR HYBRID ARM                | 2040-08-20      | 5.3750%  | 0.0000% | $1000000.00        | $28753.70          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORT ADJUSTABLE RATE   | 2055-08-01      | 5.1870%  | 0.0000% | $1024.00           | $1021.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZI5524                | 2036-12-01      | 5.0000%  | 0.0000% | $3160578.00        | $33719.21          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLZI6848                | 2037-12-01      | 6.5000%  | 0.0000% | $1656.00           | $12.40             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLZI6885                | 2037-12-01      | 6.5000%  | 0.0000% | $1023.00           | $6.18              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZJ0672                | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $76.45             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL3959                | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $177.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL6396                | 2043-07-01      | 3.0000%  | 0.0000% | $832929.00         | $114143.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL7950                | 2044-04-01      | 4.5000%  | 0.0000% | $300000.00         | $45786.60          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZM2507                | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $325.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM2827                | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $274.44            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZA2691                | 2027-03-01      | 2.5000%  | 0.0000% | $1000.00           | $10.91             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZA2279                | 2032-10-01      | 3.0000%  | 0.0000% | $1000.00           | $92.03             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZA4209                | 2043-04-01      | 3.0000%  | 0.0000% | $2364622.00        | $438991.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZA5565                | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $221.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLZS0625                | 2032-04-01      | 7.0000%  | 0.0000% | $1820.00           | $1.42              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS3514                | 2042-06-01      | 4.0000%  | 0.0000% | $2000.00           | $221.74            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZS3941                | 2041-12-01      | 5.0000%  | 0.0000% | $1003.00           | $73.70             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZS4010                | 2041-06-01      | 5.0000%  | 0.0000% | $511998.00         | $42279.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS9651                | 2041-10-01      | 4.5000%  | 0.0000% | $1000.00           | $124.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0142                | 2047-09-01      | 3.5000%  | 0.0000% | $1056.00           | $208.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 ZLZT2465                | 2048-07-15      | 4.0000%  | 0.0000% | $1000.00           | $854.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0310                | 2042-08-01      | 2.0000%  | 0.0000% | $1000.00           | $682.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0345                | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $703.93            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0634                | 2042-08-01      | 2.0000%  | 0.0000% | $1000.00           | $815.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0976                | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1554.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1549                | 2052-04-01      | 3.5000%  | 0.0000% | $48173.00          | $33642.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1840                | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $703.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD6491                | 2054-01-01      | 4.0000%  | 0.0000% | $2024.00           | $1766.35           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD6650                | 2054-10-01      | 4.5000%  | 0.0000% | $1024.00           | $938.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8001                | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $90.62             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8055                | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $222.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7383                | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1004.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1087                | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1455.65           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD0789                | 2051-12-01      | 2.0000%  | 0.0000% | $135000.00         | $84606.34          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8172                | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $634.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4693                | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $179.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4677                | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $155.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS4652                | 2046-02-01      | 4.0000%  | 0.0000% | $273797.00         | $26256.81          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8235                | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $739.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZS2016                | 2037-06-01      | 6.0000%  | 0.0000% | $1000.00           | $20.29             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8285                | 2053-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1559.53           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZA2281                | 2032-11-01      | 3.0000%  | 0.0000% | $500000.00         | $47609.54          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZA1383                | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $44.77             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8322                | 2053-05-01      | 4.5000%  | 0.0000% | $1002.00           | $832.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZM2474                | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $284.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM0204                | 2045-09-01      | 3.5000%  | 0.0000% | $410863.00         | $86974.34          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK3541                | 2026-09-01      | 3.0000%  | 0.0000% | $4997684.00        | $18767.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8439                | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $765.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2254                | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $772.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8525                | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $872.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1041                | 2052-06-01      | 3.0000%  | 0.0000% | $138000.00         | $92189.47          | Agency Mortgage-Backed Securities |
| FMAC FKAR 02.770 WNWN0077                | 2040-03-01      | 2.7700%  | 0.0000% | $1000.00           | $799.96            | Agency Mortgage-Backed Securities |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-01-01      | 3.5000%  | 0.0000% | $1001.00           | $177.36            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA6327                | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $173.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0741                | 2051-10-01      | 3.5000%  | 0.0000% | $1000.00           | $532.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD0573                | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $479.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQB3781                | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $552.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB8131                | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $569.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD0520                | 2050-12-01      | 4.0000%  | 0.0000% | $1000.00           | $368.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD0507                | 2045-09-01      | 4.0000%  | 0.0000% | $1001.00           | $438.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE2376                | 2052-05-01      | 5.0000%  | 0.0000% | $1999.00           | $1384.71           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD0783                | 2051-12-01      | 2.0000%  | 0.0000% | $329000.00         | $209418.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZT0714                | 2048-10-01      | 5.0000%  | 0.0000% | $1000.00           | $93.56             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE4069                | 2052-06-01      | 5.0000%  | 0.0000% | $1001.00           | $868.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE9625                | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $777.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF1317                | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $779.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQF3340                | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $724.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF6185                | 2053-01-01      | 5.0000%  | 0.0000% | $31615.00          | $24570.04          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF6228                | 2053-01-01      | 6.5000%  | 0.0000% | $1004.00           | $708.38            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0537                | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $265.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF6754                | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $764.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7655                | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $872.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQF9466                | 2053-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1591.65           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG3333                | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1629.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8206                | 2052-04-01      | 3.0000%  | 0.0000% | $8839.00           | $6224.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG6002                | 2053-07-01      | 5.5000%  | 0.0000% | $1006.00           | $954.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8160                | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $622.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG8415                | 2053-08-01      | 5.5000%  | 0.0000% | $2048.00           | $1706.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD7572                | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $799.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH5807                | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $670.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7509                | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $343.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ6848                | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.71           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ7474                | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.03           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ9556                | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $967.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ9717                | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $871.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7507                | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $366.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3086                | 2050-07-01      | 2.5000%  | 0.0000% | $180000.00         | $58917.81          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2355                | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $738.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8167                | 2051-09-01      | 2.5000%  | 0.0000% | $1002.00           | $614.93            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA4986                | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1110.28           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA5077                | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $589.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA8791                | 2050-04-01      | 3.5000%  | 0.0000% | $600000.00         | $164963.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7186                | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $710.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6332                | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $623.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6694                | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $651.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1739                | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $785.94            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8177                | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $641.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8417                | 2053-01-01      | 6.0000%  | 0.0000% | $1378784.00        | $1054535.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9268                | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $864.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8232                | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $724.38            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI1404                | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1857.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI7271                | 2054-06-01      | 6.5000%  | 0.0000% | $1260002.00        | $593686.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.0000%  | 0.0000% | $71057.00          | $73603.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $80827.00          | $79713.24          | Agency Mortgage-Backed Securities |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2044-02-01      | 6.4650%  | 0.0000% | $1000.00           | $967.13            | Agency Mortgage-Backed Securities |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2049-11-01      | 6.4730%  | 0.0000% | $5045013.00        | $4578322.61        | Agency Mortgage-Backed Securities |
| FNMA MNMS 02.625 MLBS1658                | 2051-06-01      | 2.6250%  | 0.0000% | $1511.00           | $1070.76           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS2027                | 2033-06-01      | 2.0700%  | 0.0000% | $1156.00           | $983.00            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4671                | 2046-08-01      | 3.0000%  | 0.0000% | $358994.00         | $56212.83          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8242                | 2052-09-01      | 3.0000%  | 0.0000% | $1201309.00        | $889087.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX0203                | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $875.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX0402                | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $930.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX5425                | 2055-02-01      | 5.0000%  | 0.0000% | $1010.00           | $932.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7218                | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.45           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7893                | 2055-03-01      | 6.0000%  | 0.0000% | $13345012.00       | $11410659.91       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX8624                | 2055-03-01      | 6.5000%  | 0.0000% | $1041.00           | $876.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY0133                | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $900.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY1251                | 2055-04-01      | 5.5000%  | 0.0000% | $1001.00           | $918.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY2581                | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $825.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY2751                | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $932.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY2981                | 2055-05-01      | 5.5000%  | 0.0000% | $1032.00           | $1032.16           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY3277                | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.84           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4748                | 2055-05-01      | 5.5000%  | 0.0000% | $1001.00           | $1011.74           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY5689                | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $993.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6935                | 2055-06-01      | 6.0000%  | 0.0000% | $1005.00           | $1023.33           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9676                | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ0852                | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ0889                | 2055-08-01      | 6.0000%  | 0.0000% | $1001.00           | $1029.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8320                | 2053-02-01      | 3.0000%  | 0.0000% | $50000.00          | $39334.29          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8295                | 2053-02-01      | 3.0000%  | 0.0000% | $1000.00           | $769.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8508                | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $775.73            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD4051                | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1678.44           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB3535                | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $526.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC0406                | 2051-04-01      | 2.5000%  | 0.0000% | $1085.00           | $647.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC0570                | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1083.46           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE2559                | 2047-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1570.36           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQG7176                | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $783.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8267                | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1599.95           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8362                | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $846.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8432                | 2054-05-01      | 6.0000%  | 0.0000% | $1001.00           | $751.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH4878                | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $933.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ6388                | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1466.57           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA1573                | 2049-10-01      | 3.5000%  | 0.0000% | $152844.00         | $40611.60          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA3404                | 2050-08-01      | 2.0000%  | 0.0000% | $38504.00          | $19230.33          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA3723                | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $497.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5714                | 2052-03-01      | 2.0000%  | 0.0000% | $11756.00          | $7345.19           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA7574                | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $739.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8248                | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $821.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CTRB5161                | 2042-06-01      | 2.5000%  | 0.0000% | $129000.00         | $93493.57          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE4036                | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $748.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF7077                | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $622.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG3754                | 2053-05-01      | 5.5000%  | 0.0000% | $682870.00         | $554580.05         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HLBS2162                | 2051-06-01      | 2.5900%  | 0.0000% | $320697.00         | $227716.18         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX H2BZ3837                | 2033-03-01      | 5.2100%  | 0.0000% | $1010.00           | $1058.04           | Agency Mortgage-Backed Securities |

### Security 3: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 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: BYDVC3WW8, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 06399G001_4.08_1201
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 4.7700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND | 2052-05-15      | 2.8750%  | 0.0000% | $45259700.00       | $32805247.03       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2055-08-15      | 4.7500%  | 0.0000% | $57261300.00       | $58994770.71       | U.S. Treasuries (including strips) |

### Security 4: 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: BYDVC3X80, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 08699B005_4.08_1201
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 4.7700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-09-30      | 3.6250%  | 0.0000% | $91065500.00       | $91800005.80       | U.S. Treasuries (including strips) |

### Security 5: 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: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6548055.21
- **C.18.a - Value (excl. sponsor support):** $6548055.21
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: 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: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3761013.88
- **C.18.a - Value (excl. sponsor support):** $3761013.88
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: 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: 3130B6E69, C.4 - ISIN: US3130B6E699, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4600000.60
- **C.18.a - Value (excl. sponsor support):** $4600000.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SM9, C.4 - ISIN: US3130B6SM94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2689977.78
- **C.18.a - Value (excl. sponsor support):** $2689977.78
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SX5, C.4 - ISIN: US3130B6SX59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $899990.81
- **C.18.a - Value (excl. sponsor support):** $899990.81
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6T71, C.4 - ISIN: US3130B6T713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2254978.40
- **C.18.a - Value (excl. sponsor support):** $2254978.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TK2, C.4 - ISIN: US3130B6TK20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6279909.25
- **C.18.a - Value (excl. sponsor support):** $6279909.25
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: 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: 3130B6TL0, C.4 - ISIN: US3130B6TL03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2239982.08
- **C.18.a - Value (excl. sponsor support):** $2239982.08
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6UT1, C.4 - ISIN: US3130B6UT10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4449945.04
- **C.18.a - Value (excl. sponsor support):** $4449945.04
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-24
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6VB9, C.4 - ISIN: US3130B6VB92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6464909.17
- **C.18.a - Value (excl. sponsor support):** $6464909.17
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YX8, C.4 - ISIN: US3130B6YX85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8724849.93
- **C.18.a - Value (excl. sponsor support):** $8724849.93
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: 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: 3130B75U4, C.4 - ISIN: US3130B75U42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4299970.07
- **C.18.a - Value (excl. sponsor support):** $4299970.07
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: 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: 3130B7DB7, C.4 - ISIN: US3130B7DB77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4314997.15
- **C.18.a - Value (excl. sponsor support):** $4314997.15
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: 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: 3130B7DF8, C.4 - ISIN: US3130B7DF81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6474991.00
- **C.18.a - Value (excl. sponsor support):** $6474991.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7J21, C.4 - ISIN: US3130B7J217, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4500288.81
- **C.18.a - Value (excl. sponsor support):** $4500288.81
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KF0, C.4 - ISIN: US3130B7KF09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4469439.46
- **C.18.a - Value (excl. sponsor support):** $4469439.46
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 3130B7TB0, C.4 - ISIN: US3130B7TB04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4885177.13
- **C.18.a - Value (excl. sponsor support):** $4885177.13
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: 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: 3130B7XL3, C.4 - ISIN: US3130B7XL30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3310202.71
- **C.18.a - Value (excl. sponsor support):** $3310202.71
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: 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: 3130B7ZT4, C.4 - ISIN: US3130B7ZT48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4399920.00
- **C.18.a - Value (excl. sponsor support):** $4399920.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87K2, C.4 - ISIN: US3130B87K24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1999985.64
- **C.18.a - Value (excl. sponsor support):** $1999985.64
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: 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: 3130B87L0, C.4 - ISIN: US3130B87L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $899977.07
- **C.18.a - Value (excl. sponsor support):** $899977.07
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: 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: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1999986.44
- **C.18.a - Value (excl. sponsor support):** $1999986.44
- **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):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EX6, C.4 - ISIN: US3130B8EX61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2224969.50
- **C.18.a - Value (excl. sponsor support):** $2224969.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: 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: 3130B8EY4, C.4 - ISIN: US3130B8EY45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2199995.03
- **C.18.a - Value (excl. sponsor support):** $2199995.03
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F56, C.4 - ISIN: US3130B8F569, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4889925.72
- **C.18.a - Value (excl. sponsor support):** $4889925.72
- **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):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: 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: 3130B8F64, C.4 - ISIN: US3130B8F643, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4399984.24
- **C.18.a - Value (excl. sponsor support):** $4399984.24
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: 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: 3130B8LF7, C.4 - ISIN: US3130B8LF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2775000.00
- **C.18.a - Value (excl. sponsor support):** $2775000.00
- **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):** 2027-05-17
- **C.13 - Final Legal Maturity Date:** 2027-05-17
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: 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: 3130B8M74, C.4 - ISIN: US3130B8M748, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4360000.00
- **C.18.a - Value (excl. sponsor support):** $4360000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: 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: 3130B8ME9, C.4 - ISIN: US3130B8ME98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4360000.00
- **C.18.a - Value (excl. sponsor support):** $4360000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MR0, C.4 - ISIN: US3130B8MR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2169998.22
- **C.18.a - Value (excl. sponsor support):** $2169998.22
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: 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: 3130B8NE8, C.4 - ISIN: US3130B8NE89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2199995.45
- **C.18.a - Value (excl. sponsor support):** $2199995.45
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: 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: 3130B8NG3, C.4 - ISIN: US3130B8NG38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2199996.39
- **C.18.a - Value (excl. sponsor support):** $2199996.39
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: 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: 3130B8NY4, C.4 - ISIN: US3130B8NY44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2184999.02
- **C.18.a - Value (excl. sponsor support):** $2184999.02
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: 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: 3130B8NZ1, C.4 - ISIN: US3130B8NZ19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15264960.61
- **C.18.a - Value (excl. sponsor support):** $15264960.61
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PH9, C.4 - ISIN: US3130B8PH92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6545000.00
- **C.18.a - Value (excl. sponsor support):** $6545000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: 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: 3130B8PK2, C.4 - ISIN: US3130B8PK22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4359997.25
- **C.18.a - Value (excl. sponsor support):** $4359997.25
- **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):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4805000.00
- **C.18.a - Value (excl. sponsor support):** $4805000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: 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: 3130B8Q88, C.4 - ISIN: US3130B8Q889, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2174998.24
- **C.18.a - Value (excl. sponsor support):** $2174998.24
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QE5, C.4 - ISIN: US3130B8QE52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2175000.00
- **C.18.a - Value (excl. sponsor support):** $2175000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: 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: 3130B8QF2, C.4 - ISIN: US3130B8QF28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4350000.00
- **C.18.a - Value (excl. sponsor support):** $4350000.00
- **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):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QJ0, C.4 - ISIN: US313313QJ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $898846.25
- **C.18.a - Value (excl. sponsor support):** $898846.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5528527.60
- **C.18.a - Value (excl. sponsor support):** $5528527.60
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.4 - ISIN: US313385SQ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3481955.18
- **C.18.a - Value (excl. sponsor support):** $3481955.18
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TA4, C.4 - ISIN: US313385TA41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2181667.90
- **C.18.a - Value (excl. sponsor support):** $2181667.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 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):** $1001852.32
- **C.18.a - Value (excl. sponsor support):** $1001852.32
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2341098.28
- **C.18.a - Value (excl. sponsor support):** $2341098.28
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 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):** $1200770.26
- **C.18.a - Value (excl. sponsor support):** $1200770.26
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1100719.96
- **C.18.a - Value (excl. sponsor support):** $1100719.96
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13635950.51
- **C.18.a - Value (excl. sponsor support):** $13635950.51
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.045400%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXT3, C.4 - ISIN: US3133ERXT31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7404089.68
- **C.18.a - Value (excl. sponsor support):** $7404089.68
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.115000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1711413.42
- **C.18.a - Value (excl. sponsor support):** $1711413.42
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ57, C.4 - ISIN: US3133ETJ574, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11611432.46
- **C.18.a - Value (excl. sponsor support):** $11611432.46
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $963392.64
- **C.18.a - Value (excl. sponsor support):** $963392.64
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNT0, C.4 - ISIN: US3133ETNT07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4298746.72
- **C.18.a - Value (excl. sponsor support):** $4298746.72
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.115000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR33, C.4 - ISIN: US3133ETR338, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18429983.78
- **C.18.a - Value (excl. sponsor support):** $18429983.78
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.095000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR66, C.4 - ISIN: US3133ETR668, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3410033.04
- **C.18.a - Value (excl. sponsor support):** $3410033.04
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUZ8, C.4 - ISIN: US3133ETUZ83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1653096.73
- **C.18.a - Value (excl. sponsor support):** $1653096.73
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.085000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX28, C.4 - ISIN: US3133ETX286, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $693998.92
- **C.18.a - Value (excl. sponsor support):** $693998.92
- **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):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 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):** $1840000.00
- **C.18.a - Value (excl. sponsor support):** $1840000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY35, C.4 - ISIN: US3133ETY359, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5110000.00
- **C.18.a - Value (excl. sponsor support):** $5110000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 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):** $4302778.79
- **C.18.a - Value (excl. sponsor support):** $4302778.79
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 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):** $3401868.74
- **C.18.a - Value (excl. sponsor support):** $3401868.74
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 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):** $2999638.53
- **C.18.a - Value (excl. sponsor support):** $2999638.53
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 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):** $13115143.70
- **C.18.a - Value (excl. sponsor support):** $13115143.70
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 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):** $4304046.25
- **C.18.a - Value (excl. sponsor support):** $4304046.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 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):** $5413278.31
- **C.18.a - Value (excl. sponsor support):** $5413278.31
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 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):** $6505352.04
- **C.18.a - Value (excl. sponsor support):** $6505352.04
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 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):** $5712433.03
- **C.18.a - Value (excl. sponsor support):** $5712433.03
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. 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: BYDVC3Y55, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 38399H002_4.09_1201
- **C.18 - Value (incl. sponsor support):** $106000000.00
- **C.18.a - Value (excl. sponsor support):** $106000000.00
- **C.19 - Percentage of Net Assets:** 5.6200%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2042-10-20      | 4.0000%  | 0.0000% | $710000.00         | $68265.21          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-05-20      | 5.0000%  | 0.0000% | $18779296.00       | $2653889.94        | Agency Mortgage-Backed Securities |
| GNMA TYPE II                             | 2065-08-20      | 2.5000%  | 0.0000% | $385724.00         | $319823.09         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 5.5000%  | 0.0000% | $1815558.00        | $1877170.55        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.0000%  | 0.0000% | $111276913.00      | $103200851.79      | Agency Mortgage-Backed Securities |

### Security 74: State Street Institutional U.S. Government Money Market Fund

- **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: N/A
- **C.18 - Value (incl. sponsor support):** $883574.92
- **C.18.a - Value (excl. sponsor support):** $883574.92
- **C.19 - Percentage of Net Assets:** 0.0500%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AAAmmf; Moody's Investors Service, Inc.: AAA-mf; Standard and Poor's Ratings Services: AAAm
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 75: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD 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: BYDVC3YY2, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 86799N004_4.09_1201
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 5.8300%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2042-08-25      | 1.8737%  | 0.0000% | $99505671.00       | $445416.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2042-09-25      | 1.9137%  | 0.0000% | $73627625.00       | $532535.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2042-10-25      | 2.4137%  | 0.0000% | $62644183.00       | $878310.83         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2044-01-25      | 2.4137%  | 0.0000% | $28500000.00       | $261292.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2044-08-25      | 1.4137%  | 0.0000% | $140006700.00      | $1115996.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2046-07-25      | 1.8137%  | 0.0000% | $45937064.00       | $1241269.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2048-05-25      | 2.0137%  | 0.0000% | $29650692.00       | $553633.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2048-10-25      | 1.9637%  | 0.0000% | $52540009.00       | $797466.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2049-04-25      | 1.9137%  | 0.0000% | $7185386.00        | $201456.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2049-05-25      | 1.8637%  | 0.0000% | $18854000.00       | $482733.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2052-02-25      | 0.0000%  | 0.0000% | $108674287.00      | $442633.23         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2054-10-20      | 1.4211%  | 0.0000% | $60000000.00       | $2916058.98        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2054-10-20      | 1.4011%  | 0.0000% | $100000000.00      | $4611313.18        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2054-11-20      | 2.5011%  | 0.0000% | $7629641.00        | $509427.05         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2054-10-20      | 1.4011%  | 0.0000% | $34493453.00       | $2002429.49        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2054-10-20      | 1.3511%  | 0.0000% | $81863342.00       | $4082484.03        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2054-12-20      | 1.8011%  | 0.0000% | $28950646.00       | $1726128.52        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2054-12-20      | 2.5511%  | 0.0000% | $18058427.00       | $1129077.24        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2055-01-20      | 1.8611%  | 0.0000% | $40532251.00       | $3339005.24        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2055-01-20      | 2.4811%  | 0.0000% | $2000000.00        | $117565.80         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2053-11-20      | 2.5011%  | 0.0000% | $10436638.00       | $332639.18         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 1.7011%  | 0.0000% | $18252054.00       | $1395465.39        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2055-10-20      | 2.5011%  | 0.0000% | $50000000.00       | $5257191.56        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2055-11-20      | 1.3000%  | 0.0000% | $22347333.00       | $1230173.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2052-04-25      | 1.5282%  | 0.0000% | $27333210.00       | $1811067.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2052-09-25      | 1.2782%  | 0.0000% | $62266137.00       | $1507879.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2053-05-25      | 2.0782%  | 0.0000% | $46604333.00       | $2352819.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2052-11-25      | 0.6782%  | 0.0000% | $200000000.00      | $4977989.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2053-04-25      | 1.8282%  | 0.0000% | $22999070.00       | $1024702.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2053-03-25      | 2.1782%  | 0.0000% | $24467016.00       | $1603211.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2054-03-25      | 1.7282%  | 0.0000% | $2000000.00        | $71564.97          | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2054-03-25      | 0.3000%  | 0.0000% | $50789332.00       | $266076.06         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2054-03-25      | 0.2500%  | 0.0000% | $32430344.00       | $132842.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2054-03-25      | 1.6282%  | 0.0000% | $27000000.00       | $912329.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2053-08-25      | 2.5782%  | 0.0000% | $25000000.00       | $1757774.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2054-01-25      | 2.3282%  | 0.0000% | $14900000.00       | $687043.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2053-07-25      | 1.0282%  | 0.0000% | $51478488.00       | $1856293.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2053-10-25      | 1.5782%  | 0.0000% | $94773536.00       | $3648568.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2053-11-25      | 1.2782%  | 0.0000% | $70107946.00       | $2260764.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2053-11-25      | 1.9282%  | 0.0000% | $138871292.00      | $3935055.99        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2054-04-20      | 1.3511%  | 0.0000% | $133289522.00      | $5123703.00        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2064-05-20      | 1.1011%  | 0.0000% | $200000000.00      | $2435025.12        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2054-06-20      | 3.1511%  | 0.0000% | $42708333.00       | $3473743.30        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2053-08-20      | 0.1500%  | 0.0000% | $84905919.00       | $147170.34         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2054-08-20      | 2.1011%  | 0.0000% | $31904761.00       | $2814586.27        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2054-07-20      | 2.5011%  | 0.0000% | $14883076.00       | $1050749.33        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2054-08-20      | 2.5511%  | 0.0000% | $30000000.00       | $3488789.59        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2054-09-20      | 1.7911%  | 0.0000% | $100000000.00      | $5289039.88        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2052-11-20      | 0.4511%  | 0.0000% | $18653942.00       | $392427.58         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2054-11-20      | 1.9011%  | 0.0000% | $19535580.00       | $1266649.27        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2055-11-20      | 3.0162%  | 0.0000% | $30000000.00       | $3113768.07        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2055-11-20      | 1.9300%  | 0.0000% | $58629333.00       | $6620886.80        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2055-11-20      | 1.2960%  | 0.0000% | $68439500.00       | $4553348.37        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2055-11-20      | 1.8132%  | 0.0000% | $102855464.00      | $11322425.48       | Agency Collateralized Mortgage Obligation |

### Security 76: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $31113669.93
- **C.18.a - Value (excl. sponsor support):** $31113669.93
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1690723.73
- **C.18.a - Value (excl. sponsor support):** $1690723.73
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4461932.24
- **C.18.a - Value (excl. sponsor support):** $4461932.24
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18833381.48
- **C.18.a - Value (excl. sponsor support):** $18833381.48
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $20547513.91
- **C.18.a - Value (excl. sponsor support):** $20547513.91
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15386842.24
- **C.18.a - Value (excl. sponsor support):** $15386842.24
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $13651691.56
- **C.18.a - Value (excl. sponsor support):** $13651691.56
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4005639.13
- **C.18.a - Value (excl. sponsor support):** $4005639.13
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $27770649.50
- **C.18.a - Value (excl. sponsor support):** $27770649.50
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17625185.44
- **C.18.a - Value (excl. sponsor support):** $17625185.44
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1657773.83
- **C.18.a - Value (excl. sponsor support):** $1657773.83
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1375445.64
- **C.18.a - Value (excl. sponsor support):** $1375445.64
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3577523.94
- **C.18.a - Value (excl. sponsor support):** $3577523.94
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $23585943.40
- **C.18.a - Value (excl. sponsor support):** $23585943.40
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18133822.10
- **C.18.a - Value (excl. sponsor support):** $18133822.10
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $32449941.55
- **C.18.a - Value (excl. sponsor support):** $32449941.55
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $23800307.07
- **C.18.a - Value (excl. sponsor support):** $23800307.07
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12253206.20
- **C.18.a - Value (excl. sponsor support):** $12253206.20
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $58791812.78
- **C.18.a - Value (excl. sponsor support):** $58791812.78
- **C.19 - Percentage of Net Assets:** 3.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34758925.26
- **C.18.a - Value (excl. sponsor support):** $34758925.26
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $20865598.86
- **C.18.a - Value (excl. sponsor support):** $20865598.86
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $31615994.36
- **C.18.a - Value (excl. sponsor support):** $31615994.36
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18359492.36
- **C.18.a - Value (excl. sponsor support):** $18359492.36
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3334180.07
- **C.18.a - Value (excl. sponsor support):** $3334180.07
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7497045.94
- **C.18.a - Value (excl. sponsor support):** $7497045.94
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6448747.01
- **C.18.a - Value (excl. sponsor support):** $6448747.01
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $28915587.00
- **C.18.a - Value (excl. sponsor support):** $28915587.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10883873.79
- **C.18.a - Value (excl. sponsor support):** $10883873.79
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18802116.02
- **C.18.a - Value (excl. sponsor support):** $18802116.02
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $33538757.52
- **C.18.a - Value (excl. sponsor support):** $33538757.52
- **C.19 - Percentage of Net Assets:** 1.7800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $20564996.36
- **C.18.a - Value (excl. sponsor support):** $20564996.36
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3123828.28
- **C.18.a - Value (excl. sponsor support):** $3123828.28
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10349124.71
- **C.18.a - Value (excl. sponsor support):** $10349124.71
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $28889778.06
- **C.18.a - Value (excl. sponsor support):** $28889778.06
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $21524513.08
- **C.18.a - Value (excl. sponsor support):** $21524513.08
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $661688.96
- **C.18.a - Value (excl. sponsor support):** $661688.96
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5382443.06
- **C.18.a - Value (excl. sponsor support):** $5382443.06
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18894567.09
- **C.18.a - Value (excl. sponsor support):** $18894567.09
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $1014041.36
- **C.18.a - Value (excl. sponsor support):** $1014041.36
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $2842152.02
- **C.18.a - Value (excl. sponsor support):** $2842152.02
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $800000.00
- **C.18.a - Value (excl. sponsor support):** $800000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $1465876.15
- **C.18.a - Value (excl. sponsor support):** $1465876.15
- **C.19 - Percentage of Net Assets:** 0.0800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $342945.09
- **C.18.a - Value (excl. sponsor support):** $342945.09
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $1190104.69
- **C.18.a - Value (excl. sponsor support):** $1190104.69
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $18119001.65
- **C.18.a - Value (excl. sponsor support):** $18119001.65
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $895091.64
- **C.18.a - Value (excl. sponsor support):** $895091.64
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $2255755.04
- **C.18.a - Value (excl. sponsor support):** $2255755.04
- **C.19 - Percentage of Net Assets:** 0.1200%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $14681066.94
- **C.18.a - Value (excl. sponsor support):** $14681066.94
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $1402381.64
- **C.18.a - Value (excl. sponsor support):** $1402381.64
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $22500511.65
- **C.18.a - Value (excl. sponsor support):** $22500511.65
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $6632329.70
- **C.18.a - Value (excl. sponsor support):** $6632329.70
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $14491719.24
- **C.18.a - Value (excl. sponsor support):** $14491719.24
- **C.19 - Percentage of Net Assets:** 0.7700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $868460.00
- **C.18.a - Value (excl. sponsor support):** $868460.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $28937531.05
- **C.18.a - Value (excl. sponsor support):** $28937531.05
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $671893.18
- **C.18.a - Value (excl. sponsor support):** $671893.18
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $45994550.43
- **C.18.a - Value (excl. sponsor support):** $45994550.43
- **C.19 - Percentage of Net Assets:** 2.4400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.021800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14122663.73
- **C.18.a - Value (excl. sponsor support):** $14122663.73
- **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):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: 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: BYDVC3YJ5, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: 922FHB000_4.09_1201
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 5.3000%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note          | 2028-10-15      | 3.5000%  | 0.0000% | $4633500.00        | $4655651.69        | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE | 2027-10-31      | 4.0218%  | 0.0000% | $97014400.00       | $97344410.36       | U.S. Treasuries (including strips) |

### Security 134: Natixis SA

- **C.1 - Title:** Natixis 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: BYDVC3YN6, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 931QKF002_4.08_1201
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 4.5100%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $66.50             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $94.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 1.6250%  | 0.0000% | $4999200.00        | $4701110.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.7500%  | 0.0000% | $400.00            | $394.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 1.5000%  | 0.0000% | $700.00            | $647.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $17164000.00       | $16390054.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $21330000.00       | $20982316.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $23599200.00       | $23513001.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $11101700.00       | $11364201.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 4.0000%  | 0.0000% | $904800.00         | $933298.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $1574800.00        | $1624503.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $5791500.00        | $6010952.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $1168600.00        | $1178739.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $500.00            | $521.12            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Lincoln Variable Insurance Products Trust

**Date:** 2025-12-04

**By:** Hoffmayer, James

**Name of Signing Officer:** Hoffmayer, James

**Title of Signing Officer:** VP