# EDGAR Filing Document

**Accession Number:** 0001272950
**File Stem:** 0001193125-26-257268
**Filing Date:** 2026-6
**Character Count:** 440754
**Document Hash:** 74857829a74da02ab596aab46bb28fd5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-257268.hdr.sgml**: 20260604

**ACCESSION NUMBER**: 0001193125-26-257268

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260529

**FILED AS OF DATE**: 20260604

**DATE AS OF CHANGE**: 20260604

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21475
- **FILM NUMBER:** 261064680

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-29

**Registrant Full Name:** RBC Funds Trust

**CIK Number of Registrant:** 0001272950

**LEI of Registrant:** 549300456VUEP58RCU35

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

**LEI of Series:** 54930052Y1FH4FTCFW93

**EDGAR Series Identifier:** S000001806

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

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

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

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

### Service Providers
| Role                          | Details                                                      | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | RBC Global Asset Management (U.S.) Inc.                      | 801-20303         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Minneapolis<br>State: MN |  |
| Administrator                 | RBC Global Asset Management (U.S.) Inc.                      |  |
| Transfer Agent                | US Bank Global Fund Services<br>CIK: 0001094770              | 085-11357         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 42 days

- **WAL:** 101 days

- **Total Value of Portfolio Securities:** $18193362419.80

- **Amortized Cost of Portfolio Securities:** $18197340364.84

- **Cash:** $0.00

- **Total Other Assets:** $50681192.37

- **Total Liabilities:** $59111845.50

- **Net Assets of Series:** $18188909711.71

- **Number of Shares Outstanding (Series):** 18189108219.6030

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $11769717591.71           | $13791882828.87            | 62.5100%                  | 73.2500%                   |
| 2026-05-04 | $12371741030.23           | $14503244648.21            | 63.6800%                  | 74.6500%                   |
| 2026-05-05 | $12265496264.92           | $14282084208.34            | 63.7700%                  | 74.2600%                   |
| 2026-05-06 | $13718083306.32           | $14634744043.25            | 70.0400%                  | 74.7200%                   |
| 2026-05-07 | $12348843944.76           | $14365577475.18            | 63.9300%                  | 74.3700%                   |
| 2026-05-08 | $11701823552.90           | $13718775463.81            | 62.6600%                  | 73.4600%                   |
| 2026-05-11 | $13048136708.43           | $15164581246.17            | 65.1800%                  | 75.7500%                   |
| 2026-05-12 | $12949885743.20           | $15066412907.78            | 64.6900%                  | 75.2600%                   |
| 2026-05-13 | $13923001178.72           | $14939610970.12            | 69.9900%                  | 75.1000%                   |
| 2026-05-14 | $13085057299.39           | $15201749717.63            | 64.9200%                  | 75.4200%                   |
| 2026-05-15 | $13052200084.19           | $15268645382.92            | 64.8600%                  | 75.8700%                   |
| 2026-05-18 | $12917775519.36           | $15306736353.03            | 64.3100%                  | 76.2100%                   |
| 2026-05-19 | $12917456866.96           | $15306518066.45            | 64.3100%                  | 76.2000%                   |
| 2026-05-20 | $13362616262.19           | $14651777827.50            | 68.7600%                  | 75.4000%                   |
| 2026-05-21 | $11984073813.96           | $14173335745.10            | 63.2300%                  | 74.7800%                   |
| 2026-05-22 | $11887411916.34           | $14077035121.88            | 63.0200%                  | 74.6300%                   |
| 2026-05-26 | $12150450059.05           | $14369748125.79            | 64.0100%                  | 75.7000%                   |
| 2026-05-27 | $13050280235.51           | $14269672056.80            | 69.4800%                  | 75.9700%                   |
| 2026-05-28 | $11873720047.80           | $14193205623.64            | 63.4700%                  | 75.8700%                   |
| 2026-05-29 | $11410676178.17           | $13830443017.64            | 62.5300%                  | 75.7900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7100%             |
| 2026-05-04 | 3.7100%             |
| 2026-05-05 | 3.7000%             |
| 2026-05-06 | 3.7000%             |
| 2026-05-07 | 3.6900%             |
| 2026-05-08 | 3.6800%             |
| 2026-05-11 | 3.6800%             |
| 2026-05-12 | 3.6800%             |
| 2026-05-13 | 3.6800%             |
| 2026-05-14 | 3.6800%             |
| 2026-05-15 | 3.6800%             |
| 2026-05-18 | 3.6500%             |
| 2026-05-19 | 3.6500%             |
| 2026-05-20 | 3.6400%             |
| 2026-05-21 | 3.6400%             |
| 2026-05-22 | 3.6300%             |
| 2026-05-26 | 3.6400%             |
| 2026-05-27 | 3.6500%             |
| 2026-05-28 | 3.6600%             |
| 2026-05-29 | 3.6800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.9999                      |
|  |  |
| 2026-05-04 | 0.9999                      |
|  |  |
| 2026-05-05 | 0.9999                      |
|  |  |
| 2026-05-06 | 0.9999                      |
|  |  |
| 2026-05-07 | 0.9999                      |
|  |  |
| 2026-05-08 | 0.9999                      |
|  |  |
| 2026-05-11 | 0.9999                      |
|  |  |
| 2026-05-12 | 0.9999                      |
|  |  |
| 2026-05-13 | 0.9999                      |
|  |  |
| 2026-05-14 | 0.9999                      |
|  |  |
| 2026-05-15 | 0.9998                      |
|  |  |
| 2026-05-18 | 0.9998                      |
|  |  |
| 2026-05-19 | 0.9998                      |
|  |  |
| 2026-05-20 | 0.9998                      |
|  |  |
| 2026-05-21 | 0.9998                      |
|  |  |
| 2026-05-22 | 0.9998                      |
|  |  |
| 2026-05-26 | 0.9998                      |
|  |  |
| 2026-05-27 | 0.9998                      |
|  |  |
| 2026-05-28 | 0.9998                      |
|  |  |
| 2026-05-29 | 0.9998                      |
|  |  |

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

### Class: Institutional Class 1

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $12681382184.50

- **Number of Shares Outstanding:** 12681623197.8830

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9998          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9997          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $396835479.09             | $979481409.59           |
| 2026-05-04 | $825310761.79             | $284273202.57           |
| 2026-05-05 | $189482062.64             | $397499073.17           |
| 2026-05-06 | $750543217.71             | $391786056.17           |
| 2026-05-07 | $326249328.88             | $583485300.03           |
| 2026-05-08 | $479369247.67             | $1119661825.24          |
| 2026-05-11 | $1434478390.68            | $99216327.68            |
| 2026-05-12 | $187593289.10             | $265619888.70           |
| 2026-05-13 | $144376958.87             | $324077854.85           |
| 2026-05-14 | $673253149.45             | $306247491.34           |
| 2026-05-15 | $691834254.11             | $823148830.46           |
| 2026-05-18 | $424747562.67             | $488802671.80           |
| 2026-05-19 | $361270158.07             | $404245951.39           |
| 2026-05-20 | $170403044.91             | $774632619.58           |
| 2026-05-21 | $222955404.73             | $723658172.59           |
| 2026-05-22 | $194733347.63             | $305459027.75           |
| 2026-05-26 | $508593895.73             | $648350729.99           |
| 2026-05-27 | $457661321.91             | $551675859.06           |
| 2026-05-28 | $549111430.86             | $508504469.50           |
| 2026-05-29 | $578448836.28             | $1126840939.06          |

**Total Gross Subscriptions (Month):** $9567251142.78

**Total Gross Redemptions (Month):** $11106667700.52

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5800%           |
| 2026-05-04 | 3.5700%           |
| 2026-05-05 | 3.5700%           |
| 2026-05-06 | 3.5600%           |
| 2026-05-07 | 3.5600%           |
| 2026-05-08 | 3.5500%           |
| 2026-05-11 | 3.5400%           |
| 2026-05-12 | 3.5400%           |
| 2026-05-13 | 3.5400%           |
| 2026-05-14 | 3.5400%           |
| 2026-05-15 | 3.5200%           |
| 2026-05-18 | 3.5200%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5100%           |
| 2026-05-21 | 3.5000%           |
| 2026-05-22 | 3.5000%           |
| 2026-05-26 | 3.5000%           |
| 2026-05-27 | 3.5100%           |
| 2026-05-28 | 3.5200%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 17.7400%         | 0.0000%              |
| Broker-dealer                                       |  | 8.5200%          | 0.0000%              |
| Broker-dealer                                       |  | 8.3200%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.9400%          | 0.0000%              |

### Class: Institutional Class 2

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3377304320.64

- **Number of Shares Outstanding:** 3377246452.9100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $10114707.82              | $0.00                   |
| 2026-05-04 | $45478979.56              | $0.00                   |
| 2026-05-05 | $0.00                     | $9928754.72             |
| 2026-05-06 | $0.00                     | $8647006.25             |
| 2026-05-07 | $0.00                     | $11841310.19            |
| 2026-05-08 | $8535101.15               | $0.00                   |
| 2026-05-11 | $0.00                     | $4477315.05             |
| 2026-05-12 | $18013885.62              | $0.00                   |
| 2026-05-13 | $0.00                     | $15963859.43            |
| 2026-05-14 | $26527745.88              | $2791714.96             |
| 2026-05-15 | $56775053.37              | $0.00                   |
| 2026-05-18 | $15249672.46              | $0.00                   |
| 2026-05-19 | $53114078.06              | $63522817.76            |
| 2026-05-20 | $0.00                     | $3568945.84             |
| 2026-05-21 | $0.00                     | $53329400.63            |
| 2026-05-22 | $0.00                     | $6064390.55             |
| 2026-05-26 | $58466312.92              | $135880.77              |
| 2026-05-27 | $0.00                     | $5873682.15             |
| 2026-05-28 | $0.00                     | $19808177.00            |
| 2026-05-29 | $79868471.09              | $0.00                   |

**Total Gross Subscriptions (Month):** $372144007.93

**Total Gross Redemptions (Month):** $205953255.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4400%           |
| 2026-05-04 | 3.4300%           |
| 2026-05-05 | 3.4300%           |
| 2026-05-06 | 3.4300%           |
| 2026-05-07 | 3.4200%           |
| 2026-05-08 | 3.4100%           |
| 2026-05-11 | 3.4100%           |
| 2026-05-12 | 3.4100%           |
| 2026-05-13 | 3.4100%           |
| 2026-05-14 | 3.4100%           |
| 2026-05-15 | 3.3900%           |
| 2026-05-18 | 3.3800%           |
| 2026-05-19 | 3.3800%           |
| 2026-05-20 | 3.3700%           |
| 2026-05-21 | 3.3600%           |
| 2026-05-22 | 3.3600%           |
| 2026-05-26 | 3.3700%           |
| 2026-05-27 | 3.3800%           |
| 2026-05-28 | 3.3800%           |
| 2026-05-29 | 3.4100%           |

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

### Class: Investor

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $370903763.97

- **Number of Shares Outstanding:** 370946484.7000

- **Expense Reimbursement/Waiver:** 39533.12

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9998          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9997          |
|  |  |
| 2026-05-15 | 0.9997          |
|  |  |
| 2026-05-18 | 0.9997          |
|  |  |
| 2026-05-19 | 0.9997          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9997          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9997          |
|  |  |
| 2026-05-27 | 0.9997          |
|  |  |
| 2026-05-28 | 0.9997          |
|  |  |
| 2026-05-29 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $6271303.06               | $0.00                   |
| 2026-05-04 | $1363363.55               | $0.00                   |
| 2026-05-05 | $1238214.97               | $0.00                   |
| 2026-05-06 | $2699029.77               | $0.00                   |
| 2026-05-07 | $0.00                     | $1579382.56             |
| 2026-05-08 | $1122153.44               | $0.00                   |
| 2026-05-11 | $2385471.59               | $0.00                   |
| 2026-05-12 | $1081693.81               | $0.00                   |
| 2026-05-13 | $0.00                     | $1081020.36             |
| 2026-05-14 | $0.00                     | $3092561.09             |
| 2026-05-15 | $121343.91                | $0.00                   |
| 2026-05-18 | $4599129.55               | $0.00                   |
| 2026-05-19 | $0.00                     | $1716699.46             |
| 2026-05-20 | $0.00                     | $776040.75              |
| 2026-05-21 | $0.00                     | $3784234.21             |
| 2026-05-22 | $0.00                     | $1926255.52             |
| 2026-05-26 | $0.00                     | $326808.38              |
| 2026-05-27 | $784386.73                | $0.00                   |
| 2026-05-28 | $0.00                     | $409461.56              |
| 2026-05-29 | $0.00                     | $3133634.37             |

**Total Gross Subscriptions (Month):** $21666090.38

**Total Gross Redemptions (Month):** $17826098.26

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.7100%           |
| 2026-05-04 | 2.7100%           |
| 2026-05-05 | 2.7000%           |
| 2026-05-06 | 2.7000%           |
| 2026-05-07 | 2.6900%           |
| 2026-05-08 | 2.6800%           |
| 2026-05-11 | 2.6800%           |
| 2026-05-12 | 2.6800%           |
| 2026-05-13 | 2.6800%           |
| 2026-05-14 | 2.6800%           |
| 2026-05-15 | 2.6600%           |
| 2026-05-18 | 2.6500%           |
| 2026-05-19 | 2.6500%           |
| 2026-05-20 | 2.6400%           |
| 2026-05-21 | 2.6400%           |
| 2026-05-22 | 2.6300%           |
| 2026-05-26 | 2.6400%           |
| 2026-05-27 | 2.6500%           |
| 2026-05-28 | 2.6600%           |
| 2026-05-29 | 2.6800%           |

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

### Class: A

- **Minimum Initial Investment:** $250.00

- **Net Assets of Class:** $1759319442.60

- **Number of Shares Outstanding:** 1759292084.1100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $19406071.10              | $9007490.22             |
| 2026-05-04 | $16708137.78              | $6715841.83             |
| 2026-05-05 | $4699944.24               | $10657386.64            |
| 2026-05-06 | $11861319.41              | $12946249.53            |
| 2026-05-07 | $5634056.14               | $5867195.84             |
| 2026-05-08 | $17869784.47              | $9464223.40             |
| 2026-05-11 | $13496483.34              | $4761974.76             |
| 2026-05-12 | $14476207.97              | $7721096.74             |
| 2026-05-13 | $5805098.56               | $10438035.02            |
| 2026-05-14 | $3319240.04               | $5915897.42             |
| 2026-05-15 | $51053332.46              | $10839968.20            |
| 2026-05-18 | $9703267.40               | $6609784.39             |
| 2026-05-19 | $6874281.88               | $4391225.11             |
| 2026-05-20 | $9495054.46               | $5378316.93             |
| 2026-05-21 | $85981528.60              | $9066353.32             |
| 2026-05-22 | $24308429.64              | $4448989.14             |
| 2026-05-26 | $7795325.20               | $6183121.27             |
| 2026-05-27 | $6247979.46               | $8681728.32             |
| 2026-05-28 | $6031920.78               | $4974426.40             |
| 2026-05-29 | $10615035.12              | $2876874.46             |

**Total Gross Subscriptions (Month):** $331382498.05

**Total Gross Redemptions (Month):** $146946178.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4800%           |
| 2026-05-04 | 3.4800%           |
| 2026-05-05 | 3.4700%           |
| 2026-05-06 | 3.4700%           |
| 2026-05-07 | 3.4600%           |
| 2026-05-08 | 3.4500%           |
| 2026-05-11 | 3.4500%           |
| 2026-05-12 | 3.4500%           |
| 2026-05-13 | 3.4500%           |
| 2026-05-14 | 3.4500%           |
| 2026-05-15 | 3.4300%           |
| 2026-05-18 | 3.4200%           |
| 2026-05-19 | 3.4200%           |
| 2026-05-20 | 3.4100%           |
| 2026-05-21 | 3.4000%           |
| 2026-05-22 | 3.4000%           |
| 2026-05-26 | 3.4100%           |
| 2026-05-27 | 3.4200%           |
| 2026-05-28 | 3.4200%           |
| 2026-05-29 | 3.4500%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173115993, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1731159930
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $85976191.00       | $82560211.76       | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 3.0000%  | 0.0000% | $21933019.00       | $19439788.26       | Agency Debentures and Agency Strips |

### Security 2: WELLS FARGO SECURITIES

- **C.1 - Title:** WELLS FARGO SECURITIES 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173155827, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 1731558276
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2029-09-01      | 3.0000%  | 0.0000% | $4400000.00        | $98123.93          | Agency Debentures and Agency Strips |
| FNMA          | 2033-09-01      | 5.0000%  | 0.0000% | $142000.00         | $3418.36           | Agency Debentures and Agency Strips |
| FNMA          | 2034-06-01      | 5.5000%  | 0.0000% | $1260774.00        | $1826.62           | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 7.5000%  | 0.0000% | $448679.00         | $186359.09         | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1553364.00        | $1161061.89        | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $3595146.00        | $3376520.75        | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1968343.00        | $1985056.10        | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1083627.00        | $1101159.50        | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $125985.00         | $94777.82          | Agency Debentures and Agency Strips |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $130000.00         | $34626.68          | Agency Debentures and Agency Strips |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $20000.00          | $2186.48           | Agency Debentures and Agency Strips |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1170000.00        | $191012.26         | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 2.0000%  | 0.0000% | $1030881.00        | $619824.08         | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $8617050.00        | $5920999.96        | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $1758374.00        | $1138641.61        | Agency Debentures and Agency Strips |
| FNMA          | 2037-04-01      | 3.5000%  | 0.0000% | $7000.00           | $3691.13           | Agency Debentures and Agency Strips |
| FNMA          | 2047-06-01      | 3.0000%  | 0.0000% | $15000.00          | $10141.97          | Agency Debentures and Agency Strips |
| FNMA          | 2037-11-01      | 2.5000%  | 0.0000% | $1180736.00        | $752602.72         | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1634000.00        | $1393745.44        | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $16512254.00       | $13434490.39       | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1445864.00        | $1430607.37        | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1401251.00        | $1433498.78        | Agency Debentures and Agency Strips |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $2200000.00        | $847859.58         | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 5.5000%  | 0.0000% | $1243000.00        | $271726.12         | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $240385.00         | $144683.88         | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1700000.00        | $1426328.33        | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $185000.00         | $168252.60         | Agency Debentures and Agency Strips |
| FNMA          | 2037-12-01      | 7.0000%  | 0.0000% | $3698224.00        | $31283.74          | Agency Debentures and Agency Strips |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $600000.00         | $46526.10          | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $135000.00         | $9886.80           | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $206530.23         | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 3.5000%  | 0.0000% | $10782869.00       | $8193497.23        | Agency Debentures and Agency Strips |
| FNMA          | 2043-07-01      | 4.5000%  | 0.0000% | $1000148.00        | $695645.67         | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 4.0000%  | 0.0000% | $58661965.00       | $51663142.08       | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 7.0000%  | 0.0000% | $3690250.00        | $3920264.92        | Agency Debentures and Agency Strips |

### Security 3: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173168732, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 1731687327
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2028-01-07      | 3.7100%  | 0.0000% | $31732000.00       | $31912220.13       | Agency Debentures and Agency Strips |
| FNMA          | 2028-03-06      | 3.7150%  | 0.0000% | $69472000.00       | $70088332.43       | Agency Debentures and Agency Strips |

### Security 4: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.720000%
- **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: 173168735, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1731687356
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2051-02-20      | 2.0000%  | 0.0000% | $1000.00           | $522.09            | Agency Debentures and Agency Strips |
| GNMA          | 2052-03-20      | 4.0000%  | 0.0000% | $1516142.00        | $1038915.22        | Agency Debentures and Agency Strips |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $1174059.00        | $615807.83         | Agency Debentures and Agency Strips |
| GNMA          | 2051-04-20      | 2.0000%  | 0.0000% | $1199000.00        | $642074.93         | Agency Debentures and Agency Strips |
| GNMA          | 2051-06-20      | 2.0000%  | 0.0000% | $112961791.00      | $63509939.60       | Agency Debentures and Agency Strips |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $470617.00         | $336654.82         | Agency Debentures and Agency Strips |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $2587730.00        | $1841596.73        | Agency Debentures and Agency Strips |
| GNMA          | 2053-01-20      | 5.0000%  | 0.0000% | $2508828.00        | $1396174.47        | Agency Debentures and Agency Strips |
| GNMA          | 2053-03-20      | 3.5000%  | 0.0000% | $1084143.00        | $659355.44         | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 6.5000%  | 0.0000% | $776678.00         | $154008.75         | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $8945453.00        | $900126.80         | Agency Debentures and Agency Strips |
| GNMA          | 2052-09-20      | 5.0000%  | 0.0000% | $2799425.00        | $1706058.09        | Agency Debentures and Agency Strips |
| GNMA          | 2051-02-20      | 3.0000%  | 0.0000% | $22391.00          | $12074.40          | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 5.0000%  | 0.0000% | $915360.00         | $459695.02         | Agency Debentures and Agency Strips |
| GNMA          | 2053-06-15      | 5.7200%  | 0.0000% | $27726917.00       | $28726996.09       | Agency Debentures and Agency Strips |

### Security 5: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.690000%
- **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: 173188449, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 1731884493
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2028-01-07      | 3.7100%  | 0.0000% | $101424000.00      | $102000031.97      | Agency Debentures and Agency Strips |

### Security 6: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.690000%
- **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: 173212474, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1732124747
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2056-06-01      | 4.5000%  | 0.0000% | $13258748.00       | $12760285.37       | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $52327369.00       | $51458535.78       | Agency Debentures and Agency Strips |
| FMAC          | 2056-06-01      | 5.5000%  | 0.0000% | $7818927.00        | $7950470.89        | Agency Debentures and Agency Strips |
| FMAC          | 2056-06-01      | 5.5000%  | 0.0000% | $5202382.00        | $5283522.40        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $11422.00          | $11579.92          | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $594938.00         | $590609.17         | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $1124340.00        | $1142247.11        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $1245600.00        | $1229342.29        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 6.5000%  | 0.0000% | $1258000.00        | $1327003.26        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 6.0000%  | 0.0000% | $1623433.00        | $1695202.81        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 6.0000%  | 0.0000% | $2153408.00        | $2244418.92        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 6.0000%  | 0.0000% | $1428401.00        | $1487534.90        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 6.5000%  | 0.0000% | $1001350.00        | $1053003.19        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $1039000.00        | $1029519.01        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $4463250.00        | $4501115.22        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $1324110.00        | $1308883.91        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.68           | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $1480500.00        | $1500033.39        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 6.0000%  | 0.0000% | $5266609.00        | $5425643.04        | Agency Debentures and Agency Strips |

### Security 7: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.690000%
- **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: 173218856, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 1732188562
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2028-01-07      | 3.7100%  | 0.0000% | $101424000.00      | $102000031.97      | Agency Debentures and Agency Strips |

### Security 8: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173244096, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1732440962
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2056-06-01      | 5.0000%  | 0.0000% | $40590758.00       | $40299880.12       | Agency Debentures and Agency Strips |
| FNMA          | 2056-06-01      | 5.0000%  | 0.0000% | $34020347.00       | $33717868.32       | Agency Debentures and Agency Strips |
| FNMA          | 2056-06-01      | 4.5000%  | 0.0000% | $12176369.00       | $11718598.41       | Agency Debentures and Agency Strips |
| FNMA          | 2056-06-01      | 5.0000%  | 0.0000% | $16070149.00       | $16029280.83       | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $983.40            | Agency Debentures and Agency Strips |
| FMAC          | 2056-06-01      | 5.5000%  | 0.0000% | $4430.00           | $4504.53           | Agency Debentures and Agency Strips |
| FMAC          | 2056-06-01      | 5.5000%  | 0.0000% | $225370.00         | $228885.05         | Agency Debentures and Agency Strips |

### Security 9: BNP PARIBAS SECURITIES CORP NEW YORK REPO

- **C.1 - Title:** BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173258264, C.3 - LEI: N/A, C.5 - Other ID: 1732582647
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $10969000.00       | $4240055.98        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 2.3750%  | 0.0000% | $100.00            | $166.57            | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 4.3750%  | 0.0000% | $1233800.00        | $1194364.55        | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.7500%  | 0.0000% | $700.00            | $792.68            | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $103922000.00      | $56583691.16       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $200.00            | $195.25            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $400.00            | $381.04            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $300.00            | $285.26            | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $381200.00         | $362064.15         | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $79245400.00       | $96041671.12       | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $4990000.00        | $4638463.23        | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $4286300.00        | $4589303.50        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.1250%  | 0.0000% | $3033700.00        | $3026272.48        | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $10879000.00       | $10775408.42       | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $4222600.00        | $4071940.01        | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $6998800.00        | $7104342.83        | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $96000.00          | $97054.67          | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $11179500.00       | $11272176.82       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 3.6250%  | 0.0000% | $200.00            | $197.76            | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 3.6250%  | 0.0000% | $1000.00           | $981.88            | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 0.0000%  | 0.0000% | $237.35            | $190.63            | U.S. Treasuries (including strips) |

### Security 10: CITIGROUP GLOBAL MARKETS INC REPO

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.61% 06/04/2026 3.610000%
- **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: 173258265, C.3 - LEI: N/A, C.5 - Other ID: 1732582651
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $25370735.00       | $25757601.84       | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $25452568.00       | $26124975.94       | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $24804097.00       | $25608277.32       | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $3101611.00        | $3105489.52        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $26580573.00       | $26581491.55       | Agency Debentures and Agency Strips |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $18669158.00       | $18948519.14       | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 3.5000%  | 0.0000% | $29516633.00       | $26009028.60       | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 7.0000%  | 0.0000% | $24667440.00       | $25845975.63       | Agency Debentures and Agency Strips |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $25604192.00       | $26018641.37       | Agency Debentures and Agency Strips |

### Security 11: GOLDMAN SACHS & CO. LLC REPO

- **C.1 - Title:** Goldman Sachs & Co. LLC REPO 3.61% 06/04/2026 3.610000%
- **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: 173258265, C.3 - LEI: N/A, C.5 - Other ID: 1732582655
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2042-12-01      | 3.5000%  | 0.0000% | $33363072.00       | $3941119.41        | Agency Debentures and Agency Strips |
| FMAC          | 2038-02-01      | 6.0000%  | 0.0000% | $1328000.00        | $6382.95           | Agency Debentures and Agency Strips |
| FMAC          | 2039-12-01      | 6.0000%  | 0.0000% | $1185163.00        | $14529.20          | Agency Debentures and Agency Strips |
| FMAC          | 2046-01-01      | 3.0000%  | 0.0000% | $442000.00         | $138321.43         | Agency Debentures and Agency Strips |
| FMAC          | 2035-04-01      | 3.5000%  | 0.0000% | $1373000.00        | $367542.36         | Agency Debentures and Agency Strips |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $702000.00         | $423034.98         | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $59000.00          | $39886.46          | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.5000%  | 0.0000% | $9000.00           | $6528.15           | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $18043.00          | $14118.56          | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $361718.00         | $215419.12         | Agency Debentures and Agency Strips |
| FMAC          | 2044-02-01      | 3.5000%  | 0.0000% | $13600000.00       | $2091407.23        | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $221768.00         | $218791.10         | Agency Debentures and Agency Strips |
| FMAC          | 2045-06-01      | 5.5000%  | 0.0000% | $6164392.00        | $5743080.27        | Agency Debentures and Agency Strips |
| FNMA          | 2041-11-01      | 4.5000%  | 0.0000% | $13775500.00       | $416025.32         | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-01      | 2.5000%  | 0.0000% | $8705000.00        | $887345.21         | Agency Debentures and Agency Strips |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $88000.00          | $24073.20          | Agency Debentures and Agency Strips |
| FNMA          | 2033-11-01      | 5.0000%  | 0.0000% | $3583760.00        | $51985.79          | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $268182.00         | $174978.26         | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1427130.00        | $765567.04         | Agency Debentures and Agency Strips |
| FNMA          | 2047-09-01      | 4.5000%  | 0.0000% | $120000.00         | $35605.94          | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $785000.00         | $376988.11         | Agency Debentures and Agency Strips |
| FNMA          | 2037-03-01      | 1.5000%  | 0.0000% | $45187.00          | $26030.62          | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $5080250.00        | $3361113.43        | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $113416.00         | $98494.93          | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $3111472.00        | $1692659.50        | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $540000.00         | $387374.00         | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $169288.00         | $125654.16         | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $70915000.00       | $51168747.03       | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 5.5000%  | 0.0000% | $4461272.00        | $4550010.17        | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 2.5000%  | 0.0000% | $350000.00         | $63832.28          | Agency Debentures and Agency Strips |
| FNMA          | 2035-11-01      | 2.0000%  | 0.0000% | $300000.00         | $150146.72         | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $415000.00         | $281195.77         | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1209738.00        | $951120.94         | Agency Debentures and Agency Strips |
| FNMA          | 2037-08-01      | 6.5000%  | 0.0000% | $1135000.00        | $8503.28           | Agency Debentures and Agency Strips |
| FNMA          | 2041-08-01      | 4.5000%  | 0.0000% | $1200000.00        | $72443.09          | Agency Debentures and Agency Strips |
| FNMA          | 2040-02-01      | 4.5000%  | 0.0000% | $3000000.00        | $195552.55         | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $28736.00          | $26306.62          | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $11624.00          | $10347.19          | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $2699440.00        | $2017271.16        | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $21039520.00       | $15834053.74       | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $582757.00         | $435886.11         | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $40514816.00       | $39766105.12       | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $343699.00         | $218975.42         | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1248700.00        | $1253171.56        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $2597504.00        | $2642396.08        | Agency Debentures and Agency Strips |
| GNMA          | 2054-06-20      | 7.5000%  | 0.0000% | $101181.00         | $27475.30          | Agency Debentures and Agency Strips |
| GNMA          | 2064-07-15      | 4.3200%  | 0.0000% | $14475264.00       | $13539625.52       | Agency Debentures and Agency Strips |
| GNMA          | 2057-12-15      | 3.9700%  | 0.0000% | $7997789.00        | $7318248.57        | Agency Debentures and Agency Strips |
| GNMA          | 2048-03-20      | 5.0000%  | 0.0000% | $230675.00         | $57642.92          | Agency Debentures and Agency Strips |
| GNMA          | 2057-04-15      | 2.8500%  | 0.0000% | $186123.00         | $157351.88         | Agency Debentures and Agency Strips |
| GNMA          | 2060-03-15      | 5.7700%  | 0.0000% | $2404932.00        | $2493519.37        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $27733600.00       | $28090218.36       | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $5547608.00        | $5551735.25        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1722808.00        | $1813236.24        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1012704.00        | $1044204.62        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1237420.00        | $1303225.85        | Agency Debentures and Agency Strips |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1223898.00        | $1267937.11        | Agency Debentures and Agency Strips |
| GNMA          | 2036-06-15      | 6.0000%  | 0.0000% | $7500000.00        | $45457.56          | Agency Debentures and Agency Strips |

### Security 12: TD SECURITIES INC REPO

- **C.1 - Title:** TD SECURITIES INC REPO 3.63% 06/04/2026 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173258265, C.3 - LEI: N/A, C.5 - Other ID: 1732582659
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2048-03-20      | 3.5000%  | 0.0000% | $30000000.00       | $3318787.62        | Agency Debentures and Agency Strips |
| GNMA          | 2048-09-20      | 3.5000%  | 0.0000% | $40000000.00       | $4081716.45        | Agency Debentures and Agency Strips |
| GNMA          | 2049-12-20      | 3.0000%  | 0.0000% | $30000000.00       | $4848991.98        | Agency Debentures and Agency Strips |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $3580000.00        | $2148551.70        | Agency Debentures and Agency Strips |
| GNMA          | 2052-11-20      | 5.5000%  | 0.0000% | $2000000.00        | $1579890.80        | Agency Debentures and Agency Strips |
| GNMA          | 2052-07-20      | 5.0000%  | 0.0000% | $5000000.00        | $3324473.57        | Agency Debentures and Agency Strips |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $2579883.00        | $2627559.26        | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $2036380.00        | $1615348.31        | Agency Debentures and Agency Strips |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $2000000.00        | $1640059.10        | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 6.5000%  | 0.0000% | $2746504.00        | $2133167.54        | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $2022771.00        | $1825997.05        | Agency Debentures and Agency Strips |
| GNMA          | 2053-12-20      | 8.0000%  | 0.0000% | $1923606.00        | $1817371.84        | Agency Debentures and Agency Strips |
| GNMA          | 2053-12-20      | 8.0000%  | 0.0000% | $2239324.00        | $1767290.28        | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $485138.00         | $338599.34         | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 7.5000%  | 0.0000% | $1828895.00        | $1566406.48        | Agency Debentures and Agency Strips |
| GNMA          | 2054-02-20      | 7.5000%  | 0.0000% | $5984568.00        | $4975494.94        | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 7.5000%  | 0.0000% | $2140455.00        | $1909085.47        | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 8.0000%  | 0.0000% | $1955219.00        | $1710350.30        | Agency Debentures and Agency Strips |
| GNMA          | 2053-11-20      | 7.5000%  | 0.0000% | $1915168.00        | $1789413.36        | Agency Debentures and Agency Strips |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $3190681.00        | $3280435.25        | Agency Debentures and Agency Strips |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $2036061.00        | $1566035.12        | Agency Debentures and Agency Strips |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $3216184.00        | $3038942.28        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $5641174.00        | $5486532.20        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $2753006.00        | $2837707.89        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $5073261.00        | $5133067.67        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2264369.00        | $2379349.43        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1684380.00        | $1702992.57        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $4667168.00        | $4812060.70        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $3412936.00        | $3563830.48        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $5357722.00        | $5424458.10        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $2168701.00        | $2196645.87        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1630177.00        | $1685231.16        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $5061586.00        | $5127253.40        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1769821.00        | $1793099.44        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $3391165.00        | $3508424.20        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1932570.00        | $1996940.73        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1948544.00        | $2014536.79        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1928698.00        | $2023809.17        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1813443.00        | $1875357.48        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1664731.00        | $1723055.22        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1782375.00        | $1843150.43        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $1689165.00        | $1766322.12        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $2368640.00        | $2447120.16        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $5002320.00        | $4969845.37        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1881637.00        | $1869524.21        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $4927435.00        | $4895398.87        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $4974631.00        | $4940510.88        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $5008296.00        | $5153207.24        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $2915270.00        | $2999790.94        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $2725857.00        | $2804897.14        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $5210491.00        | $5396337.35        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $4512524.00        | $4674304.97        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $2374702.00        | $2443561.88        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $3462440.00        | $3562407.75        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $2149685.00        | $2219741.37        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1963541.00        | $1991404.95        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1647312.00        | $1702237.35        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1844918.00        | $1867580.27        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $5191683.00        | $5370706.49        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $4608753.00        | $4755573.10        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $3883299.00        | $4007164.13        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1494481.00        | $1543626.19        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1618573.00        | $1672887.64        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $2022815.00        | $2093088.56        | Agency Debentures and Agency Strips |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $3253679.00        | $3360886.64        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1966394.00        | $2035241.47        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1818354.00        | $1875543.91        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1644436.00        | $1703409.87        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $4329697.00        | $4486868.09        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1584727.00        | $1650866.32        | Agency Debentures and Agency Strips |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $1864394.00        | $1933325.83        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1718125.00        | $1775148.48        | Agency Debentures and Agency Strips |

### Security 13: WELLS FARGO SECURITIES LLC REPO

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.65% 06/04/2026 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173258266, C.3 - LEI: N/A, C.5 - Other ID: 1732582663
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2030-11-01      | 8.0000%  | 0.0000% | $1000000.00        | $10425.80          | Agency Debentures and Agency Strips |
| FNMA          | 2026-07-01      | 4.0000%  | 0.0000% | $7782401.00        | $2142.20           | Agency Debentures and Agency Strips |
| FNMA          | 2040-10-01      | 6.0000%  | 0.0000% | $110000.00         | $3285.27           | Agency Debentures and Agency Strips |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $1253283.00        | $335344.63         | Agency Debentures and Agency Strips |
| FNMA          | 2029-07-01      | 3.5000%  | 0.0000% | $6851421.00        | $56698.78          | Agency Debentures and Agency Strips |
| FNMA          | 2036-03-01      | 5.0000%  | 0.0000% | $1311250.00        | $11568.80          | Agency Debentures and Agency Strips |
| FNMA          | 2034-07-01      | 5.5000%  | 0.0000% | $999900.00         | $5652.28           | Agency Debentures and Agency Strips |
| FNMA          | 2035-10-01      | 6.0000%  | 0.0000% | $1806134.00        | $13393.75          | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $399441.00         | $189605.35         | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $1898796.00        | $1750886.94        | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 4.0000%  | 0.0000% | $528377.00         | $492444.04         | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $4024890.00        | $3676581.08        | Agency Debentures and Agency Strips |
| FNMA          | 2040-07-01      | 6.0000%  | 0.0000% | $1088862.00        | $826440.34         | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1682895.00        | $1690702.11        | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $10524658.00       | $9321368.90        | Agency Debentures and Agency Strips |
| FNMA          | 2040-10-01      | 6.5000%  | 0.0000% | $1012713.00        | $933477.39         | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 4.5000%  | 0.0000% | $24491187.00       | $23360091.38       | Agency Debentures and Agency Strips |
| FNMA          | 2040-10-01      | 5.0000%  | 0.0000% | $795500.00         | $780451.78         | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 4.0000%  | 0.0000% | $1263998.00        | $1176436.74        | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1159356.00        | $1108527.12        | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1121501.00        | $1130823.85        | Agency Debentures and Agency Strips |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $7493698.00        | $741034.99         | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $283990.00         | $154084.18         | Agency Debentures and Agency Strips |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $450000.00         | $102636.72         | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $198655.00         | $1104.69           | Agency Debentures and Agency Strips |
| FNMA          | 2036-06-01      | 2.5000%  | 0.0000% | $1115688.00        | $628119.64         | Agency Debentures and Agency Strips |
| FNMA          | 2040-09-01      | 5.5000%  | 0.0000% | $1252057.00        | $1151634.66        | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $3972207.00        | $4047868.75        | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $3200000.00        | $2762020.32        | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $102466.00         | $94289.46          | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $430000.00         | $86220.30          | Agency Debentures and Agency Strips |
| FNMA          | 2032-10-01      | 2.5000%  | 0.0000% | $138145.00         | $19948.97          | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $26000000.00       | $5539000.21        | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $150000.00         | $36917.93          | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $100000.00         | $42905.34          | Agency Debentures and Agency Strips |
| FNMA          | 2036-06-01      | 3.5000%  | 0.0000% | $2460325.00        | $1267413.89        | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $4300000.00        | $2999399.17        | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $2367300.00        | $1659531.66        | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $47000000.00       | $34827043.41       | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $487080.00         | $322278.04         | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1909000.00        | $1717960.84        | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1322219.00        | $1308808.86        | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 4.5000%  | 0.0000% | $9869625.00        | $9483323.95        | Agency Debentures and Agency Strips |
| FNMA          | 2041-03-01      | 4.0000%  | 0.0000% | $1326343.00        | $1280161.96        | Agency Debentures and Agency Strips |
| FNMA          | 2056-06-01      | 4.5000%  | 0.0000% | $1148070.00        | $1105643.07        | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $33403618.00       | $29573319.35       | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 2.5000%  | 0.0000% | $4000.00           | $3223.27           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $497350.00         | $471775.79         | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $30399319.00       | $27850928.06       | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 4.5000%  | 0.0000% | $4602895.00        | $4276199.55        | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $9803963.00        | $9186484.80        | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $72069998.00       | $72296577.33       | Agency Debentures and Agency Strips |
| FNMA          | 2034-06-01      | 4.0000%  | 0.0000% | $69828277.00       | $6549466.11        | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 3.5000%  | 0.0000% | $14000.00          | $3620.78           | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $397815.00         | $248625.38         | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $135142.00         | $81292.88          | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $992000.00         | $626000.44         | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.5000%  | 0.0000% | $32207.00          | $23457.48          | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $140000.00         | $94430.39          | Agency Debentures and Agency Strips |
| FNMA          | 2037-02-01      | 2.5000%  | 0.0000% | $17908186.00       | $11134752.57       | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $19000.00          | $12534.27          | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $65000.00          | $47277.04          | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $15179410.00       | $8012196.72        | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 3.5000%  | 0.0000% | $77000.00          | $60493.39          | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $9000.00           | $6851.05           | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 4.5000%  | 0.0000% | $814000.00         | $650394.28         | Agency Debentures and Agency Strips |
| FNMA          | 2036-07-01      | 6.0000%  | 0.0000% | $6120400.00        | $33948.59          | Agency Debentures and Agency Strips |
| FNMA          | 2038-02-01      | 6.0000%  | 0.0000% | $5100000.00        | $49342.86          | Agency Debentures and Agency Strips |
| FNMA          | 2038-09-01      | 6.0000%  | 0.0000% | $61000.00          | $1330.62           | Agency Debentures and Agency Strips |
| FNMA          | 2037-09-01      | 6.0000%  | 0.0000% | $6107285.00        | $43017.79          | Agency Debentures and Agency Strips |
| FNMA          | 2038-08-01      | 5.5000%  | 0.0000% | $327594.00         | $5033.65           | Agency Debentures and Agency Strips |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $489000.00         | $56831.38          | Agency Debentures and Agency Strips |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $10610816.00       | $1380987.15        | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $74000.00          | $9575.66           | Agency Debentures and Agency Strips |
| FNMA          | 2035-03-01      | 2.5000%  | 0.0000% | $500000.00         | $79845.79          | Agency Debentures and Agency Strips |
| FNMA          | 2040-11-01      | 2.0000%  | 0.0000% | $130000.00         | $61072.14          | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $369000.00         | $237259.14         | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $10451000.00       | $7337969.82        | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $732.88            | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $9513213.00        | $7111921.17        | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $200000.00         | $119346.45         | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 3.5000%  | 0.0000% | $8000.00           | $6184.80           | Agency Debentures and Agency Strips |

### Security 14: BARCLAYS BANK PLC NY REPO

- **C.1 - Title:** BARCLAYS BANK PLC NY REPO 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173258677, C.3 - LEI: N/A, C.5 - Other ID: 1732586772
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.7500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $180852500.00      | $175311834.99      | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $327451800.00      | $334688188.08      | U.S. Treasuries (including strips) |

### Security 15: CITIGROUP GLOBAL MARKETS INC REPO

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173258677, C.3 - LEI: N/A, C.5 - Other ID: 1732586773
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $193000.00         | $192071.85         | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $95.41             | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $6867700.00        | $6859002.60        | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $134600.00         | $134429.54         | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $2600.00           | $2613.93           | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 3.3750%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.8750%  | 0.0000% | $348547700.00      | $349811737.76      | U.S. Treasuries (including strips) |

### Security 16: BOFA SECURITIES INC REPO

- **C.1 - Title:** BOFA SECURITIES INC REPO 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173258677, C.3 - LEI: N/A, C.5 - Other ID: 1732586774
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2027-11-01      | 3.0000%  | 0.0000% | $16000000.00       | $485728.20         | Agency Debentures and Agency Strips |
| FMAC          | 2045-12-01      | 4.5000%  | 0.0000% | $5000.00           | $680.91            | Agency Debentures and Agency Strips |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $8503000.00        | $956189.49         | Agency Debentures and Agency Strips |
| FMAC          | 2048-12-15      | 4.5000%  | 0.0000% | $13844920.00       | $11434256.79       | Agency Debentures and Agency Strips |
| FMAC          | 2037-11-01      | 3.0000%  | 0.0000% | $1900000.00        | $1126389.82        | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $11747408.00       | $6923625.20        | Agency Debentures and Agency Strips |
| FNMA          | 2042-04-01      | 4.0000%  | 0.0000% | $1377852.00        | $432126.49         | Agency Debentures and Agency Strips |
| FNMA          | 2026-12-01      | 3.0000%  | 0.0000% | $18750000.00       | $76655.97          | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1831800.00        | $1653604.31        | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1718750.00        | $1743135.54        | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1979340.00        | $1507884.65        | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $2410816.00        | $2195263.66        | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1701570.00        | $1736865.14        | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $1580504.00        | $1517745.17        | Agency Debentures and Agency Strips |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $95499776.00       | $21754288.24       | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1074392.00        | $1072008.52        | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $188087.00         | $161502.87         | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $1025362.00        | $990332.68         | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $11103552.00       | $11163586.82       | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 7.0000%  | 0.0000% | $1204812.00        | $1286760.37        | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 6.5000%  | 0.0000% | $205521.00         | $216330.29         | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $5455912.00        | $5393943.15        | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $1453922.00        | $1450157.63        | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $1468354.00        | $1466588.88        | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $4068200.00        | $4015101.40        | Agency Debentures and Agency Strips |
| FNMA          | 2056-06-01      | 6.5000%  | 0.0000% | $4345472.00        | $4563495.44        | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $541255.00         | $505914.24         | Agency Debentures and Agency Strips |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $10000000.00       | $4444225.10        | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $51400960.00       | $33041115.87       | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 3.5000%  | 0.0000% | $5764776.00        | $4150818.31        | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $2205000.00        | $1713733.81        | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 4.5000%  | 0.0000% | $1677432.00        | $1270372.94        | Agency Debentures and Agency Strips |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $5000000.00        | $353824.53         | Agency Debentures and Agency Strips |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $383333.00         | $39756.23          | Agency Debentures and Agency Strips |
| FNMA          | 2031-04-01      | 1.5000%  | 0.0000% | $1600000.00        | $511595.13         | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $8944496.00        | $7029880.37        | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $50919.00          | $37545.92          | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1138000.00        | $842513.86         | Agency Debentures and Agency Strips |
| FNMA          | 2041-05-01      | 5.5000%  | 0.0000% | $13886080.00       | $14199749.58       | Agency Debentures and Agency Strips |
| FNMA          | 2029-04-01      | 5.5000%  | 0.0000% | $596369.00         | $1563.30           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $8892256.00        | $6806481.42        | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $4372808.00        | $2442999.32        | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $574053.00         | $529059.13         | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.0000%  | 0.0000% | $3999.00           | $3906.63           | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $30083.00          | $28135.68          | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $2664268.00        | $2465289.65        | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $15957984.00       | $11936130.54       | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $13005792.00       | $12464801.14       | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 6.5000%  | 0.0000% | $2941352.00        | $2902635.27        | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 6.5000%  | 0.0000% | $458128.00         | $477988.82         | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 3.5000%  | 0.0000% | $52958.00          | $45184.55          | Agency Debentures and Agency Strips |
| FMAC          | 2041-05-01      | 3.5000%  | 0.0000% | $6837376.00        | $6550973.51        | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 4.5000%  | 0.0000% | $2091908.00        | $2010435.01        | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $3177308.00        | $1869123.53        | Agency Debentures and Agency Strips |

### Security 17: BNP PARIBAS SECURITIES CORP NEW YORK REPO

- **C.1 - Title:** BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173258677, C.3 - LEI: N/A, C.5 - Other ID: 1732586776
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2040-06-01      | 4.5000%  | 0.0000% | $196939.00         | $14251.68          | Agency Debentures and Agency Strips |
| FMAC          | 2041-01-01      | 4.0000%  | 0.0000% | $1002.00           | $96.61             | Agency Debentures and Agency Strips |
| FMAC          | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $320.40            | Agency Debentures and Agency Strips |
| FMAC          | 2048-08-01      | 4.0000%  | 0.0000% | $1002.00           | $136.46            | Agency Debentures and Agency Strips |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $4243.00           | $925.46            | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $596.09            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1420.00           | $989.44            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1023.00           | $703.05            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $753.05            | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $1012.00           | $670.64            | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $2155064.00        | $1481840.08        | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $838155.00         | $506296.91         | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $671.79            | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1186926.00        | $934961.72         | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $821.06            | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $210.63            | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $301600.00         | $221846.08         | Agency Debentures and Agency Strips |
| FMAC          | 2051-02-01      | 2.0000%  | 0.0000% | $800000.00         | $422843.55         | Agency Debentures and Agency Strips |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $1007.00           | $543.43            | Agency Debentures and Agency Strips |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $551.73            | Agency Debentures and Agency Strips |
| FMAC          | 2051-06-01      | 2.5000%  | 0.0000% | $12608399.00       | $6946355.75        | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 2.0000%  | 0.0000% | $500001.00         | $291629.90         | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $3726.00           | $2184.46           | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $612.53            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $679.45            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.0000%  | 0.0000% | $4591627.00        | $3195884.57        | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.5000%  | 0.0000% | $294478.00         | $213982.74         | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $659.72            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $762.64            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $517778.00         | $394879.13         | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $614.85            | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $1165329.00        | $922166.18         | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 5.0000%  | 0.0000% | $1037.00           | $875.53            | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $2016.00           | $1209.55           | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $536.75            | Agency Debentures and Agency Strips |
| FMAC          | 2046-05-01      | 3.5000%  | 0.0000% | $2000.00           | $223.27            | Agency Debentures and Agency Strips |
| FMAC          | 2044-03-01      | 3.8300%  | 0.0000% | $25368.00          | $18736.85          | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 2.5000%  | 0.0000% | $1024.00           | $500.91            | Agency Debentures and Agency Strips |
| FMAC          | 2051-01-01      | 2.0000%  | 0.0000% | $1172.00           | $622.89            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.17           | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $784.66            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $683.04            | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 7.0000%  | 0.0000% | $1113434.00        | $1180566.80        | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 6.5000%  | 0.0000% | $1097234.00        | $1131008.01        | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 7.0000%  | 0.0000% | $1000.00           | $926.39            | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $818.40            | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 7.0000%  | 0.0000% | $25922.00          | $21102.62          | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 7.5000%  | 0.0000% | $1608208.00        | $1178554.76        | Agency Debentures and Agency Strips |
| FCSB          | 2035-09-10      | 1.7300%  | 0.0000% | $8000.00           | $6257.59           | Agency Debentures and Agency Strips |
| FCSB          | 2036-08-12      | 2.2200%  | 0.0000% | $11000.00          | $8847.55           | Agency Debentures and Agency Strips |
| FCSB          | 2036-04-14      | 2.5000%  | 0.0000% | $15000.00          | $12418.28          | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 3.0000%  | 0.0000% | $1008.00           | $242.87            | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 3.0000%  | 0.0000% | $1010.00           | $441.93            | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $4750000.00        | $2860780.82        | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $656.06            | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $9400.00           | $6166.93           | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $1771.00           | $1172.40           | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $19998.00          | $14949.60          | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1006.00           | $751.58            | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $2121839.00        | $1603012.87        | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $2009915.00        | $1554739.04        | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $2918144.00        | $174198.27         | Agency Debentures and Agency Strips |
| FNMA          | 2047-01-01      | 3.0000%  | 0.0000% | $685032.00         | $134337.62         | Agency Debentures and Agency Strips |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1563.00           | $331.10            | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $2210029.00        | $2367384.82        | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 7.5000%  | 0.0000% | $1000.00           | $1073.34           | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 5.5000%  | 0.0000% | $1630726.00        | $1618234.38        | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1008.00           | $952.39            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $1446500.00        | $1129334.58        | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $2462156.00        | $1362262.82        | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $971.77            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 6.5000%  | 0.0000% | $1084490.00        | $1119490.25        | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $262569.00         | $226802.61         | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.47           | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $79296.00          | $80558.35          | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.99           | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1720.33           | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $833.96            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $896.61            | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1004.00           | $962.08            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $2705372.00        | $2784222.16        | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $2008.00           | $1859.26           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.64           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $935.62            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $769792.00         | $780087.81         | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $2984576.00        | $2876847.09        | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1002.00           | $866.93            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $646603.00         | $638671.85         | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.73           | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $390782.00         | $414857.06         | Agency Debentures and Agency Strips |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $2524027.00        | $349424.58         | Agency Debentures and Agency Strips |
| FNMA          | 2047-11-01      | 4.0000%  | 0.0000% | $370808.00         | $79414.16          | Agency Debentures and Agency Strips |
| FNMA          | 2048-08-01      | 5.0000%  | 0.0000% | $1370167.00        | $112648.29         | Agency Debentures and Agency Strips |
| FNMA          | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $170.62            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $798.54            | Agency Debentures and Agency Strips |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $6253014.00        | $3733023.94        | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $676.73            | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1273282.00        | $686022.03         | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1993746.00        | $1986191.69        | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 4.5000%  | 0.0000% | $10410.00          | $9487.75           | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1010.00           | $618.80            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $1116220.00        | $964177.29         | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $4314913.00        | $2931226.86        | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1094990.00        | $751871.82         | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1001.00           | $762.36            | Agency Debentures and Agency Strips |
| FNMA          | 2048-12-01      | 5.5000%  | 0.0000% | $1141665.00        | $199081.51         | Agency Debentures and Agency Strips |
| FNMA          | 2049-08-01      | 3.5000%  | 0.0000% | $31000.00          | $8633.95           | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $30507808.00       | $5046340.59        | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 3.5000%  | 0.0000% | $23184768.00       | $5280306.77        | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $3627560.00        | $1907154.12        | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $7417503.00        | $3970158.44        | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1457402.00        | $920602.03         | Agency Debentures and Agency Strips |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $1025.00           | $506.52            | Agency Debentures and Agency Strips |
| FNMA          | 2036-07-01      | 2.0000%  | 0.0000% | $1019.00           | $489.89            | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $5996896.00        | $3493443.84        | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $3772613.00        | $2204001.93        | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $6517256.00        | $4188041.67        | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $611.99            | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $627700.00         | $439949.16         | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $77958.00          | $53479.67          | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $701.02            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $696.33            | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $751.59            | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $10279501.00       | $7870718.13        | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $742.92            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $248220.00         | $180037.27         | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $10433562.00       | $7755152.99        | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $778.61            | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $5925582.00        | $4634839.71        | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $778.12            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $25022.00          | $25239.22          | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.21            | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $996.17            | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1018.16           | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 7.0000%  | 0.0000% | $922563.00         | $983200.95         | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 6.5000%  | 0.0000% | $1767036.00        | $1851557.79        | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $7748896.00        | $6044733.13        | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $500723.00         | $488723.98         | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $2088.00           | $1707.04           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $825.85            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.0000%  | 0.0000% | $2072039.00        | $1787514.61        | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $797.91            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $4351543.00        | $4153472.99        | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $900000.00         | $463485.49         | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $41425000.00       | $7196038.83        | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $1018250.00        | $616453.66         | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $745369.00         | $446443.59         | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $7381500.00        | $5559300.50        | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 5.0000%  | 0.0000% | $7060480.00        | $4351357.60        | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $765.61            | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 4.5000%  | 0.0000% | $9629034.00        | $6803322.13        | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1025.00           | $727.46            | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $61664.00          | $49210.85          | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $840256.00         | $625296.90         | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $7355584.00        | $6288412.21        | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $987.82            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $6064.00           | $5913.17           | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $2871297.00        | $2842714.07        | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1200392.00        | $1200611.30        | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $33086048.00       | $32864965.87       | Agency Debentures and Agency Strips |
| FNMA          | 2036-06-01      | 5.5000%  | 0.0000% | $1503.00           | $38.43             | Agency Debentures and Agency Strips |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1010.00           | $166.42            | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $16000.00          | $9394.76           | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $2135554.00        | $1248259.29        | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $65017028.00       | $5245403.99        | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $53481.00          | $20610.84          | Agency Debentures and Agency Strips |
| FNMA          | 2036-02-01      | 2.0000%  | 0.0000% | $538541.00         | $229632.12         | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $529.25            | Agency Debentures and Agency Strips |
| FNMA          | 2037-01-01      | 2.0000%  | 0.0000% | $9818213.00        | $5288776.47        | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1008.00           | $536.59            | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1707060.00        | $1220328.97        | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $4495000.00        | $2612835.05        | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $2084364.00        | $917154.80         | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $898.02            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $854.35            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $934.83            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $4890800.00        | $4314129.53        | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $971.65            | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 4.5000%  | 0.0000% | $95926.00          | $92137.36          | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.52           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $971.17            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2007.93           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1010.00           | $1005.85           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $6001.00           | $6195.88           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $813621.00         | $807478.09         | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $3315524.00        | $3393476.50        | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.04           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $817.08            | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $999.34            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $562855.00         | $485171.95         | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $1008.00           | $894.39            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1004.00           | $938.17            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $20098648.00       | $18906527.15       | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $982.63            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $29701.00          | $30031.19          | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $980.89            | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.20           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $240820.00         | $233215.27         | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $101119.00         | $101560.92         | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $96138.00          | $90431.53          | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $2001.00           | $1499.92           | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1007.00           | $782.69            | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $8705365.00        | $8854808.07        | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $1152.00           | $1144.13           | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $56426.00          | $55593.87          | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1042.00           | $913.66            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 4.5000%  | 0.0000% | $5802599.00        | $5267368.53        | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $551900.00         | $552787.04         | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $893281.00         | $767247.32         | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1129188.00        | $1097257.99        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $978.22            | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 4.0000%  | 0.0000% | $1153520.00        | $1079413.32        | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.47           | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $994.98            | Agency Debentures and Agency Strips |
| FMAC          | 2056-06-01      | 5.0000%  | 0.0000% | $1415164.00        | $1400723.51        | Agency Debentures and Agency Strips |
| FMAC          | 2056-06-01      | 6.0000%  | 0.0000% | $195648.00         | $203211.10         | Agency Debentures and Agency Strips |
| FMAC          | 2056-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.67           | Agency Debentures and Agency Strips |
| USTR          | 2027-02-15      | 6.6250%  | 0.0000% | $3992700.00        | $4146100.09        | U.S. Treasuries (including strips)  |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $1034500.00        | $983686.93         | U.S. Treasuries (including strips)  |

### Security 18: BNP PARIBAS SECURITIES CORP NEW YORK REPO

- **C.1 - Title:** BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173258677, C.3 - LEI: N/A, C.5 - Other ID: 1732586777
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-01-21      | 0.0000%  | 0.0000% | $3563300.00        | $3478921.06        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $2236000.00        | $2025344.20        | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $300.00            | $196.66            | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $11437000.00       | $5945410.08        | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $25817300.00       | $11364956.18       | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $2800.00           | $1068.71           | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $3162700.00        | $1173387.00        | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $4841600.00        | $1594183.95        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 2.3750%  | 0.0000% | $100.00            | $166.57            | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $63520800.00       | $36997728.56       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $216700.00         | $214416.09         | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $688700.00         | $657189.57         | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $2215400.00        | $2111599.71        | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $3008600.00        | $2901254.85        | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $115836800.00      | $119397347.01      | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $25994500.00       | $25708228.17       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 3.6250%  | 0.0000% | $163734900.00      | $161902622.82      | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 3.5000%  | 0.0000% | $14478700.00       | $14411353.25       | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $100.95            | $75.65             | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 0.0000%  | 0.0000% | $6292241.13        | $4378116.21        | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 0.0000%  | 0.0000% | $40.80             | $27.67             | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $163.84            | $105.50            | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $2.20              | $1.59              | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 0.0000%  | 0.0000% | $71.68             | $50.52             | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 0.0000%  | 0.0000% | $128.00            | $124.59            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $127.30            | $121.45            | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $54.49             | $36.50             | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $0.02              | $0.02              | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $99.80             | $84.64             | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.0000%  | 0.0000% | $4146999.28        | $3478859.64        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 0.0000%  | 0.0000% | $101.77            | $83.60             | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $350527.87         | $170903.02         | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $62.22             | $28.98             | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $12293550.07       | $4457174.10        | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 0.0000%  | 0.0000% | $13379350.95       | $4596195.05        | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $3154534.40        | $1032636.84        | U.S. Treasuries (including strips) |

### Security 19: CITIGROUP GLOBAL MARKETS INC REPO

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.610000%
- **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: 173258678, C.3 - LEI: N/A, C.5 - Other ID: 1732586781
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2052-06-20      | 4.5000%  | 0.0000% | $10744546.00       | $8055513.09        | Agency Debentures and Agency Strips |
| GNMA          | 2046-09-20      | 3.5000%  | 0.0000% | $12367434.00       | $7905984.14        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $7716839.00        | $8137537.18        | Agency Debentures and Agency Strips |
| GNMA          | 2054-07-20      | 7.5000%  | 0.0000% | $9784808.00        | $7893808.66        | Agency Debentures and Agency Strips |
| GNMA          | 2054-06-20      | 7.0000%  | 0.0000% | $9096745.00        | $8774325.70        | Agency Debentures and Agency Strips |
| GNMA          | 2054-09-20      | 7.5000%  | 0.0000% | $9894231.00        | $9171978.47        | Agency Debentures and Agency Strips |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $8128608.00        | $8156950.49        | Agency Debentures and Agency Strips |
| GNMA          | 2054-11-20      | 6.5000%  | 0.0000% | $9804636.00        | $8197778.18        | Agency Debentures and Agency Strips |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $7312053.00        | $7670720.74        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $9148340.00        | $8542895.26        | Agency Debentures and Agency Strips |
| GNMA          | 2055-01-20      | 7.5000%  | 0.0000% | $2333433.00        | $2208083.70        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $7236570.00        | $7614127.92        | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $9736145.00        | $9140166.25        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $8395606.00        | $8957861.13        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $7769744.00        | $7827113.77        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $8799252.00        | $8642368.45        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $7999216.00        | $8558079.18        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $8179221.00        | $8675295.94        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 7.5000%  | 0.0000% | $8286729.00        | $8956213.65        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $7764243.00        | $8219975.31        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $700371.00         | $684910.51         | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $7832275.00        | $7953003.79        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $7968708.00        | $8320704.01        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 7.5000%  | 0.0000% | $8194385.00        | $8813459.44        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $7637673.00        | $7877679.78        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $8411921.00        | $8498135.55        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $8532861.00        | $8469155.96        | Agency Debentures and Agency Strips |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $7341919.00        | $7748364.38        | Agency Debentures and Agency Strips |
| GNMA          | 2056-05-20      | 7.5000%  | 0.0000% | $7422899.00        | $8056468.17        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $7773390.00        | $7717326.19        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $7851748.00        | $8418702.17        | Agency Debentures and Agency Strips |
| GNMA          | 2056-05-20      | 7.0000%  | 0.0000% | $7300052.00        | $7796947.88        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $7274036.00        | $7587181.95        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $7328431.00        | $7490642.78        | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $9137311.00        | $8322269.60        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $8000000.00        | $8366952.10        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $7377243.00        | $7757767.57        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $7514518.00        | $7870348.25        | Agency Debentures and Agency Strips |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $8167959.00        | $8620076.41        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $8860782.00        | $8986529.52        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 4.5000%  | 0.0000% | $8302954.00        | $7933656.16        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $8000000.00        | $8138953.80        | Agency Debentures and Agency Strips |
| GNMA          | 2056-05-20      | 5.0000%  | 0.0000% | $8739118.00        | $8605032.74        | Agency Debentures and Agency Strips |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $7627377.00        | $8118652.97        | Agency Debentures and Agency Strips |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $7323271.00        | $7540301.83        | Agency Debentures and Agency Strips |

### Security 20: CITIGROUP GLOBAL MARKETS INC REPO

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173258678, C.3 - LEI: N/A, C.5 - Other ID: 1732586783
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $19834949.00       | $20958424.37       | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 3.0000%  | 0.0000% | $91435483.00       | $81041576.13       | Agency Debentures and Agency Strips |

### Security 21: STATE STREET BANK AND TRUST COMPANY REPO

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY REPO 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173258678, C.3 - LEI: N/A, C.5 - Other ID: 1732586786
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.7500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-04-15      | 3.6250%  | 0.0000% | $188063100.00      | $399995315.30      | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $25000000.00       | $26469730.50       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50758546.00       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 3.5000%  | 0.0000% | $20000000.00       | $19817249.00       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 3.8750%  | 0.0000% | $13011200.00       | $12959226.76       | U.S. Treasuries (including strips) |

### Security 22: CREDIT AGRICOLE SECURITIES USA INC REPO

- **C.1 - Title:** CREDIT AGRICOLE SECURITIES USA INC REPO 3.610000%
- **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: 173258678, C.3 - LEI: N/A, C.5 - Other ID: 1732586789
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 4.4000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2043-03-01      | 3.0000%  | 0.0000% | $23165344.00       | $3324286.18        | Agency Debentures and Agency Strips |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $1002.00           | $185.21            | Agency Debentures and Agency Strips |
| FMAC          | 2035-08-01      | 2.0000%  | 0.0000% | $48545733.00       | $18193133.13       | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $13551653.00       | $9945895.42        | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $6625.00           | $4066.61           | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $10900000.00       | $10359835.17       | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $854.52            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $14158352.00       | $11860822.19       | Agency Debentures and Agency Strips |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $52717056.00       | $28254648.49       | Agency Debentures and Agency Strips |
| FMAC          | 2050-11-01      | 2.0000%  | 0.0000% | $1225000.00        | $618584.68         | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $2107.00           | $1400.60           | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $1004.00           | $739.27            | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $29861333.00       | $21031780.50       | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 6.0000%  | 0.0000% | $15955584.00       | $8768761.88        | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $11249328.00       | $6689663.87        | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $801.52            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.5000%  | 0.0000% | $4036591.00        | $3020404.33        | Agency Debentures and Agency Strips |
| FMAC          | 2047-12-01      | 3.5000%  | 0.0000% | $2023.00           | $462.41            | Agency Debentures and Agency Strips |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $12305120.00       | $3181228.62        | Agency Debentures and Agency Strips |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $2267144.00        | $1234973.46        | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $20902749.00       | $11906433.34       | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $2078964.00        | $1552390.25        | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $64469.00          | $60878.89          | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $727.22            | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1843810.00        | $1129515.61        | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1944816.00        | $1508638.14        | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $21375069.00       | $10452726.47       | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 2.5000%  | 0.0000% | $1273231.00        | $472204.89         | Agency Debentures and Agency Strips |
| FMAC          | 2051-02-01      | 1.5000%  | 0.0000% | $29418592.00       | $15219535.68       | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 2.5000%  | 0.0000% | $8000000.00        | $5091134.31        | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $19544354.00       | $13734373.40       | Agency Debentures and Agency Strips |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $661.48            | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $142352.00         | $105321.88         | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $2868765.00        | $2706175.11        | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $2976178.00        | $1731150.45        | Agency Debentures and Agency Strips |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $104273920.00      | $23895693.48       | Agency Debentures and Agency Strips |
| FNMA          | 2034-04-01      | 6.0000%  | 0.0000% | $1000.00           | $18.66             | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $6332302.00        | $5805362.77        | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $3445550.00        | $3319411.09        | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1509940.00        | $1431972.81        | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $442138.00         | $451997.66         | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $2724607.00        | $1830942.57        | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $9238784.00        | $7827572.37        | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $59313155.00       | $50806876.01       | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 7.5000%  | 0.0000% | $5953.00           | $5881.27           | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $693.28            | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $5439671.00        | $5171247.23        | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1241724.00        | $1242892.68        | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 7.0000%  | 0.0000% | $214820.00         | $231838.99         | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $135447.00         | $142480.64         | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1056.00           | $1041.81           | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $434457.00         | $456482.79         | Agency Debentures and Agency Strips |
| FNMA          | 2063-09-01      | 4.0000%  | 0.0000% | $9677740.00        | $7340878.37        | Agency Debentures and Agency Strips |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $8573629.00        | $3196755.16        | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 2.5000%  | 0.0000% | $350000.00         | $100897.34         | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $384000.00         | $153259.08         | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $19831720.00       | $14359181.66       | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 2.5000%  | 0.0000% | $260417.00         | $203255.62         | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $3088192.00        | $2062297.63        | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $7330000.00        | $5309680.85        | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 4.5000%  | 0.0000% | $3975000.00        | $661916.47         | Agency Debentures and Agency Strips |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $139381000.00      | $45042950.18       | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $14175997.00       | $6083359.70        | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $15704248.00       | $9789580.25        | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $1999.00           | $1112.60           | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $913.05            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $19246848.00       | $18112019.79       | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 5.0000%  | 0.0000% | $20514200.00       | $16776554.92       | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $885.66            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $4964992.00        | $4258047.58        | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 6.5000%  | 0.0000% | $1636001.00        | $1470685.90        | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 6.5000%  | 0.0000% | $2294070.00        | $2408977.21        | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 6.5000%  | 0.0000% | $169952.00         | $178081.23         | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $30393984.00       | $28744949.77       | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $9737320.00        | $9544152.41        | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $1200.00           | $642.06            | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 3.5000%  | 0.0000% | $2156116.00        | $1355340.95        | Agency Debentures and Agency Strips |
| FNMA          | 2048-12-01      | 4.0000%  | 0.0000% | $8038784.00        | $5185292.82        | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $2499.00           | $1496.85           | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $8122400.00        | $6802845.21        | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $65563824.00       | $52604736.13       | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $991.57            | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $54528647.00       | $51983575.73       | Agency Debentures and Agency Strips |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $500000.00         | $79058.98          | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $521.45            | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $25588480.00       | $14918075.97       | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $15895943.00       | $13878631.40       | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1252762.00        | $961620.36         | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1948787.00        | $2010364.73        | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $20591010.00       | $15450474.51       | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $3890948.00        | $3091221.56        | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $1001.00           | $1005.93           | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $290655.00         | $304279.08         | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $292820.00         | $307022.29         | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $27566549.00       | $21756089.98       | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1840.70           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $18823891.00       | $18629234.99       | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $856.07            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.0000%  | 0.0000% | $3986945.00        | $3390250.32        | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $5013490.00        | $4754349.68        | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $861.47            | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $750174.00         | $740381.37         | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1217256.00        | $1200799.45        | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1009.72           | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $652.40            | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $2126129.00        | $2156603.28        | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1000.16           | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 7.0000%  | 0.0000% | $335413.00         | $357196.67         | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $999237.00         | $1038951.70        | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $101882.00         | $106096.46         | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $8447260.00        | $8345562.34        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $8942190.00        | $8827890.77        | Agency Debentures and Agency Strips |
| GNMA          | 2044-02-20      | 4.5000%  | 0.0000% | $1000.00           | $63.16             | Agency Debentures and Agency Strips |
| GNMA          | 2044-09-20      | 4.0000%  | 0.0000% | $5699.00           | $352.94            | Agency Debentures and Agency Strips |
| GNMA          | 2047-07-20      | 4.5000%  | 0.0000% | $1000.00           | $83.98             | Agency Debentures and Agency Strips |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $2758.00           | $309.49            | Agency Debentures and Agency Strips |
| GNMA          | 2047-12-20      | 3.0000%  | 0.0000% | $2010.00           | $263.07            | Agency Debentures and Agency Strips |
| GNMA          | 2048-10-20      | 4.0000%  | 0.0000% | $1022.00           | $88.11             | Agency Debentures and Agency Strips |
| GNMA          | 2048-11-20      | 4.5000%  | 0.0000% | $1022.00           | $22.38             | Agency Debentures and Agency Strips |
| GNMA          | 2049-07-20      | 3.0000%  | 0.0000% | $1000.00           | $127.43            | Agency Debentures and Agency Strips |
| GNMA          | 2051-02-20      | 2.0000%  | 0.0000% | $1024.00           | $486.24            | Agency Debentures and Agency Strips |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $2008.00           | $1308.70           | Agency Debentures and Agency Strips |
| GNMA          | 2052-05-20      | 2.0000%  | 0.0000% | $1152.00           | $697.22            | Agency Debentures and Agency Strips |
| GNMA          | 2052-05-20      | 3.0000%  | 0.0000% | $1023.00           | $653.60            | Agency Debentures and Agency Strips |
| GNMA          | 2051-03-20      | 3.5000%  | 0.0000% | $1000.00           | $369.59            | Agency Debentures and Agency Strips |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $1024.00           | $494.58            | Agency Debentures and Agency Strips |
| GNMA          | 2052-01-20      | 3.0000%  | 0.0000% | $3774738.00        | $2249135.05        | Agency Debentures and Agency Strips |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $1000.00           | $611.69            | Agency Debentures and Agency Strips |
| GNMA          | 2052-10-20      | 3.5000%  | 0.0000% | $1024.00           | $706.49            | Agency Debentures and Agency Strips |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $4072.00           | $2928.86           | Agency Debentures and Agency Strips |
| GNMA          | 2054-04-20      | 7.0000%  | 0.0000% | $1000.00           | $310.31            | Agency Debentures and Agency Strips |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $331.34            | Agency Debentures and Agency Strips |
| GNMA          | 2046-09-20      | 4.0000%  | 0.0000% | $2000.00           | $977.92            | Agency Debentures and Agency Strips |
| GNMA          | 2054-10-20      | 5.0000%  | 0.0000% | $2024.00           | $1741.28           | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.5000%  | 0.0000% | $1000.00           | $824.86            | Agency Debentures and Agency Strips |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $1000.00           | $809.09            | Agency Debentures and Agency Strips |
| GNMA          | 2053-07-20      | 7.0000%  | 0.0000% | $1000.00           | $810.10            | Agency Debentures and Agency Strips |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $1000.00           | $889.95            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $782.86            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $906.09            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $835.25            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $721.05            | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $500.31            | Agency Debentures and Agency Strips |
| GNMA          | 2053-11-20      | 7.0000%  | 0.0000% | $1000.00           | $891.04            | Agency Debentures and Agency Strips |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $1000.00           | $920.77            | Agency Debentures and Agency Strips |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1050.89           | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1067.77           | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $8148.00           | $7894.32           | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.79           | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2024.00           | $2134.97           | Agency Debentures and Agency Strips |
| GNMA          | 2065-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1042.23           | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.60           | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.00           | Agency Debentures and Agency Strips |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1016.19           | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1034.46           | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1007.00           | $1061.79           | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.41           | Agency Debentures and Agency Strips |
| GNMA          | 2066-04-20      | 5.0000%  | 0.0000% | $1000.00           | $991.23            | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1037.00           | $1035.37           | Agency Debentures and Agency Strips |
| GNMA          | 2054-11-20      | 4.5000%  | 0.0000% | $1279.00           | $1126.11           | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $1024.00           | $723.81            | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1024.00           | $700.15            | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $2144.00           | $2088.38           | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 4.5000%  | 0.0000% | $1024.00           | $980.36            | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $987.76            | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.22           | Agency Debentures and Agency Strips |
| GNMA          | 2040-12-20      | 4.0000%  | 0.0000% | $1019.00           | $47.80             | Agency Debentures and Agency Strips |
| GNMA          | 2031-05-15      | 6.5000%  | 0.0000% | $1000.00           | $1.21              | Agency Debentures and Agency Strips |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $718.54            | Agency Debentures and Agency Strips |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $1000.00           | $631.93            | Agency Debentures and Agency Strips |
| GNMA          | 2064-12-20      | 7.0000%  | 0.0000% | $1000.00           | $559.13            | Agency Debentures and Agency Strips |
| GNMA          | 2027-06-15      | 3.0000%  | 0.0000% | $1004.00           | $24.56             | Agency Debentures and Agency Strips |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $400.00            | $311.03            | U.S. Treasuries (including strips)  |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $1600.00           | $990.91            | U.S. Treasuries (including strips)  |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $1200.00           | $1020.36           | U.S. Treasuries (including strips)  |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $900.00            | $887.91            | U.S. Treasuries (including strips)  |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.43             | U.S. Treasuries (including strips)  |
| USTR          | 2030-03-31      | 3.6250%  | 0.0000% | $200.00            | $197.67            | U.S. Treasuries (including strips)  |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $600.00            | $615.71            | U.S. Treasuries (including strips)  |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $76282000.00       | $76175974.34       | U.S. Treasuries (including strips)  |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $200.00            | $198.92            | U.S. Treasuries (including strips)  |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $26136000.00       | $26682539.09       | U.S. Treasuries (including strips)  |

### Security 23: TD SECURITIES INC REPO

- **C.1 - Title:** TD SECURITIES INC REPO 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173258679, C.3 - LEI: N/A, C.5 - Other ID: 1732586791
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $4100000.00        | $2195410.60        | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $1700000.00        | $870904.90         | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $11800000.00       | $5276039.60        | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 0.0000%  | 0.0000% | $8265000.00        | $3532031.22        | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $32000000.00       | $13467456.00       | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $10235000.00       | $4248241.45        | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $112159000.00      | $45877853.84       | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $18700000.00       | $7545655.70        | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $300000.00         | $119222.40         | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $300000.00         | $107014.20         | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 0.0000%  | 0.0000% | $1100000.00        | $343937.00         | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $1900000.00        | $578882.50         | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.0000%  | 0.0000% | $15200000.00       | $4512256.80        | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 0.0000%  | 0.0000% | $266387200.00      | $74211478.11       | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 0.0000%  | 0.0000% | $39200000.00       | $10666672.80       | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.0000%  | 0.0000% | $80000000.00       | $21497520.00       | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 0.0000%  | 0.0000% | $40000.00          | $9765.00           | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $80000.00          | $18898.88          | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 0.0000%  | 0.0000% | $2240000.00        | $523474.56         | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 0.0000%  | 0.0000% | $96000.00          | $22213.44          | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $400000.00         | $269175.60         | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 0.0000%  | 0.0000% | $4000000.00        | $2659600.00        | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 0.0000%  | 0.0000% | $18930.00          | $15204.16          | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 0.0000%  | 0.0000% | $18930.00          | $14856.02          | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 0.0000%  | 0.0000% | $18930.00          | $14526.12          | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $18930.00          | $14185.95          | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 0.0000%  | 0.0000% | $18930.00          | $13842.28          | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 0.0000%  | 0.0000% | $18930.00          | $13500.97          | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 0.0000%  | 0.0000% | $288930.00         | $201036.34         | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 0.0000%  | 0.0000% | $5218930.00        | $3539316.54        | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 0.0000%  | 0.0000% | $18930.00          | $12518.48          | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $5130.00           | $3303.35           | U.S. Treasuries (including strips) |
| USTR          | 2036-08-15      | 0.0000%  | 0.0000% | $5130.00           | $3213.09           | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 0.0000%  | 0.0000% | $5130.00           | $3125.74           | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2076.19           | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2030.19           | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 0.0000%  | 0.0000% | $2500.00           | $1985.08           | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 0.0000%  | 0.0000% | $2500.00           | $1941.38           | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 0.0000%  | 0.0000% | $2500.00           | $1896.36           | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 0.0000%  | 0.0000% | $2500.00           | $1850.64           | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $2500.00           | $1805.92           | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 0.0000%  | 0.0000% | $8402500.00        | $5922031.58        | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 0.0000%  | 0.0000% | $97802500.00       | $67169094.36       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 0.0000%  | 0.0000% | $6230.00           | $6181.03           | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2457.12           | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 0.0000%  | 0.0000% | $53930.00          | $52493.30          | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2408.60           | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $53930.00          | $51453.53          | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2359.85           | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 0.0000%  | 0.0000% | $53930.00          | $50335.08          | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $53930.00          | $49304.96          | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2309.77           | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2261.54           | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $43002500.00       | $28803504.52       | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 0.0000%  | 0.0000% | $5000.00           | $3262.64           | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 0.0000%  | 0.0000% | $53930.00          | $48282.50          | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $53930.00          | $47233.73          | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2213.18           | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2166.65           | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2120.13           | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 0.0000%  | 0.0000% | $53930.00          | $46229.66          | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.0000%  | 0.0000% | $53930.00          | $45241.12          | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 0.0000%  | 0.0000% | $18930.00          | $15550.37          | U.S. Treasuries (including strips) |
| USTR          | 2036-05-15      | 0.0000%  | 0.0000% | $5000.00           | $3175.80           | U.S. Treasuries (including strips) |
| USTR          | 2036-11-15      | 0.0000%  | 0.0000% | $117491000.00      | $72597218.94       | U.S. Treasuries (including strips) |
| USTR          | 2037-05-15      | 0.0000%  | 0.0000% | $5000.00           | $3004.62           | U.S. Treasuries (including strips) |
| USTR          | 2037-08-15      | 0.0000%  | 0.0000% | $5130.00           | $3038.60           | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2951.60           | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1339.50           | U.S. Treasuries (including strips) |
| USTR          | 2037-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2916.70           | U.S. Treasuries (including strips) |
| USTR          | 2038-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2834.43           | U.S. Treasuries (including strips) |
| USTR          | 2038-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2867.20           | U.S. Treasuries (including strips) |
| USTR          | 2039-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2784.12           | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1352.85           | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1301.18           | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1319.30           | U.S. Treasuries (including strips) |
| USTR          | 2038-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2753.86           | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2672.60           | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2700.23           | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2593.25           | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1265.08           | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1287.34           | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $2505130.00        | $1279182.01        | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1240.62           | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1260.20           | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2514.97           | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1214.30           | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2540.24           | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2437.80           | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2463.05           | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1232.89           | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1863.44           | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2362.62           | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2389.67           | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2294.08           | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.0000%  | 0.0000% | $1895130.00        | $856594.97         | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 0.0000%  | 0.0000% | $3985000.00        | $1776066.68        | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2249.58           | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2158.65           | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2182.91           | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2094.90           | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2117.65           | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $38705000.00       | $15749103.20       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2056.40           | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1974.35           | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1996.67           | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1918.12           | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1938.29           | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1884.63           | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1812.81           | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1834.87           | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1765.16           | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1787.38           | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1717.64           | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1741.29           | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1677.69           | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1699.38           | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1636.75           | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1656.37           | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1594.98           | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1615.31           | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1555.77           | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1573.43           | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1518.13           | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1534.71           | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1479.99           | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.0000%  | 0.0000% | $3447130.00        | $1005907.01        | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 0.0000%  | 0.0000% | $12813000.00       | $3676895.36        | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 0.0000%  | 0.0000% | $15590130.00       | $4432726.07        | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $2505000.00        | $702940.58         | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1421.97           | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1368.48           | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 0.0000%  | 0.0000% | $3005130.00        | $814116.76         | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1188.04           | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1217.06           | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 0.0000%  | 0.0000% | $2200.00           | $519.49            | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $1033730.00        | $241862.84         | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 0.0000%  | 0.0000% | $2200.00           | $511.05            | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 0.0000%  | 0.0000% | $30.00             | $6.91              | U.S. Treasuries (including strips) |

### Security 24: NATIONAL AUSTRALIA BANK LTD REPO

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD REPO 3.580000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173258679, C.3 - LEI: N/A, C.5 - Other ID: 1732586792
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $48360000.00       | $49335721.69       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $48360000.00       | $49335721.69       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $48360000.00       | $49335721.69       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $4920000.00        | $5022376.47        | U.S. Treasuries (including strips) |

### Security 25: DEUTSCHE BANK SECURITIES INC REPO

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC REPO 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173258679, C.3 - LEI: N/A, C.5 - Other ID: 1732586793
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.7500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $277846530.00      | $203324570.38      | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $51631424.00       | $41557834.65       | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $70963628.00       | $53481085.02       | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $70740036.00       | $50669974.91       | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $223132581.00      | $133874196.38      | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $5280163.00        | $4141271.23        | Agency Debentures and Agency Strips |
| GNMA          | 2052-04-20      | 2.0000%  | 0.0000% | $3984023.00        | $2542543.56        | Agency Debentures and Agency Strips |
| GNMA          | 2052-05-20      | 2.5000%  | 0.0000% | $4997139.00        | $3195494.56        | Agency Debentures and Agency Strips |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $3397021.00        | $2136948.17        | Agency Debentures and Agency Strips |
| GNMA          | 2052-07-20      | 3.0000%  | 0.0000% | $7156957.00        | $4424954.28        | Agency Debentures and Agency Strips |
| GNMA          | 2052-07-20      | 3.5000%  | 0.0000% | $3752979.00        | $2573137.98        | Agency Debentures and Agency Strips |
| GNMA          | 2050-02-20      | 3.5000%  | 0.0000% | $1216940.00        | $880524.78         | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $4764916.00        | $4228778.73        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $4111560.00        | $2968685.55        | Agency Debentures and Agency Strips |

### Security 26: CREDIT AGRICOLE SECURITIES USA INC REPO

- **C.1 - Title:** CREDIT AGRICOLE SECURITIES USA INC REPO 3.570000%
- **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: 173258679, C.3 - LEI: N/A, C.5 - Other ID: 1732586794
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $893.96            | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 7.5000%  | 0.0000% | $1077750.00        | $1164584.78        | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $1042460.00        | $580213.08         | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1088.00           | $959.92            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $90388.00          | $87209.84          | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $105320.00         | $87484.06          | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $107196.00         | $98925.63          | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $11817594.00       | $10764704.14       | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $80638.00          | $79252.98          | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $98632.00          | $98951.09          | Agency Debentures and Agency Strips |
| GNMA          | 2051-08-20      | 2.0000%  | 0.0000% | $2031264.00        | $1085532.96        | Agency Debentures and Agency Strips |
| GNMA          | 2052-01-20      | 3.0000%  | 0.0000% | $12985040.00       | $7736989.58        | Agency Debentures and Agency Strips |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $5967920.00        | $4292536.14        | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1488980.00        | $1555908.49        | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $169588.00         | $132764.30         | Agency Debentures and Agency Strips |
| GNMA          | 2053-11-20      | 7.5000%  | 0.0000% | $6107752.00        | $4272321.28        | Agency Debentures and Agency Strips |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $4037312.00        | $4242750.96        | Agency Debentures and Agency Strips |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $31265640.00       | $23793956.17       | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $69533.00          | $68681.88          | Agency Debentures and Agency Strips |
| GNMA          | 2040-12-20      | 4.0000%  | 0.0000% | $18548064.00       | $869978.54         | Agency Debentures and Agency Strips |
| USTR          | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.68             | U.S. Treasuries (including strips)  |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $37600.00          | $33730.15          | U.S. Treasuries (including strips)  |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $30400.00          | $32471.40          | U.S. Treasuries (including strips)  |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $1000.00           | $1002.83           | U.S. Treasuries (including strips)  |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $142182000.00      | $142917125.76      | U.S. Treasuries (including strips)  |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $1000.00           | $988.51            | U.S. Treasuries (including strips)  |

### Security 27: WELLS FARGO SECURITIES LLC REPO

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173258679, C.3 - LEI: N/A, C.5 - Other ID: 1732586795
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 5.5000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2036-09-01      | 6.5000%  | 0.0000% | $320000.00         | $3304.91           | Agency Debentures and Agency Strips |
| FMAC          | 2037-06-01      | 6.0000%  | 0.0000% | $6276806.00        | $8173.35           | Agency Debentures and Agency Strips |
| FMAC          | 2038-09-01      | 6.0000%  | 0.0000% | $3117120.00        | $64978.83          | Agency Debentures and Agency Strips |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $9882636.00        | $1628705.88        | Agency Debentures and Agency Strips |
| FMAC          | 2046-10-01      | 3.5000%  | 0.0000% | $11000000.00       | $1304737.61        | Agency Debentures and Agency Strips |
| FMAC          | 2047-03-01      | 3.5000%  | 0.0000% | $693600.00         | $172562.64         | Agency Debentures and Agency Strips |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $18372256.00       | $5922664.53        | Agency Debentures and Agency Strips |
| FMAC          | 2029-09-01      | 6.0000%  | 0.0000% | $944192.00         | $1976.34           | Agency Debentures and Agency Strips |
| FMAC          | 2037-08-01      | 5.5000%  | 0.0000% | $500000.00         | $2693.88           | Agency Debentures and Agency Strips |
| FMAC          | 2037-09-01      | 6.0000%  | 0.0000% | $4626681.00        | $26547.31          | Agency Debentures and Agency Strips |
| FMAC          | 2037-12-01      | 6.0000%  | 0.0000% | $4968310.00        | $33784.19          | Agency Debentures and Agency Strips |
| FMAC          | 2038-05-01      | 6.0000%  | 0.0000% | $13577049.00       | $176078.21         | Agency Debentures and Agency Strips |
| FMAC          | 2033-09-01      | 3.5000%  | 0.0000% | $6742623.00        | $485322.97         | Agency Debentures and Agency Strips |
| FMAC          | 2038-01-01      | 3.5000%  | 0.0000% | $1963000.00        | $394349.43         | Agency Debentures and Agency Strips |
| FMAC          | 2045-10-01      | 3.5000%  | 0.0000% | $3029000.00        | $513560.65         | Agency Debentures and Agency Strips |
| FMAC          | 2047-02-01      | 3.5000%  | 0.0000% | $10000000.00       | $1868649.80        | Agency Debentures and Agency Strips |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $4000.00           | $797.95            | Agency Debentures and Agency Strips |
| FMAC          | 2043-01-01      | 3.0000%  | 0.0000% | $21500000.00       | $3480769.45        | Agency Debentures and Agency Strips |
| FMAC          | 2049-05-01      | 3.0000%  | 0.0000% | $10000.00          | $858.48            | Agency Debentures and Agency Strips |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $534505.00         | $351896.92         | Agency Debentures and Agency Strips |
| FMAC          | 2036-09-01      | 3.0000%  | 0.0000% | $500000.00         | $226310.72         | Agency Debentures and Agency Strips |
| FMAC          | 2038-07-01      | 2.0000%  | 0.0000% | $5216090.00        | $4436715.01        | Agency Debentures and Agency Strips |
| FMAC          | 2040-08-01      | 6.0000%  | 0.0000% | $1231778.00        | $1019093.42        | Agency Debentures and Agency Strips |
| FMAC          | 2037-05-01      | 3.0000%  | 0.0000% | $450154.00         | $280717.18         | Agency Debentures and Agency Strips |
| FMAC          | 2035-10-01      | 3.0000%  | 0.0000% | $170000.00         | $105887.68         | Agency Debentures and Agency Strips |
| FMAC          | 2040-03-01      | 5.5000%  | 0.0000% | $47554113.00       | $31748582.24       | Agency Debentures and Agency Strips |
| FMAC          | 2035-05-01      | 2.5000%  | 0.0000% | $1938300.00        | $407459.85         | Agency Debentures and Agency Strips |
| FMAC          | 2035-10-01      | 2.0000%  | 0.0000% | $1600000.00        | $559547.67         | Agency Debentures and Agency Strips |
| FMAC          | 2037-01-01      | 2.0000%  | 0.0000% | $899653.00         | $483760.59         | Agency Debentures and Agency Strips |
| FMAC          | 2037-10-01      | 4.5000%  | 0.0000% | $174458.00         | $88426.32          | Agency Debentures and Agency Strips |
| FMAC          | 2038-05-01      | 5.0000%  | 0.0000% | $407000.00         | $214484.67         | Agency Debentures and Agency Strips |
| FMAC          | 2039-03-01      | 5.0000%  | 0.0000% | $497544.00         | $255692.66         | Agency Debentures and Agency Strips |
| FMAC          | 2040-05-01      | 3.5000%  | 0.0000% | $4915859.00        | $4010677.38        | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $1342411.00        | $784448.99         | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 4.0000%  | 0.0000% | $1716000.00        | $911521.19         | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $3250000.00        | $2313534.36        | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $19719170.00       | $12969621.14       | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $324000.00         | $218466.24         | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $310000.00         | $196128.27         | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $644000.00         | $426770.03         | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $47940055.00       | $33468044.85       | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $65000.00          | $46492.26          | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $67928000.00       | $46559841.42       | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $42456848.00       | $37663492.02       | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.5000%  | 0.0000% | $52922188.00       | $43832300.07       | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 4.5000%  | 0.0000% | $17103100.00       | $14678294.13       | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $652000.00         | $581848.80         | Agency Debentures and Agency Strips |
| FMAC          | 2050-02-01      | 3.0000%  | 0.0000% | $960000.00         | $336573.15         | Agency Debentures and Agency Strips |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $485000.00         | $199816.65         | Agency Debentures and Agency Strips |
| FMAC          | 2050-12-01      | 2.0000%  | 0.0000% | $25000.00          | $12882.96          | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $45000.00          | $27241.90          | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.0000%  | 0.0000% | $1397600.00        | $977853.64         | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $967500.00         | $712392.89         | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $20000.00          | $8697.87           | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $40960564.00       | $24882057.92       | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 4.5000%  | 0.0000% | $26668579.00       | $20793502.43       | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 4.5000%  | 0.0000% | $36330723.00       | $29244231.09       | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $6098895.00        | $4447997.70        | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 4.5000%  | 0.0000% | $26049.00          | $23085.88          | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 4.5000%  | 0.0000% | $17160000.00       | $15406594.50       | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 3.0000%  | 0.0000% | $89000.00          | $62490.55          | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $21831200.00       | $15103716.89       | Agency Debentures and Agency Strips |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $8952013.00        | $3487503.58        | Agency Debentures and Agency Strips |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $217176.00         | $123157.84         | Agency Debentures and Agency Strips |
| FMAC          | 2051-08-01      | 3.0000%  | 0.0000% | $160000.00         | $108911.74         | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 3.5000%  | 0.0000% | $2475478.00        | $1625036.68        | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $1956369.00        | $1396810.41        | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 4.5000%  | 0.0000% | $471042.00         | $298854.11         | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2398.29           | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $76729.42          | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $215000.00         | $171380.80         | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $8100748.00        | $5686775.21        | Agency Debentures and Agency Strips |
| FMAC          | 2050-06-01      | 3.0000%  | 0.0000% | $300000.00         | $123680.22         | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $68328.00          | $47140.61          | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $300000.00         | $190209.74         | Agency Debentures and Agency Strips |
| FMAC          | 2036-12-01      | 2.5000%  | 0.0000% | $1665328.00        | $386271.76         | Agency Debentures and Agency Strips |
| FMAC          | 2039-11-01      | 3.0000%  | 0.0000% | $15150894.00       | $2269728.76        | Agency Debentures and Agency Strips |
| FMAC          | 2037-03-01      | 1.5000%  | 0.0000% | $28177.00          | $16656.46          | Agency Debentures and Agency Strips |
| FMAC          | 2039-11-01      | 4.0000%  | 0.0000% | $7792964.00        | $6506954.37        | Agency Debentures and Agency Strips |
| FMAC          | 2040-01-01      | 4.0000%  | 0.0000% | $680738.00         | $549065.16         | Agency Debentures and Agency Strips |
| FMAC          | 2040-07-01      | 5.5000%  | 0.0000% | $1049150.00        | $796117.73         | Agency Debentures and Agency Strips |
| FMAC          | 2040-06-01      | 5.0000%  | 0.0000% | $3153944.00        | $2876802.54        | Agency Debentures and Agency Strips |
| FMAC          | 2040-09-01      | 6.0000%  | 0.0000% | $1600334.00        | $1392306.45        | Agency Debentures and Agency Strips |
| FMAC          | 2040-09-01      | 6.0000%  | 0.0000% | $1437726.00        | $1424436.07        | Agency Debentures and Agency Strips |
| FMAC          | 2040-11-01      | 4.5000%  | 0.0000% | $2139246.00        | $1979366.59        | Agency Debentures and Agency Strips |
| FMAC          | 2040-12-01      | 4.5000%  | 0.0000% | $1322347.00        | $1267523.47        | Agency Debentures and Agency Strips |
| FMAC          | 2041-01-01      | 4.5000%  | 0.0000% | $2023373.00        | $1969432.51        | Agency Debentures and Agency Strips |
| FMAC          | 2041-03-01      | 4.5000%  | 0.0000% | $2475728.00        | $2338267.07        | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1455794.00        | $1402159.75        | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $3107035.00        | $1175479.88        | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1649339.00        | $931961.05         | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $31134000.00       | $27147608.36       | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1045903.00        | $946444.69         | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $4293443.00        | $4159062.35        | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $2381200.00        | $2239105.12        | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1342531.00        | $877431.94         | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $92547188.00       | $86157978.56       | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $42500.00          | $40247.15          | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1500000.00        | $1323974.16        | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $14167482.00       | $12331895.17       | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $42518121.00       | $39531992.81       | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $318606.00         | $303449.81         | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $31611825.00       | $25876120.84       | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $7065704.00        | $6844927.59        | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $43788915.00       | $40592209.71       | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 4.5000%  | 0.0000% | $21398357.00       | $19732834.86       | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $1835308.00        | $1890407.24        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $35809050.00       | $35443865.33       | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $53883017.00       | $50334131.78       | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 4.5000%  | 0.0000% | $50237413.00       | $48527683.12       | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 6.5000%  | 0.0000% | $600000.00         | $300123.75         | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 5.5000%  | 0.0000% | $22139652.00       | $18141397.31       | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $500000.00         | $448524.11         | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $4304787.00        | $4081137.89        | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 4.0000%  | 0.0000% | $7131404.00        | $6571526.52        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $32563706.00       | $33078064.72       | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $3412509.00        | $2579360.39        | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $7056131.00        | $6484445.53        | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $481732.00         | $412570.70         | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 4.0000%  | 0.0000% | $3057564.00        | $2816364.28        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 3.5000%  | 0.0000% | $1048250.00        | $955365.85         | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 3.5000%  | 0.0000% | $16322865.00       | $14715902.10       | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 3.0000%  | 0.0000% | $646582.00         | $566091.16         | Agency Debentures and Agency Strips |
| FMAC          | 2041-05-01      | 6.0000%  | 0.0000% | $5029325.00        | $5178384.28        | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $6879000.00        | $6746292.30        | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $4514398.00        | $4443808.48        | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $9877686.00        | $9707363.82        | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $1157593.00        | $1186134.93        | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 4.0000%  | 0.0000% | $3482882.00        | $3249321.09        | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 3.5000%  | 0.0000% | $361159.00         | $327535.74         | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $10038485.00       | $10374575.44       | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $4247765.00        | $4175424.17        | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 4.5000%  | 0.0000% | $284326.00         | $273036.60         | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $512642.00         | $503360.78         | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $7618710.00        | $7509233.71        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $5961812.00        | $6041557.24        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $6420973.00        | $6525369.26        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $1601855.00        | $1631586.55        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $8031000.00        | $7853238.47        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $7422714.00        | $7478554.07        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 6.0000%  | 0.0000% | $2030096.00        | $2093899.57        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $2345627.00        | $1977785.56        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 6.0000%  | 0.0000% | $5124978.00        | $5250632.71        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 6.0000%  | 0.0000% | $1355823.00        | $1407507.88        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $17357915.00       | $16742092.37       | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 6.0000%  | 0.0000% | $1901629.00        | $1949880.30        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 6.0000%  | 0.0000% | $1445535.00        | $1497358.39        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 4.5000%  | 0.0000% | $1544657.00        | $1488133.37        | Agency Debentures and Agency Strips |
| FMAC          | 2056-06-01      | 7.0000%  | 0.0000% | $1062294.00        | $1144861.27        | Agency Debentures and Agency Strips |

### Security 28: GOLDMAN SACHS & CO. LLC REPO

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC REPO 3.580000%
- **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: 173258679, C.3 - LEI: N/A, C.5 - Other ID: 1732586796
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2034-01-01      | 5.0000%  | 0.0000% | $28216444.00       | $108818.79         | Agency Debentures and Agency Strips |
| FMAC          | 2038-10-01      | 5.5000%  | 0.0000% | $323866.00         | $5624.05           | Agency Debentures and Agency Strips |
| FMAC          | 2041-01-01      | 4.5000%  | 0.0000% | $3018080.00        | $112994.42         | Agency Debentures and Agency Strips |
| FMAC          | 2027-08-01      | 6.0000%  | 0.0000% | $4171072.00        | $6848.96           | Agency Debentures and Agency Strips |
| FMAC          | 2034-07-01      | 4.0000%  | 0.0000% | $302000.00         | $28788.23          | Agency Debentures and Agency Strips |
| FMAC          | 2038-05-01      | 3.5000%  | 0.0000% | $5000000.00        | $545841.13         | Agency Debentures and Agency Strips |
| FMAC          | 2043-04-01      | 3.0000%  | 0.0000% | $2045000.00        | $395832.94         | Agency Debentures and Agency Strips |
| FMAC          | 2045-05-01      | 4.0000%  | 0.0000% | $2874000.00        | $305024.33         | Agency Debentures and Agency Strips |
| FMAC          | 2035-06-01      | 5.0000%  | 0.0000% | $856343.00         | $6815.74           | Agency Debentures and Agency Strips |
| FMAC          | 2034-06-01      | 6.0000%  | 0.0000% | $2240000.00        | $20197.07          | Agency Debentures and Agency Strips |
| FMAC          | 2031-06-01      | 5.5000%  | 0.0000% | $9581740.00        | $35186.76          | Agency Debentures and Agency Strips |
| FMAC          | 2042-12-01      | 3.0000%  | 0.0000% | $55998000.00       | $10055164.45       | Agency Debentures and Agency Strips |
| FMAC          | 2045-11-01      | 4.0000%  | 0.0000% | $24895440.00       | $2263128.57        | Agency Debentures and Agency Strips |
| FMAC          | 2047-04-01      | 3.5000%  | 0.0000% | $10825072.00       | $1152027.10        | Agency Debentures and Agency Strips |
| FMAC          | 2046-06-01      | 4.0000%  | 0.0000% | $850000.00         | $127581.06         | Agency Debentures and Agency Strips |
| FMAC          | 2036-05-01      | 2.0000%  | 0.0000% | $424000.00         | $192498.88         | Agency Debentures and Agency Strips |
| FMAC          | 2050-08-01      | 3.0000%  | 0.0000% | $1591556.00        | $692970.41         | Agency Debentures and Agency Strips |
| FMAC          | 2046-09-01      | 4.0000%  | 0.0000% | $6158784.00        | $3182933.51        | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $678690.00         | $547495.29         | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 2.0000%  | 0.0000% | $341600.00         | $244462.36         | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $3006784.00        | $2430652.85        | Agency Debentures and Agency Strips |
| FMAC          | 2051-11-01      | 3.5000%  | 0.0000% | $134000.00         | $64999.19          | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $276000.00         | $220469.50         | Agency Debentures and Agency Strips |
| FMAC          | 2045-07-01      | 3.5000%  | 0.0000% | $1330324.00        | $181767.17         | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 4.0000%  | 0.0000% | $7695.00           | $5673.06           | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $13000.00          | $9637.17           | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 4.5000%  | 0.0000% | $2784250.00        | $1980764.32        | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1868526.00        | $1518582.53        | Agency Debentures and Agency Strips |
| FMAC          | 2036-05-01      | 2.0000%  | 0.0000% | $475627.00         | $237306.33         | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $495094.00         | $401805.11         | Agency Debentures and Agency Strips |
| FMAC          | 2045-05-01      | 4.5000%  | 0.0000% | $841840.00         | $771146.38         | Agency Debentures and Agency Strips |
| FNMA          | 2035-10-01      | 4.0000%  | 0.0000% | $83918.00          | $5508.92           | Agency Debentures and Agency Strips |
| FNMA          | 2031-08-01      | 7.5000%  | 0.0000% | $367803.00         | $13893.08          | Agency Debentures and Agency Strips |
| FNMA          | 2041-10-01      | 3.5000%  | 0.0000% | $89000.00          | $13486.26          | Agency Debentures and Agency Strips |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $114000.00         | $17969.25          | Agency Debentures and Agency Strips |
| FNMA          | 2045-02-01      | 5.0000%  | 0.0000% | $559000.00         | $83832.07          | Agency Debentures and Agency Strips |
| FNMA          | 2042-12-01      | 2.5000%  | 0.0000% | $152611.00         | $23405.04          | Agency Debentures and Agency Strips |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $1000000.00        | $140188.40         | Agency Debentures and Agency Strips |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $151946.00         | $22688.87          | Agency Debentures and Agency Strips |
| FNMA          | 2033-03-01      | 6.0000%  | 0.0000% | $7435952.00        | $18496.56          | Agency Debentures and Agency Strips |
| FNMA          | 2033-09-01      | 6.0000%  | 0.0000% | $400000.00         | $7267.05           | Agency Debentures and Agency Strips |
| FNMA          | 2035-01-01      | 6.0000%  | 0.0000% | $1050508.00        | $15924.29          | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $2823008.00        | $2492421.79        | Agency Debentures and Agency Strips |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $500000.00         | $112566.26         | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 4.5000%  | 0.0000% | $370692.00         | $55399.89          | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $400000.00         | $43805.12          | Agency Debentures and Agency Strips |
| FNMA          | 2048-02-01      | 3.5000%  | 0.0000% | $67000.00          | $9571.94           | Agency Debentures and Agency Strips |
| FNMA          | 2033-01-01      | 3.0000%  | 0.0000% | $1823000.00        | $229002.45         | Agency Debentures and Agency Strips |
| FNMA          | 2048-12-01      | 4.0000%  | 0.0000% | $1500000.00        | $282792.50         | Agency Debentures and Agency Strips |
| FNMA          | 2035-06-01      | 2.0000%  | 0.0000% | $6629440.00        | $2210891.29        | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 4.5000%  | 0.0000% | $11467856.00       | $2759412.82        | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 4.5000%  | 0.0000% | $9933392.00        | $2322576.08        | Agency Debentures and Agency Strips |
| FNMA          | 2036-11-01      | 2.0000%  | 0.0000% | $800000.00         | $415711.21         | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $2503000.00        | $1669738.85        | Agency Debentures and Agency Strips |
| FNMA          | 2044-08-01      | 6.5000%  | 0.0000% | $1924184.00        | $1349383.03        | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1487198.00        | $1518193.55        | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $1916656.00        | $2008758.54        | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 5.5000%  | 0.0000% | $2630000.00        | $2652312.34        | Agency Debentures and Agency Strips |
| FNMA          | 2056-06-01      | 5.5000%  | 0.0000% | $3603480.00        | $3634051.12        | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $4905552.00        | $3862281.76        | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $300000.00         | $260827.71         | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 4.0000%  | 0.0000% | $5968000.00        | $1177111.39        | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $16137152.00       | $13318016.84       | Agency Debentures and Agency Strips |
| FNMA          | 2037-05-01      | 6.0000%  | 0.0000% | $860000.00         | $11677.00          | Agency Debentures and Agency Strips |
| FNMA          | 2047-08-01      | 3.0000%  | 0.0000% | $25000.00          | $5250.61           | Agency Debentures and Agency Strips |
| FNMA          | 2037-05-01      | 6.0000%  | 0.0000% | $500000.00         | $20560.61          | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 4.5000%  | 0.0000% | $3140000.00        | $132160.66         | Agency Debentures and Agency Strips |
| FNMA          | 2040-06-01      | 4.5000%  | 0.0000% | $2700688.00        | $98034.19          | Agency Debentures and Agency Strips |
| FNMA          | 2043-02-01      | 4.0000%  | 0.0000% | $4500000.00        | $564153.86         | Agency Debentures and Agency Strips |
| FNMA          | 2043-08-01      | 4.5000%  | 0.0000% | $705000.00         | $106139.88         | Agency Debentures and Agency Strips |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $323000.00         | $32029.40          | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 4.0000%  | 0.0000% | $286511.00         | $43609.70          | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 4.0000%  | 0.0000% | $11000.00          | $9482.18           | Agency Debentures and Agency Strips |
| FNMA          | 2040-03-01      | 6.5000%  | 0.0000% | $1535864.00        | $118454.14         | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 7.0000%  | 0.0000% | $1932934.00        | $893499.76         | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1086400.00        | $1156446.00        | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $1011982.00        | $877883.24         | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 3.0000%  | 0.0000% | $1529214.00        | $1249279.49        | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $4351968.00        | $4081587.98        | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $1362688.00        | $1398860.84        | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $2126252.00        | $2233421.66        | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $1733092.00        | $1816991.65        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $5042056.00        | $5089197.05        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $1516288.00        | $1541797.69        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $3406304.00        | $3463607.50        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 6.0000%  | 0.0000% | $1004534.00        | $1044833.56        | Agency Debentures and Agency Strips |
| GNMA          | 2053-02-20      | 5.0000%  | 0.0000% | $134842000.00      | $95376753.83       | Agency Debentures and Agency Strips |
| GNMA          | 2053-04-20      | 5.0000%  | 0.0000% | $941000.00         | $691047.99         | Agency Debentures and Agency Strips |
| GNMA          | 2058-05-15      | 4.5500%  | 0.0000% | $5241249.00        | $4982814.35        | Agency Debentures and Agency Strips |
| GNMA          | 2057-05-15      | 2.4800%  | 0.0000% | $5397896.00        | $4449557.63        | Agency Debentures and Agency Strips |
| GNMA          | 2039-10-20      | 5.0000%  | 0.0000% | $999000.00         | $696357.49         | Agency Debentures and Agency Strips |
| GNMA          | 2059-05-15      | 5.5200%  | 0.0000% | $7366300.00        | $7481157.83        | Agency Debentures and Agency Strips |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $853708.00         | $647090.50         | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $603677.00         | $634747.11         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $120482560.00      | $91708297.48       | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $864972.00         | $726774.36         | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $1732638.00        | $1790765.93        | Agency Debentures and Agency Strips |
| GNMA          | 2031-07-15      | 6.5000%  | 0.0000% | $1693480.00        | $136480.03         | Agency Debentures and Agency Strips |
| GNMA          | 2052-06-20      | 4.0000%  | 0.0000% | $100000.00         | $69712.90          | Agency Debentures and Agency Strips |
| GNMA          | 2039-02-15      | 5.0000%  | 0.0000% | $2406690.00        | $12258.45          | Agency Debentures and Agency Strips |
| GNMA          | 2039-11-15      | 5.0000%  | 0.0000% | $171007.00         | $6701.62           | Agency Debentures and Agency Strips |

### Security 29: CREDIT AGRICOLE SECURITIES USA INC REPO

- **C.1 - Title:** CREDIT AGRICOLE SECURITIES USA INC REPO 3.610000%
- **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: 173258682, C.3 - LEI: N/A, C.5 - Other ID: 1732586824
- **C.18 - Value (incl. sponsor support):** $67000000.00
- **C.18.a - Value (excl. sponsor support):** $67000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2042-07-01      | 3.5000%  | 0.0000% | $1016.00           | $116.47            | Agency Debentures and Agency Strips |
| FMAC          | 2051-06-01      | 3.0000%  | 0.0000% | $1611.00           | $857.38            | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $13181217.00       | $10837040.97       | Agency Debentures and Agency Strips |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $1210.00           | $648.52            | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $664.74            | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $704.31            | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 7.5000%  | 0.0000% | $1088.00           | $746.39            | Agency Debentures and Agency Strips |
| FCSB          | 2045-09-08      | 5.7000%  | 0.0000% | $367000.00         | $368234.96         | Agency Debentures and Agency Strips |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $661.48            | Agency Debentures and Agency Strips |
| FNMA          | 2046-08-01      | 3.5000%  | 0.0000% | $39002.00          | $8209.96           | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $122.54            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $693.28            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $5618.00           | $5915.32           | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 3.0000%  | 0.0000% | $1008.00           | $206.56            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $791.93            | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $724.38            | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $704648.00         | $521800.52         | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $68253.00          | $42546.97          | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $556.58            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $1011.00           | $901.46            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $4296752.00        | $3790941.70        | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $2048.00           | $1756.39           | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 6.5000%  | 0.0000% | $184650.00         | $192832.81         | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 6.5000%  | 0.0000% | $511987.00         | $537071.09         | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 6.5000%  | 0.0000% | $28573.00          | $29969.32          | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.0000%  | 0.0000% | $1101.00           | $949.81            | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $3492061.00        | $2382787.43        | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $821.60            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $235967.00         | $234204.86         | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $1035.00           | $72.15             | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $521.45            | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $250000.00         | $176119.46         | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $324587.00         | $273761.21         | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1088.00           | $977.87            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $841.28            | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 6.5000%  | 0.0000% | $2998984.00        | $3010794.32        | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1025.00           | $1011.14           | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $259477.00         | $165316.41         | Agency Debentures and Agency Strips |
| GNMA          | 2042-05-20      | 4.0000%  | 0.0000% | $992723.00         | $51053.77          | Agency Debentures and Agency Strips |
| GNMA          | 2047-10-20      | 3.0000%  | 0.0000% | $1151.00           | $144.63            | Agency Debentures and Agency Strips |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $3069.00           | $344.39            | Agency Debentures and Agency Strips |
| GNMA          | 2048-10-20      | 4.0000%  | 0.0000% | $1033.00           | $89.06             | Agency Debentures and Agency Strips |
| GNMA          | 2052-05-20      | 2.0000%  | 0.0000% | $1024.00           | $619.75            | Agency Debentures and Agency Strips |
| GNMA          | 2052-05-20      | 3.0000%  | 0.0000% | $695058.00         | $444073.87         | Agency Debentures and Agency Strips |
| GNMA          | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $637.67            | Agency Debentures and Agency Strips |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $63320.00          | $45544.07          | Agency Debentures and Agency Strips |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $331.34            | Agency Debentures and Agency Strips |
| GNMA          | 2046-09-20      | 4.0000%  | 0.0000% | $1000.00           | $488.96            | Agency Debentures and Agency Strips |
| GNMA          | 2054-10-20      | 5.0000%  | 0.0000% | $1024.00           | $880.97            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.5000%  | 0.0000% | $2000.00           | $1649.73           | Agency Debentures and Agency Strips |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $561.05            | Agency Debentures and Agency Strips |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.39           | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $947.92            | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 8.0000%  | 0.0000% | $1000.00           | $481.69            | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $991.31            | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $2300684.00        | $2127563.42        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $1468680.00        | $1568209.45        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $968.87            | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1068.00           | $1140.40           | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1040.00           | $1097.02           | Agency Debentures and Agency Strips |
| GNMA          | 2065-09-20      | 7.0000%  | 0.0000% | $2000.00           | $2084.47           | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1040.00           | $1038.37           | Agency Debentures and Agency Strips |
| GNMA          | 2054-11-20      | 4.5000%  | 0.0000% | $557709.00         | $491039.44         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $804.58            | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 3.5000%  | 0.0000% | $4695768.00        | $4147358.71        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $1024.00           | $997.43            | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1024.00           | $1027.89           | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $2000.00           | $2072.48           | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-20      | 3.5000%  | 0.0000% | $1000.00           | $65.77             | Agency Debentures and Agency Strips |
| GNMA          | 2040-12-20      | 4.0000%  | 0.0000% | $1023.00           | $47.98             | Agency Debentures and Agency Strips |
| GNMA          | 2039-07-15      | 5.5000%  | 0.0000% | $1027.00           | $88.24             | Agency Debentures and Agency Strips |
| USTR          | 2026-08-15      | 0.0000%  | 0.0000% | $100.00            | $99.19             | U.S. Treasuries (including strips)  |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $200.00            | $196.57            | U.S. Treasuries (including strips)  |
| USTR          | 2027-11-15      | 0.0000%  | 0.0000% | $400.00            | $377.72            | U.S. Treasuries (including strips)  |
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $500.00            | $457.46            | U.S. Treasuries (including strips)  |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $200.00            | $86.70             | U.S. Treasuries (including strips)  |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $600.00            | $216.90            | U.S. Treasuries (including strips)  |
| USTR          | 2050-02-15      | 0.0000%  | 0.0000% | $400.00            | $118.74            | U.S. Treasuries (including strips)  |
| USTR          | 2029-01-15      | 2.5000%  | 0.0000% | $121200.00         | $193156.82         | U.S. Treasuries (including strips)  |
| USTR          | 2041-02-15      | 2.1250%  | 0.0000% | $200.00            | $293.95            | U.S. Treasuries (including strips)  |
| USTR          | 2042-02-15      | 0.7500%  | 0.0000% | $1486900.00        | $1683772.71        | U.S. Treasuries (including strips)  |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $400.00            | $404.66            | U.S. Treasuries (including strips)  |
| USTR          | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $75.58             | U.S. Treasuries (including strips)  |
| USTR          | 2048-02-15      | 1.0000%  | 0.0000% | $400.00            | $387.13            | U.S. Treasuries (including strips)  |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $485600.00         | $276465.97         | U.S. Treasuries (including strips)  |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $900.00            | $859.82            | U.S. Treasuries (including strips)  |
| USTR          | 2055-11-15      | 4.6250%  | 0.0000% | $48000.00          | $45373.42          | U.S. Treasuries (including strips)  |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $2616300.00        | $3513268.44        | U.S. Treasuries (including strips)  |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $400.00            | $499.01            | U.S. Treasuries (including strips)  |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $3500.00           | $4854.24           | U.S. Treasuries (including strips)  |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $200.00            | $198.50            | U.S. Treasuries (including strips)  |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $122.12            | U.S. Treasuries (including strips)  |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.29             | U.S. Treasuries (including strips)  |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $2505400.00        | $2481027.54        | U.S. Treasuries (including strips)  |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $28800.00          | $25540.76          | U.S. Treasuries (including strips)  |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $96.94             | U.S. Treasuries (including strips)  |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $646800.00         | $668084.06         | U.S. Treasuries (including strips)  |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $200.00            | $221.70            | U.S. Treasuries (including strips)  |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $89700.00          | $92457.16          | U.S. Treasuries (including strips)  |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $1289600.00        | $1259488.55        | U.S. Treasuries (including strips)  |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $400.00            | $400.88            | U.S. Treasuries (including strips)  |
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $200.00            | $199.91            | U.S. Treasuries (including strips)  |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $26514100.00       | $26602235.21       | U.S. Treasuries (including strips)  |
| USTR          | 2028-10-15      | 3.5000%  | 0.0000% | $400.00            | $396.62            | U.S. Treasuries (including strips)  |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $100.00            | $98.82             | U.S. Treasuries (including strips)  |
| USTR          | 2037-02-15      | 0.0000%  | 0.0000% | $1.40              | $0.85              | U.S. Treasuries (including strips)  |

### Security 30: DEUTSCHE BANK SECURITIES INC REPO

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC REPO 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173258692, C.3 - LEI: N/A, C.5 - Other ID: 1732586923
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $230100100.00      | $154135378.02      | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $167172600.00      | $124450847.77      | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $97652500.00       | $78413807.79       | U.S. Treasuries (including strips) |

### Security 31: CREDIT AGRICOLE SECURITIES USA INC REPO

- **C.1 - Title:** CREDIT AGRICOLE SECURITIES USA INC REPO 3.600000%
- **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: 173258772, C.3 - LEI: N/A, C.5 - Other ID: 1732587729
- **C.18 - Value (incl. sponsor support):** $310000000.00
- **C.18.a - Value (excl. sponsor support):** $310000000.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2042-07-01      | 3.5000%  | 0.0000% | $1025.00           | $117.50            | Agency Debentures and Agency Strips |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $1074.00           | $250.06            | Agency Debentures and Agency Strips |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $486.07            | Agency Debentures and Agency Strips |
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $570.59            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1078.00           | $963.69            | Agency Debentures and Agency Strips |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $12613696.00       | $8343667.60        | Agency Debentures and Agency Strips |
| FNMA          | 2045-03-01      | 4.5000%  | 0.0000% | $1000.00           | $121.24            | Agency Debentures and Agency Strips |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $1279.00           | $98.39             | Agency Debentures and Agency Strips |
| FNMA          | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $108.20            | Agency Debentures and Agency Strips |
| FNMA          | 2044-07-01      | 3.5000%  | 0.0000% | $1024.00           | $133.56            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.37           | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $471.78            | Agency Debentures and Agency Strips |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $238.69            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $791.93            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1040.00           | $771.12            | Agency Debentures and Agency Strips |
| FNMA          | 2034-02-01      | 4.5000%  | 0.0000% | $1000.00           | $95.64             | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $143997.00         | $65405.64          | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $623.37            | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $744.76            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $781.06            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $903.46            | Agency Debentures and Agency Strips |
| FNMA          | 2056-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.52           | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $948.05            | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1008.00           | $981.58            | Agency Debentures and Agency Strips |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $1024.00           | $546.46            | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $613.36            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $993.67            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $4565318.00        | $4404795.49        | Agency Debentures and Agency Strips |
| FNMA          | 2038-06-01      | 4.0000%  | 0.0000% | $1000.00           | $97.20             | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $614.67            | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $1100.00           | $809.37            | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $36528768.00       | $22106500.15       | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $952.97            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $993.80            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $47414.00          | $50106.80          | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $856.07            | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $984.47            | Agency Debentures and Agency Strips |
| FMAC          | 2056-06-01      | 5.0000%  | 0.0000% | $1000.00           | $989.83            | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $948.31            | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1087.00           | $995.94            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $713184.00         | $599986.22         | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1008.00           | $642.21            | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.39           | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $1056.00           | $997.55            | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 7.0000%  | 0.0000% | $1001.00           | $1075.42           | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.36            | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.82           | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.28           | Agency Debentures and Agency Strips |
| FMAC          | 2056-06-01      | 5.5000%  | 0.0000% | $1001.00           | $1016.61           | Agency Debentures and Agency Strips |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $330764902.00      | $159756404.76      | Agency Debentures and Agency Strips |
| GNMA          | 2051-11-20      | 3.0000%  | 0.0000% | $25821400.00       | $14831237.72       | Agency Debentures and Agency Strips |
| GNMA          | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $637.67            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 4.5000%  | 0.0000% | $1000.00           | $874.68            | Agency Debentures and Agency Strips |
| GNMA          | 2054-10-20      | 5.0000%  | 0.0000% | $652982.00         | $561772.14         | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.5000%  | 0.0000% | $2393650.00        | $1974434.69        | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $19215.00          | $16951.62          | Agency Debentures and Agency Strips |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $5999.00           | $6301.58           | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $7999.00           | $8541.08           | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $8281.00           | $7904.59           | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $5631.00           | $5622.17           | Agency Debentures and Agency Strips |
| GNMA          | 2054-11-20      | 4.5000%  | 0.0000% | $1280.00           | $1126.99           | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1024.00           | $700.15            | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $6079.00           | $5921.28           | Agency Debentures and Agency Strips |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $7144.00           | $7539.49           | Agency Debentures and Agency Strips |
| USTR          | 2026-09-24      | 0.0000%  | 0.0000% | $424700.00         | $419663.06         | U.S. Treasuries (including strips)  |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $42332500.00       | $21902717.25       | U.S. Treasuries (including strips)  |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $89.24             | U.S. Treasuries (including strips)  |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $900.00            | $887.91            | U.S. Treasuries (including strips)  |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $200.00            | $277.39            | U.S. Treasuries (including strips)  |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.67             | U.S. Treasuries (including strips)  |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $8800.00           | $8721.07           | U.S. Treasuries (including strips)  |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $21797800.00       | $22112347.64       | U.S. Treasuries (including strips)  |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $400.00            | $398.42            | U.S. Treasuries (including strips)  |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $800.00            | $790.54            | U.S. Treasuries (including strips)  |
| USTR          | 2030-12-31      | 3.6250%  | 0.0000% | $59378000.00       | $58967138.69       | U.S. Treasuries (including strips)  |

### Security 32: DEUTSCHE BANK SECURITIES INC REPO

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC REPO 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173258783, C.3 - LEI: N/A, C.5 - Other ID: 1732587833
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $79662200.00       | $45353969.42       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $107945600.00      | $86679045.90       | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $197575700.00      | $173967020.96      | U.S. Treasuries (including strips) |

### Security 33: BOFA SECURITIES INC REPO %

- **C.1 - Title:** BOFA SECURITIES INC REPO % 3.550000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173258783, C.3 - LEI: N/A, C.5 - Other ID: 1732587835
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2053-08-15      | 0.0000%  | 0.0000% | $2984300.00        | $750488.78         | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $800.00            | $854.51            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 3.8750%  | 0.0000% | $75810000.00       | $75748477.91       | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 0.0000%  | 0.0000% | $40.96             | $12.44             | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $596.50            | $167.39            | U.S. Treasuries (including strips) |

### Security 34: BOFA SECURITIES INC REPO %

- **C.1 - Title:** BOFA SECURITIES INC REPO % 3.570000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173258783, C.3 - LEI: N/A, C.5 - Other ID: 1732587836
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $1000.00           | $960.61            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $800.00            | $926.08            | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $97.64             | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $3512800.00        | $4789408.97        | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $46651000.00       | $46206781.70       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $800.00            | $784.20            | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $1000.00           | $1063.73           | U.S. Treasuries (including strips) |

### Security 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130A8XY4, C.4 - ISIN: US3130A8XY44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24845144.98
- **C.18.a - Value (excl. sponsor support):** $24845144.98
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2PJ8, C.4 - ISIN: US3130B2PJ88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $58917948.67
- **C.18.a - Value (excl. sponsor support):** $58917948.67
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200046768.94
- **C.18.a - Value (excl. sponsor support):** $200046768.94
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50003538.12
- **C.18.a - Value (excl. sponsor support):** $50003538.12
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6W93, C.4 - ISIN: US3130B6W931, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100040457.43
- **C.18.a - Value (excl. sponsor support):** $100040457.43
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72L7, C.4 - ISIN: US3130B72L79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100056883.68
- **C.18.a - Value (excl. sponsor support):** $100056883.68
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CF7, C.4 - ISIN: US3130B8CF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100006222.93
- **C.18.a - Value (excl. sponsor support):** $100006222.93
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B93H1, C.4 - ISIN: US3130B93H13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19991510.99
- **C.18.a - Value (excl. sponsor support):** $19991510.99
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94R8, C.4 - ISIN: US3130B94R85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49991008.84
- **C.18.a - Value (excl. sponsor support):** $49991008.84
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EJ5, C.4 - ISIN: US3130B9EJ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49995569.36
- **C.18.a - Value (excl. sponsor support):** $49995569.36
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 3.741000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384CM9, C.4 - ISIN: US313384CM96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97105688.66
- **C.18.a - Value (excl. sponsor support):** $97105688.66
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-03-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 3.610000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A71, C.4 - ISIN: US313385A715, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134186799.92
- **C.18.a - Value (excl. sponsor support):** $134186799.92
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D45, C.4 - ISIN: US313385D453, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $215215333.98
- **C.18.a - Value (excl. sponsor support):** $215215333.98
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 3.594000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E51, C.4 - ISIN: US313385E519, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98972712.15
- **C.18.a - Value (excl. sponsor support):** $98972712.15
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 3.687000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F43, C.4 - ISIN: US313385F433, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64284119.02
- **C.18.a - Value (excl. sponsor support):** $64284119.02
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 3.693000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385J64, C.4 - ISIN: US313385J641, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103545913.17
- **C.18.a - Value (excl. sponsor support):** $103545913.17
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 3.674000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385K70, C.4 - ISIN: US313385K706, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98525467.32
- **C.18.a - Value (excl. sponsor support):** $98525467.32
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 3.672000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385U38, C.4 - ISIN: US313385U382, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97796332.93
- **C.18.a - Value (excl. sponsor support):** $97796332.93
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-23
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 3.646000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XQ4, C.4 - ISIN: US313385XQ47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $114939369.46
- **C.18.a - Value (excl. sponsor support):** $114939369.46
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 3.567000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XV3, C.4 - ISIN: US313385XV32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99894436.08
- **C.18.a - Value (excl. sponsor support):** $99894436.08
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 3.672000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.4 - ISIN: US313385YM24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54849462.24
- **C.18.a - Value (excl. sponsor support):** $54849462.24
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 3.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99559638.36
- **C.18.a - Value (excl. sponsor support):** $99559638.36
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45682733.54
- **C.18.a - Value (excl. sponsor support):** $45682733.54
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99486714.21
- **C.18.a - Value (excl. sponsor support):** $99486714.21
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 3.672000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49717135.45
- **C.18.a - Value (excl. sponsor support):** $49717135.45
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 3.684000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99413561.42
- **C.18.a - Value (excl. sponsor support):** $99413561.42
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: FREDDIE MAC DISCOUNT NOTES

- **C.1 - Title:** FREDDIE MAC DISCOUNT NOTES 3.603000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397YV7, C.4 - ISIN: US313397YV78, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99643388.91
- **C.18.a - Value (excl. sponsor support):** $99643388.91
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPF34, C.4 - ISIN: US3133EPF349, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10008663.19
- **C.18.a - Value (excl. sponsor support):** $10008663.19
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLX7, C.4 - ISIN: US3133ERLX70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50100790.18
- **C.18.a - Value (excl. sponsor support):** $50100790.18
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2025-07-26
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100008723.73
- **C.18.a - Value (excl. sponsor support):** $100008723.73
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **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):** $60022491.97
- **C.18.a - Value (excl. sponsor support):** $60022491.97
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $37070725.25
- **C.18.a - Value (excl. sponsor support):** $37070725.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30007130.53
- **C.18.a - Value (excl. sponsor support):** $30007130.53
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10002445.28
- **C.18.a - Value (excl. sponsor support):** $10002445.28
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40010811.87
- **C.18.a - Value (excl. sponsor support):** $40010811.87
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETD79, C.4 - ISIN: US3133ETD791, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39980768.01
- **C.18.a - Value (excl. sponsor support):** $39980768.01
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100045245.39
- **C.18.a - Value (excl. sponsor support):** $100045245.39
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75020666.29
- **C.18.a - Value (excl. sponsor support):** $75020666.29
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETH75, C.4 - ISIN: US3133ETH750, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90079656.23
- **C.18.a - Value (excl. sponsor support):** $90079656.23
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2027-10-15
- **C.13 - Final Legal Maturity Date:** 2027-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25012499.61
- **C.18.a - Value (excl. sponsor support):** $25012499.61
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100094718.47
- **C.18.a - Value (excl. sponsor support):** $100094718.47
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQ59, C.4 - ISIN: US3133ETQ595, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34940462.69
- **C.18.a - Value (excl. sponsor support):** $34940462.69
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2027-08-05
- **C.13 - Final Legal Maturity Date:** 2027-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSC2, C.4 - ISIN: US3133ETSC27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50034085.79
- **C.18.a - Value (excl. sponsor support):** $50034085.79
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40027487.94
- **C.18.a - Value (excl. sponsor support):** $40027487.94
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAX8, C.4 - ISIN: US3133EWAX84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39999070.44
- **C.18.a - Value (excl. sponsor support):** $39999070.44
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9993947.77
- **C.18.a - Value (excl. sponsor support):** $9993947.77
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999126.32
- **C.18.a - Value (excl. sponsor support):** $9999126.32
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCQ1, C.4 - ISIN: US3133EWCQ16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20000484.92
- **C.18.a - Value (excl. sponsor support):** $20000484.92
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCS7, C.4 - ISIN: US3133EWCS71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19997680.17
- **C.18.a - Value (excl. sponsor support):** $19997680.17
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4989440.91
- **C.18.a - Value (excl. sponsor support):** $4989440.91
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLY4, C.4 - ISIN: US3133EWLY49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35010265.38
- **C.18.a - Value (excl. sponsor support):** $35010265.38
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2028-04-17
- **C.13 - Final Legal Maturity Date:** 2028-04-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $62996083.26
- **C.18.a - Value (excl. sponsor support):** $62996083.26
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100022077.54
- **C.18.a - Value (excl. sponsor support):** $100022077.54
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100033716.79
- **C.18.a - Value (excl. sponsor support):** $100033716.79
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100044462.86
- **C.18.a - Value (excl. sponsor support):** $100044462.86
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $50001239.21
- **C.18.a - Value (excl. sponsor support):** $50001239.21
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99909049.99
- **C.18.a - Value (excl. sponsor support):** $99909049.99
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FANNIE MAE DISCOUNT NOTES

- **C.1 - Title:** FANNIE MAE DISCOUNT NOTES 3.565000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589XS7, C.4 - ISIN: US313589XS72, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $99928433.23
- **C.18.a - Value (excl. sponsor support):** $99928433.23
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.620000%
- **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):** $48009001.95
- **C.18.a - Value (excl. sponsor support):** $48009001.95
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.620000%
- **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):** $124052215.09
- **C.18.a - Value (excl. sponsor support):** $124052215.09
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $68030638.30
- **C.18.a - Value (excl. sponsor support):** $68030638.30
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.620000%
- **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):** $33016420.76
- **C.18.a - Value (excl. sponsor support):** $33016420.76
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $39947804.58
- **C.18.a - Value (excl. sponsor support):** $39947804.58
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $32014161.11
- **C.18.a - Value (excl. sponsor support):** $32014161.11
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $33000603.72
- **C.18.a - Value (excl. sponsor support):** $33000603.72
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AJ0, C.4 - ISIN: US3135G1AJ01, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $25990122.87
- **C.18.a - Value (excl. sponsor support):** $25990122.87
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533F2, C.4 - ISIN: US6903533F22, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1819090.77
- **C.18.a - Value (excl. sponsor support):** $1819090.77
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2028-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.678000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533H8, C.4 - ISIN: US6903533H87, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $21639436.00
- **C.18.a - Value (excl. sponsor support):** $21639436.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $25200000.00
- **C.18.a - Value (excl. sponsor support):** $25200000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533V7, C.4 - ISIN: US6903533V71, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2166666.58
- **C.18.a - Value (excl. sponsor support):** $2166666.58
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534N4, C.4 - ISIN: US6903534N47, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2727272.81
- **C.18.a - Value (excl. sponsor support):** $2727272.81
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2028-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1320000.00
- **C.18.a - Value (excl. sponsor support):** $1320000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534W4, C.4 - ISIN: US6903534W46, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1158333.35
- **C.18.a - Value (excl. sponsor support):** $1158333.35
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6500000.20
- **C.18.a - Value (excl. sponsor support):** $6500000.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.664000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535F0, C.4 - ISIN: US6903535F04, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4375000.00
- **C.18.a - Value (excl. sponsor support):** $4375000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-05-30
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.664000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535K9, C.4 - ISIN: US6903535K98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4232142.92
- **C.18.a - Value (excl. sponsor support):** $4232142.92
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535N3, C.4 - ISIN: US6903535N38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3646439.22
- **C.18.a - Value (excl. sponsor support):** $3646439.22
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535X1, C.4 - ISIN: US6903535X10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1875001.23
- **C.18.a - Value (excl. sponsor support):** $1875001.23
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536H5, C.4 - ISIN: US6903536H50, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1350000.06
- **C.18.a - Value (excl. sponsor support):** $1350000.06
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537G6, C.4 - ISIN: US6903537G68, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6435000.00
- **C.18.a - Value (excl. sponsor support):** $6435000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2029-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537R2, C.4 - ISIN: US6903537R24, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $833334.37
- **C.18.a - Value (excl. sponsor support):** $833334.37
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537W1, C.4 - ISIN: US6903537W19, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1099999.94
- **C.18.a - Value (excl. sponsor support):** $1099999.94
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2027-06-20
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $833333.53
- **C.18.a - Value (excl. sponsor support):** $833333.53
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.664000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C96, C.4 - ISIN: US690353C969, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $8801886.91
- **C.18.a - Value (excl. sponsor support):** $8801886.91
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2030-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3750000.37
- **C.18.a - Value (excl. sponsor support):** $3750000.37
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.678000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353H75, C.4 - ISIN: US690353H752, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5274427.24
- **C.18.a - Value (excl. sponsor support):** $5274427.24
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353J57, C.4 - ISIN: US690353J576, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2365745.86
- **C.18.a - Value (excl. sponsor support):** $2365745.86
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.678000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P76, C.4 - ISIN: US690353P763, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $20712031.60
- **C.18.a - Value (excl. sponsor support):** $20712031.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.678000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q59, C.4 - ISIN: US690353Q597, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11592555.00
- **C.18.a - Value (excl. sponsor support):** $11592555.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.678000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353S57, C.4 - ISIN: US690353S577, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11399345.75
- **C.18.a - Value (excl. sponsor support):** $11399345.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.678000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V46, C.4 - ISIN: US690353V464, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $8110924.31
- **C.18.a - Value (excl. sponsor support):** $8110924.31
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353WB9, C.4 - ISIN: US690353WB93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4935897.64
- **C.18.a - Value (excl. sponsor support):** $4935897.64
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2032-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XS1, C.4 - ISIN: US690353XS10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4043000.00
- **C.18.a - Value (excl. sponsor support):** $4043000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YB7, C.4 - ISIN: US690353YB75, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7586575.78
- **C.18.a - Value (excl. sponsor support):** $7586575.78
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YG6, C.4 - ISIN: US690353YG62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2884615.54
- **C.18.a - Value (excl. sponsor support):** $2884615.54
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2033-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.678000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z83, C.4 - ISIN: US690353Z838, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3477766.50
- **C.18.a - Value (excl. sponsor support):** $3477766.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZU4, C.4 - ISIN: US690353ZU48, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6217948.97
- **C.18.a - Value (excl. sponsor support):** $6217948.97
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZY6, C.4 - ISIN: US690353ZY69, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5086474.95
- **C.18.a - Value (excl. sponsor support):** $5086474.95
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: US BANK MMDA GLOBAL FUND SERVICES

- **C.1 - Title:** US BANK MMDA GLOBAL FUND SERVICES 2.560000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 8AMMF0A84, C.5 - Other ID: 8AMMF0A84
- **C.18 - Value (incl. sponsor support):** $40061551.93
- **C.18.a - Value (excl. sponsor support):** $40061551.93
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 2.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-05-30
- **C.13 - Final Legal Maturity Date:** 2049-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.664000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $17629615.14
- **C.18.a - Value (excl. sponsor support):** $17629615.14
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2028-06-20
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1026923.39
- **C.18.a - Value (excl. sponsor support):** $1026923.39
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.664000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBR1, C.4 - ISIN: US90376PBR10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $38079167.08
- **C.18.a - Value (excl. sponsor support):** $38079167.08
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2032-09-20
- **C.13 - Final Legal Maturity Date:** 2032-09-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.664000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEP2, C.4 - ISIN: US90376PEP27, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3250000.00
- **C.18.a - Value (excl. sponsor support):** $3250000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2024-12-30
- **C.12 - Maturity Date (WAL):** 2029-08-15
- **C.13 - Final Legal Maturity Date:** 2029-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEU1, C.4 - ISIN: US90376PEU12, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $12604875.00
- **C.18.a - Value (excl. sponsor support):** $12604875.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2037-11-20
- **C.13 - Final Legal Maturity Date:** 2037-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJG7, C.4 - ISIN: US90376PJG72, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $10406120.66
- **C.18.a - Value (excl. sponsor support):** $10406120.66
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-21
- **C.12 - Maturity Date (WAL):** 2026-06-21
- **C.13 - Final Legal Maturity Date:** 2026-06-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 4.203000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJH5, C.4 - ISIN: US90376PJH55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $9865172.47
- **C.18.a - Value (excl. sponsor support):** $9865172.47
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 4.254000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJK8, C.4 - ISIN: US90376PJK84, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $12817788.65
- **C.18.a - Value (excl. sponsor support):** $12817788.65
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJL6, C.4 - ISIN: US90376PJL67, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $15557092.31
- **C.18.a - Value (excl. sponsor support):** $15557092.31
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 4.234000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJR3, C.4 - ISIN: US90376PJR38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $20461019.50
- **C.18.a - Value (excl. sponsor support):** $20461019.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 4.090700%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJT9, C.4 - ISIN: US90376PJT93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $33132937.57
- **C.18.a - Value (excl. sponsor support):** $33132937.57
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-08-16
- **C.13 - Final Legal Maturity Date:** 2026-08-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJV4, C.4 - ISIN: US90376PJV40, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11113190.35
- **C.18.a - Value (excl. sponsor support):** $11113190.35
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.839000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PKB6, C.4 - ISIN: US90376PKB66, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4705631.53
- **C.18.a - Value (excl. sponsor support):** $4705631.53
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-01-17
- **C.12 - Maturity Date (WAL):** 2027-01-17
- **C.13 - Final Legal Maturity Date:** 2027-01-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.839000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PKC4, C.4 - ISIN: US90376PKC40, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $9305751.32
- **C.18.a - Value (excl. sponsor support):** $9305751.32
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2027-01-17
- **C.12 - Maturity Date (WAL):** 2027-01-17
- **C.13 - Final Legal Maturity Date:** 2027-01-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.888000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PKF7, C.4 - ISIN: US90376PKF70, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $15649059.55
- **C.18.a - Value (excl. sponsor support):** $15649059.55
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2027-01-24
- **C.12 - Maturity Date (WAL):** 2027-01-24
- **C.13 - Final Legal Maturity Date:** 2027-01-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.866000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PKH3, C.4 - ISIN: US90376PKH37, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3503975.21
- **C.18.a - Value (excl. sponsor support):** $3503975.21
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2027-04-23
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 3.629000%
- **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):** $124874292.43
- **C.18.a - Value (excl. sponsor support):** $124874292.43
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99617619.44
- **C.18.a - Value (excl. sponsor support):** $99617619.44
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 3.649000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TN7, C.4 - ISIN: US912797TN70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99548914.78
- **C.18.a - Value (excl. sponsor support):** $99548914.78
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 3.633000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.4 - ISIN: US912797TU14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134986617.84
- **C.18.a - Value (excl. sponsor support):** $134986617.84
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 3.635000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134891269.62
- **C.18.a - Value (excl. sponsor support):** $134891269.62
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 3.628000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124810774.56
- **C.18.a - Value (excl. sponsor support):** $124810774.56
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 3.674000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UK1, C.4 - ISIN: US912797UK13, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98632218.74
- **C.18.a - Value (excl. sponsor support):** $98632218.74
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 3.629000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249094328.35
- **C.18.a - Value (excl. sponsor support):** $249094328.35
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 3.627000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99498265.53
- **C.18.a - Value (excl. sponsor support):** $99498265.53
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 3.677000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UR6, C.4 - ISIN: US912797UR65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124282512.08
- **C.18.a - Value (excl. sponsor support):** $124282512.08
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 3.651000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UT2, C.4 - ISIN: US912797UT22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99292085.42
- **C.18.a - Value (excl. sponsor support):** $99292085.42
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828X88, C.4 - ISIN: US912828X885, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49283203.13
- **C.18.a - Value (excl. sponsor support):** $49283203.13
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-15
- **C.12 - Maturity Date (WAL):** 2027-05-15
- **C.13 - Final Legal Maturity Date:** 2027-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49849609.38
- **C.18.a - Value (excl. sponsor support):** $49849609.38
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98484375.00
- **C.18.a - Value (excl. sponsor support):** $98484375.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZB9, C.4 - ISIN: US912828ZB95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49007812.50
- **C.18.a - Value (excl. sponsor support):** $49007812.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49884765.63
- **C.18.a - Value (excl. sponsor support):** $49884765.63
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98761718.75
- **C.18.a - Value (excl. sponsor support):** $98761718.75
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49460937.50
- **C.18.a - Value (excl. sponsor support):** $49460937.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49500000.00
- **C.18.a - Value (excl. sponsor support):** $49500000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100007812.50
- **C.18.a - Value (excl. sponsor support):** $100007812.50
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHU8, C.4 - ISIN: US91282CHU80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $50056640.63
- **C.18.a - Value (excl. sponsor support):** $50056640.63
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100238281.25
- **C.18.a - Value (excl. sponsor support):** $100238281.25
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100308593.75
- **C.18.a - Value (excl. sponsor support):** $100308593.75
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CKA8
- **C.18 - Value (incl. sponsor support):** $50097656.25
- **C.18.a - Value (excl. sponsor support):** $50097656.25
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CKE0
- **C.18 - Value (incl. sponsor support):** $100332031.25
- **C.18.a - Value (excl. sponsor support):** $100332031.25
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKJ9, C.4 - ISIN: US91282CKJ98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100542968.75
- **C.18.a - Value (excl. sponsor support):** $100542968.75
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKR1, C.4 - ISIN: US91282CKR15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $50267578.13
- **C.18.a - Value (excl. sponsor support):** $50267578.13
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2027-05-15
- **C.12 - Maturity Date (WAL):** 2027-05-15
- **C.13 - Final Legal Maturity Date:** 2027-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKV2, C.4 - ISIN: US91282CKV27, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $50361328.13
- **C.18.a - Value (excl. sponsor support):** $50361328.13
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-06-15
- **C.12 - Maturity Date (WAL):** 2027-06-15
- **C.13 - Final Legal Maturity Date:** 2027-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100062500.00
- **C.18.a - Value (excl. sponsor support):** $100062500.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CLB5
- **C.18 - Value (incl. sponsor support):** $100105468.75
- **C.18.a - Value (excl. sponsor support):** $100105468.75
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199984375.00
- **C.18.a - Value (excl. sponsor support):** $199984375.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100121093.75
- **C.18.a - Value (excl. sponsor support):** $100121093.75
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100230468.75
- **C.18.a - Value (excl. sponsor support):** $100230468.75
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100246093.75
- **C.18.a - Value (excl. sponsor support):** $100246093.75
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100199218.75
- **C.18.a - Value (excl. sponsor support):** $100199218.75
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200406250.00
- **C.18.a - Value (excl. sponsor support):** $200406250.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $75023437.50
- **C.18.a - Value (excl. sponsor support):** $75023437.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49945312.50
- **C.18.a - Value (excl. sponsor support):** $49945312.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49980468.75
- **C.18.a - Value (excl. sponsor support):** $49980468.75
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.787000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $300281955.60
- **C.18.a - Value (excl. sponsor support):** $300281955.60
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.727000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $50014165.97
- **C.18.a - Value (excl. sponsor support):** $50014165.97
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** RBC Funds Trust

**Date:** 2026-06-05

**By:** Kathy Hegna

**Name of Signing Officer:** Kathy Hegna

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