# EDGAR Filing Document

**Accession Number:** 0001011008
**File Stem:** 0001410368-26-010402
**Filing Date:** 2026-2
**Character Count:** 280190
**Document Hash:** baf34d7a21ce81ae25edba09d797026c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010402.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010402

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** State Street Navigator Securities Lending Trust
- **CENTRAL INDEX KEY:** 0001011008

**ORGANIZATION NAME:**
- **EIN:** 043313514
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07567
- **FILM NUMBER:** 26605387

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STATE STREET NAVIGATOR SECURITIES LENDING TRUST
- **DATE OF NAME CHANGE:** 19980914

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NAVIGATOR SECURITIES LENDING TRUST
- **DATE OF NAME CHANGE:** 19960320

## Series and Classes Contracts Data

### State Street Navigator Securities Lending Government Money Market Portfolio (Series ID: S000009767)

| Class ID   | Class Name                                                                  | Ticker Symbol   |
|:---|:---|:---|
| C000026831 | State Street Navigator Securities Lending Government Money Market Portfolio |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001011008

### General Information

**Report for (YYYY-MM-DD):** 2026-01-31

**Registrant Full Name:** State Street Navigator Securities Lending Trust

**CIK Number of Registrant:** 0001011008

**LEI of Registrant:** 5493005HD34MZLK62085

**Name of Series:** State Street Navigator Securities Lending Government Money Market Portfolio

**LEI of Series:** 5493008BJIBKQ5KTIF74

**EDGAR Series Identifier:** S000009767

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

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

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

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

### Service Providers
| Role                          | Details                                          | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | SSGA Funds Management, Inc.                      | 801-60103         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA  |  |
| Administrator                 | SSGA Funds Management, Inc.                      |  |
| Transfer Agent                | State Street Bank & Trust Co.<br>CIK: 0000839287 | 085-05003         |

### Fund Characteristics & Assets

- **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:** 24 days

- **WAL:** 64 days

- **Total Value of Portfolio Securities:** $9005253058.90

- **Amortized Cost of Portfolio Securities:** $9004660796.68

- **Cash:** $466590665.82

- **Total Other Assets:** $11407741.51

- **Total Liabilities:** $22388999.93

- **Net Assets of Series:** $9460270204.08

- **Number of Shares Outstanding (Series):** 9460252229.5600

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $7443458120.39            | $7577935567.52             | 79.7200%                  | 81.1600%                   |
| 2026-01-05 | $8000229714.65            | $8149742475.45             | 80.8200%                  | 82.3300%                   |
| 2026-01-06 | $8105089437.14            | $8208817307.19             | 81.2700%                  | 82.3100%                   |
| 2026-01-07 | $8083401206.35            | $8187138937.56             | 80.8800%                  | 81.9200%                   |
| 2026-01-08 | $7903041727.88            | $8003690023.88             | 80.5600%                  | 81.5800%                   |
| 2026-01-09 | $7693942332.91            | $7794597985.71             | 80.1300%                  | 81.1700%                   |
| 2026-01-12 | $7873104149.13            | $7973791449.68             | 80.5000%                  | 81.5200%                   |
| 2026-01-13 | $8036823440.49            | $8137520225.34             | 80.7700%                  | 81.7900%                   |
| 2026-01-14 | $7844900224.92            | $7945607240.37             | 80.3700%                  | 81.4000%                   |
| 2026-01-15 | $7471768221.51            | $7572484742.33             | 79.4100%                  | 80.4800%                   |
| 2026-01-16 | $7732655106.32            | $7865878251.80             | 80.0600%                  | 81.4400%                   |
| 2026-01-20 | $7634555405.10            | $7789484567.02             | 79.8600%                  | 81.4800%                   |
| 2026-01-21 | $7448767448.96            | $7612506103.84             | 79.3300%                  | 81.0700%                   |
| 2026-01-22 | $7406796633.78            | $7570545240.30             | 79.2300%                  | 80.9900%                   |
| 2026-01-23 | $7607928510.82            | $7815489258.29             | 79.9900%                  | 82.1700%                   |
| 2026-01-26 | $7485196210.58            | $7671117424.14             | 79.8800%                  | 81.8700%                   |
| 2026-01-27 | $7380224629.48            | $7557356739.05             | 79.7300%                  | 81.6400%                   |
| 2026-01-28 | $7478501129.02            | $7655644302.62             | 79.9200%                  | 81.8200%                   |
| 2026-01-29 | $7676200009.79            | $7766351152.19             | 81.1400%                  | 82.0900%                   |
| 2026-01-30 | $7694732523.82            | $7786297779.19             | 81.1400%                  | 82.1100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8500%             |
| 2026-01-05 | 3.8400%             |
| 2026-01-06 | 3.8300%             |
| 2026-01-07 | 3.8200%             |
| 2026-01-08 | 3.8000%             |
| 2026-01-09 | 3.7600%             |
| 2026-01-12 | 3.7500%             |
| 2026-01-13 | 3.7500%             |
| 2026-01-14 | 3.7400%             |
| 2026-01-15 | 3.7400%             |
| 2026-01-16 | 3.7400%             |
| 2026-01-20 | 3.7300%             |
| 2026-01-21 | 3.7300%             |
| 2026-01-22 | 3.7300%             |
| 2026-01-23 | 3.7300%             |
| 2026-01-26 | 3.7300%             |
| 2026-01-27 | 3.7300%             |
| 2026-01-28 | 3.7400%             |
| 2026-01-29 | 3.7300%             |
| 2026-01-30 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0002                      |
|  |  |
| 2026-01-05 | 1.0001                      |
|  |  |
| 2026-01-06 | 1.0001                      |
|  |  |
| 2026-01-07 | 1.0001                      |
|  |  |
| 2026-01-08 | 1.0001                      |
|  |  |
| 2026-01-09 | 1.0001                      |
|  |  |
| 2026-01-12 | 1.0001                      |
|  |  |
| 2026-01-13 | 1.0001                      |
|  |  |
| 2026-01-14 | 1.0001                      |
|  |  |
| 2026-01-15 | 1.0001                      |
|  |  |
| 2026-01-16 | 1.0001                      |
|  |  |
| 2026-01-20 | 1.0001                      |
|  |  |
| 2026-01-21 | 1.0001                      |
|  |  |
| 2026-01-22 | 1.0001                      |
|  |  |
| 2026-01-23 | 1.0001                      |
|  |  |
| 2026-01-26 | 1.0001                      |
|  |  |
| 2026-01-27 | 1.0001                      |
|  |  |
| 2026-01-28 | 1.0001                      |
|  |  |
| 2026-01-29 | 1.0001                      |
|  |  |
| 2026-01-30 | 1.0001                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9460270204.08

- **Number of Shares Outstanding:** 9460252229.5600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $929612243.65             | $508969429.31           |
| 2026-01-05 | $1067483257.58            | $579603622.68           |
| 2026-01-06 | $770097500.29             | $641821423.98           |
| 2026-01-07 | $581221356.58             | $662008576.92           |
| 2026-01-08 | $623524433.00             | $743678440.71           |
| 2026-01-09 | $614573880.76             | $789436834.41           |
| 2026-01-12 | $824633034.14             | $638074593.84           |
| 2026-01-13 | $906276549.20             | $663328116.96           |
| 2026-01-14 | $637676048.19             | $845544273.65           |
| 2026-01-15 | $487192026.06             | $873500356.43           |
| 2026-01-16 | $681540070.28             | $434470747.45           |
| 2026-01-20 | $690799641.36             | $736957940.96           |
| 2026-01-21 | $622851382.22             | $805104318.76           |
| 2026-01-22 | $683637930.39             | $725367485.17           |
| 2026-01-23 | $706241174.32             | $562089395.74           |
| 2026-01-26 | $569593741.18             | $716958503.49           |
| 2026-01-27 | $500364592.99             | $612670957.17           |
| 2026-01-28 | $685772671.45             | $587325073.25           |
| 2026-01-29 | $705464275.43             | $575303665.29           |
| 2026-01-30 | $630213114.44             | $612836343.35           |

**Total Gross Subscriptions (Month):** $13918768923.51

**Total Gross Redemptions (Month):** $13315050099.52

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.8200%           |
| 2026-01-05 | 3.8100%           |
| 2026-01-06 | 3.8000%           |
| 2026-01-07 | 3.7900%           |
| 2026-01-08 | 3.7700%           |
| 2026-01-09 | 3.7300%           |
| 2026-01-12 | 3.7200%           |
| 2026-01-13 | 3.7200%           |
| 2026-01-14 | 3.7100%           |
| 2026-01-15 | 3.7100%           |
| 2026-01-16 | 3.7000%           |
| 2026-01-20 | 3.7000%           |
| 2026-01-21 | 3.7000%           |
| 2026-01-22 | 3.7000%           |
| 2026-01-23 | 3.7000%           |
| 2026-01-26 | 3.7000%           |
| 2026-01-27 | 3.7000%           |
| 2026-01-28 | 3.7000%           |
| 2026-01-29 | 3.7000%           |
| 2026-01-30 | 3.7100%           |

## Part C: Schedule of Portfolio Securities

### Security 1: RBC Capital Markets LLC Tri Party Repo

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 3.689900%
- **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: 15499Q009, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499Q009_3.69_0202
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL | 2055-04-01      | 6.0000%  | 0.0000% | $29960.00          | $26976.66          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.0000%  | 0.0000% | $3480357.00        | $3594391.93        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-04-01      | 3.5000%  | 0.0000% | $215285.00         | $70148.46          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2026-09-01      | 2.1200%  | 0.0000% | $116995000.00      | $115892179.16      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2027-02-01      | 3.0500%  | 0.0000% | $37736174.00       | $37516962.45       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $10564264.00       | $10081455.42       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $3560558.00        | $3192961.39        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.0000%  | 0.0000% | $12440.00          | $11181.34          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $136845.00         | $140847.52         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $1039570.00        | $1070054.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.0000%  | 0.0000% | $420507.00         | $433019.38         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.0000%  | 0.0000% | $321901.00         | $331238.07         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $11250000.00       | $11439417.62       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $19848791.00       | $20100433.68       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $98388.00          | $98733.07          | Agency Mortgage-Backed Securities |

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4370116.20
- **C.18.a - Value (excl. sponsor support):** $4370116.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYVT0, C.4 - ISIN: US3130AYVT07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14900424.05
- **C.18.a - Value (excl. sponsor support):** $14900424.05
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13202538.76
- **C.18.a - Value (excl. sponsor support):** $13202538.76
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XV4, C.4 - ISIN: US3130B1XV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13602269.70
- **C.18.a - Value (excl. sponsor support):** $13602269.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26815272.52
- **C.18.a - Value (excl. sponsor support):** $26815272.52
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Q30, C.4 - ISIN: US3130B3Q302, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8700807.53
- **C.18.a - Value (excl. sponsor support):** $8700807.53
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4L74, C.4 - ISIN: US3130B4L749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7204947.41
- **C.18.a - Value (excl. sponsor support):** $7204947.41
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Q20, C.4 - ISIN: US3130B4Q201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6204288.48
- **C.18.a - Value (excl. sponsor support):** $6204288.48
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53U0, C.4 - ISIN: US3130B53U06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $89499075.47
- **C.18.a - Value (excl. sponsor support):** $89499075.47
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44601518.63
- **C.18.a - Value (excl. sponsor support):** $44601518.63
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JE9, C.4 - ISIN: US3130B5JE96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5700195.51
- **C.18.a - Value (excl. sponsor support):** $5700195.51
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7AR5, C.4 - ISIN: US3130B7AR56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44099236.63
- **C.18.a - Value (excl. sponsor support):** $44099236.63
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4000098.36
- **C.18.a - Value (excl. sponsor support):** $4000098.36
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.126100%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LP7, C.4 - ISIN: US3130B7LP71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $17402264.61
- **C.18.a - Value (excl. sponsor support):** $17402264.61
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LW2, C.4 - ISIN: US3130B7LW23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24508973.13
- **C.18.a - Value (excl. sponsor support):** $24508973.13
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.012500%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7PH1, C.4 - ISIN: US3130B7PH10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48200146.53
- **C.18.a - Value (excl. sponsor support):** $48200146.53
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AZ5, C.4 - ISIN: US3130B8AZ55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2501252.28
- **C.18.a - Value (excl. sponsor support):** $2501252.28
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EA6, C.4 - ISIN: US3130B8EA68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4599896.45
- **C.18.a - Value (excl. sponsor support):** $4599896.45
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EJ7, C.4 - ISIN: US3130B8EJ77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13899652.22
- **C.18.a - Value (excl. sponsor support):** $13899652.22
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HV7, C.4 - ISIN: US3130B8HV78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $21999067.20
- **C.18.a - Value (excl. sponsor support):** $21999067.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64998696.10
- **C.18.a - Value (excl. sponsor support):** $64998696.10
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SZ6, C.4 - ISIN: US3130B8SZ63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $28898189.42
- **C.18.a - Value (excl. sponsor support):** $28898189.42
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-12-03
- **C.13 - Final Legal Maturity Date:** 2027-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TB8, C.4 - ISIN: US3130B8TB86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9601008.10
- **C.18.a - Value (excl. sponsor support):** $9601008.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-10-04
- **C.13 - Final Legal Maturity Date:** 2027-10-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B96N5, C.4 - ISIN: US3130B96N53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20699764.02
- **C.18.a - Value (excl. sponsor support):** $20699764.02
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WK0, C.4 - ISIN: US313313WK09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6339622.21
- **C.18.a - Value (excl. sponsor support):** $6339622.21
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ST4, C.4 - ISIN: US313385ST41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15589443.95
- **C.18.a - Value (excl. sponsor support):** $15589443.95
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TG1, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $25350893.42
- **C.18.a - Value (excl. sponsor support):** $25350893.42
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 29: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.955000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16865693.00
- **C.18.a - Value (excl. sponsor support):** $16865693.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TM8, C.4 - ISIN: US313385TM88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $17357949.94
- **C.18.a - Value (excl. sponsor support):** $17357949.94
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16401275.06
- **C.18.a - Value (excl. sponsor support):** $16401275.06
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4171558.99
- **C.18.a - Value (excl. sponsor support):** $4171558.99
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23307666.40
- **C.18.a - Value (excl. sponsor support):** $23307666.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135017571.60
- **C.18.a - Value (excl. sponsor support):** $135017571.60
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP7F6, C.4 - ISIN: US3133EP7F65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2502380.75
- **C.18.a - Value (excl. sponsor support):** $2502380.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPN76, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1203298.98
- **C.18.a - Value (excl. sponsor support):** $1203298.98
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3802541.40
- **C.18.a - Value (excl. sponsor support):** $3802541.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5601807.90
- **C.18.a - Value (excl. sponsor support):** $5601807.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9503055.87
- **C.18.a - Value (excl. sponsor support):** $9503055.87
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4M0, C.4 - ISIN: US3133ER4M08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40799589.55
- **C.18.a - Value (excl. sponsor support):** $40799589.55
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4804828.61
- **C.18.a - Value (excl. sponsor support):** $4804828.61
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1500312.68
- **C.18.a - Value (excl. sponsor support):** $1500312.68
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11109410.91
- **C.18.a - Value (excl. sponsor support):** $11109410.91
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDR9, C.4 - ISIN: US3133ERDR94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3006043.98
- **C.18.a - Value (excl. sponsor support):** $3006043.98
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2681306.65
- **C.18.a - Value (excl. sponsor support):** $2681306.65
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERF97, C.4 - ISIN: US3133ERF972, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8705798.72
- **C.18.a - Value (excl. sponsor support):** $8705798.72
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2802461.09
- **C.18.a - Value (excl. sponsor support):** $2802461.09
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3000976.62
- **C.18.a - Value (excl. sponsor support):** $3000976.62
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2200529.06
- **C.18.a - Value (excl. sponsor support):** $2200529.06
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12819131.14
- **C.18.a - Value (excl. sponsor support):** $12819131.14
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **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):** $5552223.11
- **C.18.a - Value (excl. sponsor support):** $5552223.11
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11101597.07
- **C.18.a - Value (excl. sponsor support):** $11101597.07
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29013701.05
- **C.18.a - Value (excl. sponsor support):** $29013701.05
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1430173.49
- **C.18.a - Value (excl. sponsor support):** $1430173.49
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4901283.11
- **C.18.a - Value (excl. sponsor support):** $4901283.11
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXK2, C.4 - ISIN: US3133ERXK22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5300684.02
- **C.18.a - Value (excl. sponsor support):** $5300684.02
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13105725.62
- **C.18.a - Value (excl. sponsor support):** $13105725.62
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001428.20
- **C.18.a - Value (excl. sponsor support):** $5001428.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1901284.59
- **C.18.a - Value (excl. sponsor support):** $1901284.59
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47996449.44
- **C.18.a - Value (excl. sponsor support):** $47996449.44
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10599933.01
- **C.18.a - Value (excl. sponsor support):** $10599933.01
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3602291.90
- **C.18.a - Value (excl. sponsor support):** $3602291.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20300177.22
- **C.18.a - Value (excl. sponsor support):** $20300177.22
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9810888.78
- **C.18.a - Value (excl. sponsor support):** $9810888.78
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12091208.64
- **C.18.a - Value (excl. sponsor support):** $12091208.64
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ57, C.4 - ISIN: US3133ETJ574, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15898585.54
- **C.18.a - Value (excl. sponsor support):** $15898585.54
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3799322.76
- **C.18.a - Value (excl. sponsor support):** $3799322.76
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999909.40
- **C.18.a - Value (excl. sponsor support):** $1999909.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **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):** $5399343.25
- **C.18.a - Value (excl. sponsor support):** $5399343.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1499809.80
- **C.18.a - Value (excl. sponsor support):** $1499809.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXF9, C.4 - ISIN: US3133ETXF92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7999115.28
- **C.18.a - Value (excl. sponsor support):** $7999115.28
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYC5, C.4 - ISIN: US3133ETYC52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $999874.38
- **C.18.a - Value (excl. sponsor support):** $999874.38
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAN0, C.4 - ISIN: US3133EWAN03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3599963.35
- **C.18.a - Value (excl. sponsor support):** $3599963.35
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAY6, C.4 - ISIN: US3133EWAY67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15999902.40
- **C.18.a - Value (excl. sponsor support):** $15999902.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **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):** $5002565.35
- **C.18.a - Value (excl. sponsor support):** $5002565.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2028-01-03
- **C.13 - Final Legal Maturity Date:** 2028-01-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **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):** $3408381.61
- **C.18.a - Value (excl. sponsor support):** $3408381.61
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $25001851.50
- **C.18.a - Value (excl. sponsor support):** $25001851.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $25011100.25
- **C.18.a - Value (excl. sponsor support):** $25011100.25
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $26512794.20
- **C.18.a - Value (excl. sponsor support):** $26512794.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $35005507.61
- **C.18.a - Value (excl. sponsor support):** $35005507.61
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $17607378.45
- **C.18.a - Value (excl. sponsor support):** $17607378.45
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $17304418.07
- **C.18.a - Value (excl. sponsor support):** $17304418.07
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $31919229.96
- **C.18.a - Value (excl. sponsor support):** $31919229.96
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **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):** $4299477.03
- **C.18.a - Value (excl. sponsor support):** $4299477.03
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.780000%
- **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):** $6799087.58
- **C.18.a - Value (excl. sponsor support):** $6799087.58
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $23043737.03
- **C.18.a - Value (excl. sponsor support):** $23043737.03
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $21617466.62
- **C.18.a - Value (excl. sponsor support):** $21617466.62
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $9999061.30
- **C.18.a - Value (excl. sponsor support):** $9999061.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **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):** $63955701.00
- **C.18.a - Value (excl. sponsor support):** $63955701.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.785000%
- **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):** $25217519.29
- **C.18.a - Value (excl. sponsor support):** $25217519.29
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **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):** $23710851.52
- **C.18.a - Value (excl. sponsor support):** $23710851.52
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $5202435.73
- **C.18.a - Value (excl. sponsor support):** $5202435.73
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $29224756.64
- **C.18.a - Value (excl. sponsor support):** $29224756.64
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **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):** $4708376.76
- **C.18.a - Value (excl. sponsor support):** $4708376.76
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $13400000.00
- **C.18.a - Value (excl. sponsor support):** $13400000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.730000%
- **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):** $27999780.20
- **C.18.a - Value (excl. sponsor support):** $27999780.20
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.740000%
- **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):** $8600000.00
- **C.18.a - Value (excl. sponsor support):** $8600000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.945000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $152480270.21
- **C.18.a - Value (excl. sponsor support):** $152480270.21
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.715000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149618514.25
- **C.18.a - Value (excl. sponsor support):** $149618514.25
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.683000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $66829792.60
- **C.18.a - Value (excl. sponsor support):** $66829792.60
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.677500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $72012978.98
- **C.18.a - Value (excl. sponsor support):** $72012978.98
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.585000%
- **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):** $78138944.69
- **C.18.a - Value (excl. sponsor support):** $78138944.69
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.480000%
- **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):** $70379585.42
- **C.18.a - Value (excl. sponsor support):** $70379585.42
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $33898032.77
- **C.18.a - Value (excl. sponsor support):** $33898032.77
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $51838609.68
- **C.18.a - Value (excl. sponsor support):** $51838609.68
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $46002810.11
- **C.18.a - Value (excl. sponsor support):** $46002810.11
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.705000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $88832205.53
- **C.18.a - Value (excl. sponsor support):** $88832205.53
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $96664690.23
- **C.18.a - Value (excl. sponsor support):** $96664690.23
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.785000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $63903632.01
- **C.18.a - Value (excl. sponsor support):** $63903632.01
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.695000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64612524.60
- **C.18.a - Value (excl. sponsor support):** $64612524.60
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $62460062.34
- **C.18.a - Value (excl. sponsor support):** $62460062.34
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1090482.72
- **C.18.a - Value (excl. sponsor support):** $1090482.72
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.775000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54156934.85
- **C.18.a - Value (excl. sponsor support):** $54156934.85
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.795000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $81107647.32
- **C.18.a - Value (excl. sponsor support):** $81107647.32
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.735000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $62980235.91
- **C.18.a - Value (excl. sponsor support):** $62980235.91
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $47396500.62
- **C.18.a - Value (excl. sponsor support):** $47396500.62
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64279539.88
- **C.18.a - Value (excl. sponsor support):** $64279539.88
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $82148954.66
- **C.18.a - Value (excl. sponsor support):** $82148954.66
- **C.19 - Percentage of Net Assets:** 0.8700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.775000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $119993381.04
- **C.18.a - Value (excl. sponsor support):** $119993381.04
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.755000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64718112.55
- **C.18.a - Value (excl. sponsor support):** $64718112.55
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $40364886.60
- **C.18.a - Value (excl. sponsor support):** $40364886.60
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.735000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $47345248.32
- **C.18.a - Value (excl. sponsor support):** $47345248.32
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.471000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98662667.00
- **C.18.a - Value (excl. sponsor support):** $98662667.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.496000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49295559.50
- **C.18.a - Value (excl. sponsor support):** $49295559.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74581375.04
- **C.18.a - Value (excl. sponsor support):** $74581375.04
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.555000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49611751.50
- **C.18.a - Value (excl. sponsor support):** $49611751.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.556000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49580452.51
- **C.18.a - Value (excl. sponsor support):** $49580452.51
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.540000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54577486.98
- **C.18.a - Value (excl. sponsor support):** $54577486.98
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $35176256.96
- **C.18.a - Value (excl. sponsor support):** $35176256.96
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.507500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.4 - ISIN: US912797TR84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74262862.50
- **C.18.a - Value (excl. sponsor support):** $74262862.50
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.560000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29634293.76
- **C.18.a - Value (excl. sponsor support):** $29634293.76
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.700400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4373877.57
- **C.18.a - Value (excl. sponsor support):** $4373877.57
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.162800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12412886.40
- **C.18.a - Value (excl. sponsor support):** $12412886.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.016100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $30942731.92
- **C.18.a - Value (excl. sponsor support):** $30942731.92
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.694300%
- **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):** $17151670.51
- **C.18.a - Value (excl. sponsor support):** $17151670.51
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.679200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $16029063.75
- **C.18.a - Value (excl. sponsor support):** $16029063.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.660700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17215351.48
- **C.18.a - Value (excl. sponsor support):** $17215351.48
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.553900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9528582.76
- **C.18.a - Value (excl. sponsor support):** $9528582.76
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.633900%
- **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):** $1580640.42
- **C.18.a - Value (excl. sponsor support):** $1580640.42
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 141: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.847700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18290268.19
- **C.18.a - Value (excl. sponsor support):** $18290268.19
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.016000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19723477.81
- **C.18.a - Value (excl. sponsor support):** $19723477.81
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.763000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29006717.85
- **C.18.a - Value (excl. sponsor support):** $29006717.85
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.136800%
- **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):** $12468646.21
- **C.18.a - Value (excl. sponsor support):** $12468646.21
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 145: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.724300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17976943.89
- **C.18.a - Value (excl. sponsor support):** $17976943.89
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.569300%
- **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):** $5803715.60
- **C.18.a - Value (excl. sponsor support):** $5803715.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: Bank of Nova Scotia Tri Party Repo

- **C.1 - Title:** Bank of Nova Scotia Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 921BPA003, C.3 - LEI: 549300BLWPABP1VNME36, C.5 - Other ID: 921BPA003_3.66_0202
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $22348100.00       | $22977675.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $9851700.00        | $10022419.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $99.71             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-15      | 3.7500%  | 0.0000% | $45000.00          | $45498.93          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $14791900.00       | $14478395.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 0.7500%  | 0.0000% | $3499800.00        | $3491350.56        | U.S. Treasuries (including strips) |

### Security 148: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 3.669900%
- **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: 926SGL007, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 926SGL007_3.67_0202
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2032-12-15      | 6.0000%  | 0.0000% | $100000.00         | $405.61            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 5.0000%  | 0.0000% | $501000.00         | $425794.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 5.5000%  | 0.0000% | $3267428.00        | $2642360.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 7.0000%  | 0.0000% | $1387827.00        | $492668.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | 3.5000%  | 0.0000% | $1838768.00        | $403884.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-15      | 5.0000%  | 0.0000% | $76301.00          | $3803.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-15      | 5.0000%  | 0.0000% | $4793652.00        | $170941.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-15      | 4.5000%  | 0.0000% | $6810317.00        | $1007361.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-15      | 4.5000%  | 0.0000% | $2446257.00        | $241610.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-15      | 3.5000%  | 0.0000% | $939391.00         | $96202.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-15      | 3.5000%  | 0.0000% | $2627673.00        | $350638.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-15      | 3.0000%  | 0.0000% | $613721.00         | $289218.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-15      | 4.0000%  | 0.0000% | $911955.00         | $403693.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-15      | 3.5000%  | 0.0000% | $3227305.00        | $96740.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-20      | 5.0000%  | 0.0000% | $1477705.00        | $761103.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-03-15      | 3.5000%  | 0.0000% | $174479.00         | $16695.96          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-15      | 3.0000%  | 0.0000% | $293517.00         | $45792.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-08-20      | 3.5000%  | 0.0000% | $22971.00          | $20273.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 5.0000%  | 0.0000% | $440320.00         | $403933.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-10-15      | 2.5000%  | 0.0000% | $104280.00         | $48901.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-04-15      | 4.0000%  | 0.0000% | $1178147.00        | $182137.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 7.0000%  | 0.0000% | $2570.00           | $1986.98           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $5275635.00        | $5497855.39        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-11-20      | 5.5000%  | 0.0000% | $1221024.00        | $1240035.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $451852.00         | $468441.95         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 5.0000%  | 0.0000% | $10011514.00       | $10090632.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 5.0000%  | 0.0000% | $113775529.00      | $114339033.94      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 6.0000%  | 0.0000% | $70000.00          | $49502.16          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $34857667.00       | $37872698.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-06-15      | 6.0000%  | 0.0000% | $192462.00         | $3793.25           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 5.0000%  | 0.0000% | $540000.00         | $426758.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-11-15      | 6.0000%  | 0.0000% | $31467.00          | $435.48            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-07-20      | 4.5000%  | 0.0000% | $132818.00         | $6624.60           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-07-20      | 5.5000%  | 0.0000% | $23208584.00       | $608328.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-08-15      | 6.0000%  | 0.0000% | $2957680.00        | $15239.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-04-15      | 6.0000%  | 0.0000% | $353978.00         | $17870.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-15      | 2.5000%  | 0.0000% | $107933.00         | $63811.91          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-12-01      | 3.0000%  | 0.0000% | $2367.00           | $489.29            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-10-01      | 6.5000%  | 0.0000% | $2516489.00        | $2552247.64        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-04-01      | 6.5000%  | 0.0000% | $2843.00           | $2362.13           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 6.5000%  | 0.0000% | $11961928.00       | $10267156.31       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-10-15      | 6.0000%  | 0.0000% | $114649.00         | $1518.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-09-15      | 6.0000%  | 0.0000% | $26327.00          | $555.41            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-04-20      | 5.5000%  | 0.0000% | $75000.00          | $949.29            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-09-20      | 9.0000%  | 0.0000% | $3854974.00        | $1033.88           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-05-20      | 7.0000%  | 0.0000% | $103312.00         | $149.69            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-10-20      | 5.5000%  | 0.0000% | $233000.00         | $2625.53           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-02-20      | 5.5000%  | 0.0000% | $181981.00         | $1938.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-20      | 5.5000%  | 0.0000% | $25594.00          | $1024.82           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-09-20      | 6.5000%  | 0.0000% | $100000.00         | $3160.59           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-10-20      | 4.5000%  | 0.0000% | $43000.00          | $1902.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-05-20      | 4.5000%  | 0.0000% | $9000000.00        | $343386.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-12-20      | 4.0000%  | 0.0000% | $6338395.00        | $315817.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-04-20      | 3.5000%  | 0.0000% | $692000.00         | $45600.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-07-20      | 3.5000%  | 0.0000% | $81000.00          | $6031.69           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-07-20      | 5.5000%  | 0.0000% | $84200.00          | $2437.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-08-20      | 3.5000%  | 0.0000% | $5390000.00        | $423921.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-09-20      | 3.0000%  | 0.0000% | $540649.00         | $55306.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-12-20      | 3.5000%  | 0.0000% | $18000.00          | $1326.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 3.5000%  | 0.0000% | $10153076.00       | $979870.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-20      | 3.0000%  | 0.0000% | $3900000.00        | $470227.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-05-20      | 4.0000%  | 0.0000% | $6099000.00        | $563348.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-07-20      | 2.5000%  | 0.0000% | $1800000.00        | $358570.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-07-20      | 4.0000%  | 0.0000% | $2339000.00        | $216693.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-08-20      | 3.0000%  | 0.0000% | $3727000.00        | $449322.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-01-20      | 3.0000%  | 0.0000% | $1110000.00        | $159239.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-20      | 4.5000%  | 0.0000% | $1752000.00        | $154976.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-20      | 4.0000%  | 0.0000% | $8661214.00        | $920615.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-03-20      | 4.0000%  | 0.0000% | $1070000.00        | $95603.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 5.5000%  | 0.0000% | $6103781.00        | $652328.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-08-20      | 4.5000%  | 0.0000% | $3848755.00        | $450060.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 5.0000%  | 0.0000% | $247169.00         | $18692.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 3.0000%  | 0.0000% | $71617763.00       | $9684531.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 3.0000%  | 0.0000% | $3265000.00        | $437037.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 3.5000%  | 0.0000% | $1975482.00        | $728326.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-20      | 2.5000%  | 0.0000% | $1000000.00        | $203839.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-11-15      | 2.5000%  | 0.0000% | $60295.00          | $13050.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-09-15      | 3.0000%  | 0.0000% | $1000000.00        | $88614.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-12-20      | 3.5000%  | 0.0000% | $45088.00          | $3561.54           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-12-20      | 3.5000%  | 0.0000% | $31222.00          | $1125.36           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-04-20      | 3.0000%  | 0.0000% | $25000.00          | $2003.84           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-03-15      | 6.0000%  | 0.0000% | $37297.00          | $2174.51           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-07-15      | 4.5000%  | 0.0000% | $3000000.00        | $135162.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-07-15      | 4.5000%  | 0.0000% | $24917097.00       | $624978.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-10-15      | 4.0000%  | 0.0000% | $2117000.00        | $167318.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-09-15      | 7.0000%  | 0.0000% | $110200.00         | $29.42             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-09-15      | 6.0000%  | 0.0000% | $130647.00         | $3744.20           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-15      | 3.5000%  | 0.0000% | $334000.00         | $21345.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-07-15      | 6.5000%  | 0.0000% | $1063480.00        | $1389.64           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-05-20      | 4.0000%  | 0.0000% | $78689.00          | $4379.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-09-15      | 6.0000%  | 0.0000% | $96063.00          | $5167.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 3.5000%  | 0.0000% | $1000000.00        | $224646.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 3.5000%  | 0.0000% | $840736.00         | $239545.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 2.5000%  | 0.0000% | $40368512.00       | $20949321.38       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.0000%  | 0.0000% | $2000.00           | $962.05            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.0000%  | 0.0000% | $4000.00           | $1983.25           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 1.5000%  | 0.0000% | $1632055.00        | $963713.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 2.5000%  | 0.0000% | $3000.00           | $1685.22           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 2.5000%  | 0.0000% | $4000.00           | $2290.36           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.0000%  | 0.0000% | $7000.00           | $4057.17           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 4.5000%  | 0.0000% | $2425000.00        | $1783934.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 5.5000%  | 0.0000% | $1298584.00        | $1039837.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 4.5000%  | 0.0000% | $41028.00          | $35072.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 5.5000%  | 0.0000% | $3819.00           | $2872.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-10-15      | 6.0000%  | 0.0000% | $706209.00         | $16941.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-10-15      | 6.0000%  | 0.0000% | $4120607.00        | $22144.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-20      | 3.5000%  | 0.0000% | $3174190.00        | $427796.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 3.5000%  | 0.0000% | $1282735.00        | $936473.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-11-15      | 6.0000%  | 0.0000% | $79690.00          | $3315.95           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $12844441.00       | $13652195.05       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $3429248.00        | $3555840.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-02-15      | 4.5000%  | 0.0000% | $1813707.00        | $94619.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-11-20      | 3.5000%  | 0.0000% | $1667430.00        | $500563.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-10-15      | 4.5000%  | 0.0000% | $559502.00         | $84705.52          | Agency Mortgage-Backed Securities |

### Security 149: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 3.669900%
- **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: 927NEF002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 927NEF002_3.67_0202
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL               | 2051-11-01      | 2.0000%  | 0.0000% | $1970192.00        | $1582154.70        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $965.22            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-20      | 4.0000%  | 0.0000% | $443508.00         | $65432.11          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-10-01      | 2.0000%  | 0.0000% | $402989.00         | $219644.17         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $520.90            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $665.58            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $808.60            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $719.21            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2052-12-01      | 5.5000%  | 0.0000% | $1005.00           | $777.04            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $808.72            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $947.86            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 5.0000%  | 0.0000% | $780040.00         | $656669.08         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 5.5000%  | 0.0000% | $11548357.00       | $9876196.48        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $643.18            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-10-01      | 3.0000%  | 0.0000% | $3989701.00        | $691215.11         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $427.12            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $27000.00          | $20094.35          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $730.83            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 5.0000%  | 0.0000% | $74010.00          | $60493.31          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-12-01      | 4.4650%  | 0.0000% | $70248.00          | $70188.06          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-09-01      | 4.0000%  | 0.0000% | $1309000.00        | $314709.87         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $214.16            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-09-01      | 2.0000%  | 0.0000% | $1195.00           | $630.63            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-01      | 2.5000%  | 0.0000% | $14682.00          | $5876.85           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.0000%  | 0.0000% | $680000.00         | $395861.21         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $70.51             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1674.92           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $249.62            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-08-01      | 2.0000%  | 0.0000% | $1000.00           | $601.47            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 5.0000%  | 0.0000% | $1001.00           | $868.13            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 5.0000%  | 0.0000% | $301333.00         | $297942.15         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-07-01      | 4.5000%  | 0.0000% | $17951522.00       | $536581.14         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-12-01      | 3.0000%  | 0.0000% | $10568592.00       | $39872.20          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-11-01      | 4.5000%  | 0.0000% | $1000.00           | $34.21             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-11-01      | 4.5000%  | 0.0000% | $1000.00           | $56.89             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $132.79            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $788.89            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.82           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.76           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-04-01      | 6.0000%  | 0.0000% | $14224.00          | $12041.08          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $2538432.00        | $2094813.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.98           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 5.5000%  | 0.0000% | $1199.00           | $1180.48           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.67           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.93           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $877152.00         | $907807.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1072.00           | $1120.00           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.02           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-02-01      | 3.5000%  | 0.0000% | $110000.00         | $15869.31          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-03-01      | 4.0000%  | 0.0000% | $499000.00         | $55091.78          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-06-01      | 4.0000%  | 0.0000% | $2000.00           | $511.65            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $177.27            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-07-01      | 3.0000%  | 0.0000% | $505000.00         | $148363.28         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $269.09            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $277.41            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-11-01      | 4.7100%  | 0.0000% | $33801.00          | $34380.49          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 5.5000%  | 0.0000% | $70753.00          | $52826.15          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-11-01      | 6.0000%  | 0.0000% | $8000.00           | $6919.78           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $976.01            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $619060.00         | $447918.75         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 3.5000%  | 0.0000% | $1001.00           | $703.32            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 6.5000%  | 0.0000% | $626328.00         | $364371.82         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $786.97            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $5340664.00        | $3776109.99        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $1103.00           | $1072.51           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 5.0000%  | 0.0000% | $490000.00         | $436249.52         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-04-01      | 5.1300%  | 0.0000% | $1001.00           | $1020.69           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-06-01      | 5.1300%  | 0.0000% | $9893.00           | $10279.45          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-08-01      | 4.7300%  | 0.0000% | $252069.00         | $257396.80         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-01-01      | 6.0000%  | 0.0000% | $1586.00           | $25.47             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $1006.00           | $1056.34           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $815.80            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 6.0000%  | 0.0000% | $87324.00          | $25153.75          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 5.5000%  | 0.0000% | $361458.00         | $296215.95         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 6.5000%  | 0.0000% | $5679.00           | $4896.34           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $782.83            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-10-01      | 6.5000%  | 0.0000% | $1018848.00        | $647322.82         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $970.90            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-12-01      | 4.5000%  | 0.0000% | $87130.00          | $83879.45          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-10-01      | 6.5000%  | 0.0000% | $1026356.00        | $1062338.85        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $176.42            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-10-01      | 3.5000%  | 0.0000% | $1004.00           | $65.62             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $60.00             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2027-10-01      | 2.5000%  | 0.0000% | $1000.00           | $21.84             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-08-01      | 3.5000%  | 0.0000% | $1003.00           | $147.10            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-07-01      | 3.0000%  | 0.0000% | $93281.00          | $17439.03          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2046-07-01      | 4.5000%  | 0.0000% | $1000.00           | $55.19             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $333.83            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-10-01      | 4.0000%  | 0.0000% | $1001.00           | $164.28            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-12-01      | 4.5000%  | 0.0000% | $1006.00           | $69.28             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-10-01      | 3.0000%  | 0.0000% | $1000.00           | $144.35            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-11-01      | 2.8750%  | 0.0000% | $1091620.00        | $271940.76         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-08-01      | 3.5000%  | 0.0000% | $1000.00           | $151.16            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-10-01      | 4.0000%  | 0.0000% | $1041.00           | $119.07            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-01-01      | 3.5000%  | 0.0000% | $1024.00           | $176.93            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-05-01      | 3.0000%  | 0.0000% | $1011.00           | $90.91             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-03-01      | 6.0000%  | 0.0000% | $307072.00         | $287611.07         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-04-01      | 5.5000%  | 0.0000% | $1040.00           | $981.10            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 6.5000%  | 0.0000% | $8024010.00        | $7391387.96        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-01-01      | 2.5000%  | 0.0000% | $1000.00           | $412.28            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $1323470.00        | $752261.45         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-06-01      | 2.0000%  | 0.0000% | $268059.00         | $135690.04         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $2951208.00        | $1809938.34        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $670.60            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $621.09            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $1002.00           | $670.44            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 4.0000%  | 0.0000% | $1001.00           | $741.25            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.5000%  | 0.0000% | $39992.00          | $40157.88          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-01-01      | 5.5000%  | 0.0000% | $2033.00           | $10.28             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-09-01      | 6.6750%  | 0.0000% | $900000.00         | $5438.58           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-01-01      | 4.5000%  | 0.0000% | $1003.00           | $43.77             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $79.79             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $606.17            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $609.25            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $689.18            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 3.0000%  | 0.0000% | $770560.00         | $564360.13         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 4.0000%  | 0.0000% | $5982620.00        | $4792690.56        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 5.0000%  | 0.0000% | $92960.00          | $84486.45          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $804.59            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 6.5000%  | 0.0000% | $1004.00           | $703.28            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $787.20            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-01-01      | 4.0000%  | 0.0000% | $7005.00           | $6036.07           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-10-01      | 2.5000%  | 0.0000% | $30000.00          | $12643.31          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-03-01      | 2.5000%  | 0.0000% | $10400000.00       | $5066017.34        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-06-01      | 2.5000%  | 0.0000% | $1002.00           | $575.97            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-07-01      | 2.0000%  | 0.0000% | $1496288.00        | $906430.22         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $636.06            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $708.20            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $672.73            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $709.04            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-10-01      | 5.0000%  | 0.0000% | $10927180.00       | $8390917.98        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $712.85            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $761.69            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-01      | 6.0000%  | 0.0000% | $523000.00         | $341447.21         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-01      | 4.0000%  | 0.0000% | $595931.00         | $502566.78         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-10-01      | 4.5000%  | 0.0000% | $165200.00         | $153690.42         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $909.19            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $798.04            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 5.5000%  | 0.0000% | $450431.00         | $379467.00         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $154.40            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2035-09-01      | 4.4000%  | 0.0000% | $2284570.00        | $2261177.02        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $161.88            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-05-01      | 4.0000%  | 0.0000% | $1000.00           | $125.70            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-12-01      | 3.0000%  | 0.0000% | $1477000.00        | $392207.59         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-02-01      | 2.5000%  | 0.0000% | $117367.00         | $22629.93          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $118.13            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-09-01      | 3.0000%  | 0.0000% | $1290000.00        | $76526.57          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-05-01      | 2.5000%  | 0.0000% | $1003.00           | $168.40            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $1003.00           | $136.37            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-04-01      | 5.5000%  | 0.0000% | $5163023.00        | $30978.77          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-09-01      | 6.5000%  | 0.0000% | $1001.00           | $6.10              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-10-01      | 5.5000%  | 0.0000% | $1677.00           | $17.82             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-08-01      | 6.1900%  | 0.0000% | $2109600.00        | $7870.19           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.0000%  | 0.0000% | $8981004.00        | $5418320.09        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 4.0000%  | 0.0000% | $2119.00           | $1557.51           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $46300.00          | $36335.03          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 6.0000%  | 0.0000% | $1120.00           | $928.82            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-11-01      | 4.5000%  | 0.0000% | $183499.00         | $178891.89         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2056-01-01      | 5.0000%  | 0.0000% | $4556832.00        | $4566806.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $850.93            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-04-01      | 6.5000%  | 0.0000% | $1131750.00        | $870259.72         | Agency Mortgage-Backed Securities |

### Security 150: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 927NFC008, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 927NFC008_3.66_0202
- **C.18 - Value (incl. sponsor support):** $157000000.00
- **C.18.a - Value (excl. sponsor support):** $157000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.63             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $26357600.00       | $26134190.22       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $131865000.00      | $134005714.05      | U.S. Treasuries (including strips) |

### Security 151: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.669900%
- **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: 929AAV007, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 929AAV007_3.67_0202
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2045-06-01      | 3.0000%  | 0.0000% | $278487552.00      | $35337907.33       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.0000%  | 0.0000% | $57295997.00       | $34664463.81       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-11-01      | 3.0000%  | 0.0000% | $310182218.00      | $35537625.57       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-02-01      | 3.0000%  | 0.0000% | $200183058.00      | $35871269.87       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-02-01      | 3.5000%  | 0.0000% | $250349257.00      | $35592071.02       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-12-01      | 3.0000%  | 0.0000% | $38464864.00       | $7120094.55        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-06-01      | 3.5000%  | 0.0000% | $339827805.00      | $35572686.50       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 3.0000%  | 0.0000% | $144024035.00      | $35303881.36       | Agency Mortgage-Backed Securities |

### Security 152: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.669900%
- **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: 930PNG000, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNG000_3.67_0202
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 4.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae      | 2051-04-01      | 2.5000%  | 0.0000% | $900000.00         | $555218.87         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-10-01      | 2.2650%  | 0.0000% | $3525000.00        | $2558767.83        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-07-01      | 4.1200%  | 0.0000% | $7500000.00        | $7409234.17        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-08-01      | 2.0000%  | 0.0000% | $2450000.00        | $1357350.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-08-01      | 8.0000%  | 0.0000% | $1098870.00        | $840358.14         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-01-01      | 3.9100%  | 0.0000% | $58078000.00       | $57737762.93       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-08-01      | 5.0000%  | 0.0000% | $11389472.00       | $9804592.46        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-06-01      | 3.0000%  | 0.0000% | $9516752.00        | $6769666.30        | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2031-12-01      | 3.0000%  | 0.0000% | $13100000.00       | $2062579.09        | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2047-05-01      | 4.0000%  | 0.0000% | $32607997.00       | $8387636.65        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-01-01      | 3.5000%  | 0.0000% | $23829800.00       | $4270550.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2056-02-01      | 5.0000%  | 0.0000% | $15378272.00       | $15495481.78       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2056-02-01      | 5.0000%  | 0.0000% | $1619758.00        | $1628893.08        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-04-01      | 6.5000%  | 0.0000% | $7010016.00        | $6889633.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 6.5000%  | 0.0000% | $2415884.00        | $2515164.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-10-01      | 5.5050%  | 0.0000% | $15012080.00       | $15179522.49       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-08-01      | 6.5000%  | 0.0000% | $1156640.00        | $1212511.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-11-01      | 7.0000%  | 0.0000% | $1069120.00        | $1127058.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 4.9470%  | 0.0000% | $20258080.00       | $20428269.08       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-06-01      | 3.3700%  | 0.0000% | $5014960.00        | $4396583.95        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-06-01      | 3.5000%  | 0.0000% | $11617552.00       | $1959481.51        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-11-01      | 2.5000%  | 0.0000% | $900000.00         | $259270.60         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2056-02-01      | 4.8670%  | 0.0000% | $17187872.00       | $17439754.06       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2056-01-01      | 5.0000%  | 0.0000% | $1548832.00        | $1566680.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2053-02-01      | 4.5000%  | 0.0000% | $85094784.00       | $84126490.45       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-11-01      | 5.5000%  | 0.0000% | $35252224.00       | $36141480.95       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-04-01      | 2.0000%  | 0.0000% | $1467000.00        | $824676.25         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-04-01      | 3.0000%  | 0.0000% | $8462576.00        | $5749376.73        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-12-01      | 3.5000%  | 0.0000% | $100000.00         | $26892.70          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-10-01      | 6.3030%  | 0.0000% | $25018752.00       | $327414.89         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-07-01      | 6.1640%  | 0.0000% | $15295776.00       | $190378.94         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-10-01      | 2.5000%  | 0.0000% | $550000.00         | $64415.80          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-12-01      | 3.0000%  | 0.0000% | $6117000.00        | $616426.18         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-10-01      | 3.0000%  | 0.0000% | $325000.00         | $25981.78          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-01-01      | 3.0000%  | 0.0000% | $169647.00         | $25252.94          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-11-01      | 6.5000%  | 0.0000% | $217500.00         | $83342.57          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-02-01      | 5.5000%  | 0.0000% | $7759992.00        | $6819279.29        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-07-01      | 3.0000%  | 0.0000% | $1032248.00        | $964600.83         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2031-01-01      | 4.0900%  | 0.0000% | $20580000.00       | $20622533.14       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-04-01      | 5.0000%  | 0.0000% | $289058.00         | $146961.21         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 6.0000%  | 0.0000% | $2082380.00        | $1849926.60        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-01-01      | 6.5000%  | 0.0000% | $19079712.00       | $11504539.68       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-05-01      | 6.5000%  | 0.0000% | $2679000.00        | $1778456.99        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-08-01      | 3.5000%  | 0.0000% | $10545680.00       | $1548720.52        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2032-08-01      | 3.5500%  | 0.0000% | $302000.00         | $290979.94         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2027-06-01      | 3.0800%  | 0.0000% | $11620000.00       | $10897283.50       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-01-01      | 4.2410%  | 0.0000% | $22425000.00       | $21981247.85       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-03-01      | 3.1100%  | 0.0000% | $4559352.00        | $4499922.11        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-04-01      | 3.0000%  | 0.0000% | $26053.00          | $6617.86           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-03-01      | 2.5000%  | 0.0000% | $57000.00          | $9185.75           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-09-01      | 6.4480%  | 0.0000% | $11699992.00       | $100370.29         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-11-01      | 6.0000%  | 0.0000% | $1059833.00        | $77732.19          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-01-01      | 5.0000%  | 0.0000% | $1950000.00        | $160285.94         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-12-01      | 4.5000%  | 0.0000% | $30953.00          | $29993.94          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-10-01      | 4.5000%  | 0.0000% | $1357258.00        | $1315652.24        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-03-01      | 5.5000%  | 0.0000% | $1791168.00        | $1800216.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-04-01      | 6.0000%  | 0.0000% | $1906512.00        | $1541342.08        | Agency Mortgage-Backed Securities |

### Security 153: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_3.66_0202
- **C.18 - Value (incl. sponsor support):** $754000000.00
- **C.18.a - Value (excl. sponsor support):** $754000000.00
- **C.19 - Percentage of Net Assets:** 7.9700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $763778100.00      | $769080045.02      | U.S. Treasuries (including strips) |

### Security 154: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_3.66_0302
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2027-01-15      | 2.3750%  | 0.0000% | $1121600.00        | $1830876.59        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $1000.00           | $635.82            | U.S. Treasuries (including strips) |
| STRIPS          | 2040-02-15      | NA       | 0.0000% | $786.02            | $401.39            | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2028-11-15      | NA       | 0.0000% | $100.00            | $90.51             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $14242400.00       | $13467996.73       | U.S. Treasuries (including strips) |

### Security 155: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930REQ004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930REQ004_3.66_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2032-07-15      | 0.6250%  | 0.0000% | $96356200.00       | $102031188.86      | U.S. Treasuries (including strips) |

### Security 156: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.669900%
- **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: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_3.67_0202
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2055-12-01      | 4.5000%  | 0.0000% | $15638957.00       | $15304679.68       | Agency Mortgage-Backed Securities |

### Security 157: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.829900%
- **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: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_3.83_0319
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC NON GOLD POOL | 2053-09-01      | 4.7950%  | 0.0000% | $18603981.00       | $15407431.69       | Agency Mortgage-Backed Securities |

### Security 158: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 3.669900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: U7M81AY481YLIOR75625, C.5 - Other ID: 931NXA006_3.67_0202
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $12246900.00       | $12505930.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $900.00            | $850.40            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-26      | NA       | 0.0000% | $18130700.00       | $18081373.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $900.00            | $906.69            | U.S. Treasuries (including strips) |

### Security 159: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.770000%
- **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: 932KXR004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 932KXR004_3.77_0508
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                   | 2036-11-15      | NA       | 0.0000% | $32000000.00       | $10.23             | Agency Mortgage-Backed Securities |
| Freddie Mac                   | 2033-06-15      | NA       | 0.0000% | $74994452.00       | $4.07              | Agency Mortgage-Backed Securities |
| Fannie Mae                    | 2037-07-25      | NA       | 0.0000% | $115281898.00      | $1.99              | Agency Mortgage-Backed Securities |
| Fannie Mae                    | 2034-02-25      | NA       | 0.0000% | $76116590.00       | $7.53              | Agency Mortgage-Backed Securities |
| Fannie Mae                    | 2034-08-25      | NA       | 0.0000% | $272540624.00      | $28.22             | Agency Mortgage-Backed Securities |
| Fannie Mae                    | 2034-10-25      | NA       | 0.0000% | $106904961.00      | $8.71              | Agency Mortgage-Backed Securities |
| Fannie Mae                    | 2034-10-25      | NA       | 0.0000% | $177922145.00      | $31.11             | Agency Mortgage-Backed Securities |
| Freddie Mac                   | 2050-09-25      | 2.5000%  | 0.0000% | $82727155.00       | $9422803.54        | Agency Mortgage-Backed Securities |
| Freddie Mac                   | 2055-06-25      | 5.0000%  | 0.0000% | $2016064.00        | $2021165.62        | Agency Mortgage-Backed Securities |
| Freddie Mac                   | 2042-01-25      | 0.1889%  | 0.0000% | $13866599.00       | $4209.36           | Agency Mortgage-Backed Securities |
| Freddie Mac                   | 2041-06-15      | 0.3500%  | 0.0000% | $7080566.00        | $372.88            | Agency Mortgage-Backed Securities |
| Freddie Mac                   | 2047-11-15      | 0.2000%  | 0.0000% | $1455193.00        | $2647.74           | Agency Mortgage-Backed Securities |
| Freddie Mac                   | 2044-12-15      | 3.0000%  | 0.0000% | $11956820.00       | $15124050.86       | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                | 2031-11-25      | 1.7835%  | 0.0000% | $31641440.00       | $29228321.04       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS             | 2054-06-25      | 2.1527%  | 0.0000% | $94911488.00       | $5644743.08        | Agency Mortgage-Backed Securities |
| Fannie Mae                    | 2058-10-25      | 3.5000%  | 0.0000% | $3073000.00        | $3378830.13        | Agency Mortgage-Backed Securities |
| Fannie Mae                    | 2041-08-25      | 4.0000%  | 0.0000% | $18413000.00       | $5145367.12        | Agency Mortgage-Backed Securities |
| FHLMC STRUCTURED PASS THROUGH | 2043-02-25      | NA       | 0.0000% | $3595000.00        | $0.92              | Agency Mortgage-Backed Securities |
| FHLMC STRUCTURED PASS THROUGH | 2043-02-25      | NA       | 0.0000% | $76571000.00       | $22.46             | Agency Mortgage-Backed Securities |
| GINNIE MAE                    | 2055-05-20      | 0.5470%  | 0.0000% | $199998898.00      | $2126394.84        | Agency Mortgage-Backed Securities |
| Freddie Mac                   | 2036-08-15      | NA       | 0.0000% | $73495879.00       | $8.61              | Agency Mortgage-Backed Securities |
| Fannie Mae                    | 2040-11-25      | 0.2173%  | 0.0000% | $300000.00         | $969.95            | Agency Mortgage-Backed Securities |

### Security 160: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.669900%
- **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: 934QAM005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QAM005_3.67_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BNYM

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 5.0000%  | 0.0000% | $50748654.00       | $51000000.82       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 5.5000%  | 0.0000% | $1551390.00        | $1221266.05        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 6.0000%  | 0.0000% | $2638.00           | $2092.09           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 5.5000%  | 0.0000% | $13029985.00       | $9760463.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $66279870.00       | $40016178.56       | Agency Mortgage-Backed Securities |

### Security 161: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QYA005_3.66_0202
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 9.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BNYM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $237833100.00      | $240062037.65      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $672056200.00      | $677938032.15      | U.S. Treasuries (including strips) |

### Security 162: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_3.66_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - NORTHERN TRUST

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL | 2026-11-27      | NA       | 0.0000% | $104884400.00      | $101921634.21      | U.S. Treasuries (including strips) |

### Security 163: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.669900%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.67_0202
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIEMAE STRIP                | 2051-01-01      | 2.0000%  | 0.0000% | $71898.00          | $5045.54           | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2051-02-01      | 2.0000%  | 0.0000% | $53471.00          | $3764.98           | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2046-02-01      | 2.0000%  | 0.0000% | $40389.00          | $3272.17           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 6.0000%  | 0.0000% | $105866192.00      | $106667530.82      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 6.0000%  | 0.0000% | $34104900.00       | $18480332.11       | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2053-09-25      | 5.5000%  | 0.0000% | $136435619.00      | $22463268.66       | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2052-05-25      | 3.0000%  | 0.0000% | $312201.00         | $47283.65          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2053-05-25      | 5.0000%  | 0.0000% | $132705.00         | $22494.16          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2052-11-25      | 3.0000%  | 0.0000% | $879519.00         | $92523.78          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2052-06-25      | 3.0000%  | 0.0000% | $883419.00         | $110105.10         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2053-06-25      | 5.0000%  | 0.0000% | $25000000.00       | $4397295.42        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2052-03-25      | 2.0000%  | 0.0000% | $9600000.00        | $1102448.17        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2050-01-25      | 3.0000%  | 0.0000% | $37372899.00       | $4476668.41        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2052-10-01      | 2.0000%  | 0.0000% | $195000.00         | $21047.36          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2039-11-01      | 4.5000%  | 0.0000% | $3972520.00        | $19779.63          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2039-11-01      | 4.0000%  | 0.0000% | $1798427.00        | $13016.16          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2041-11-01      | 4.0000%  | 0.0000% | $400000.00         | $3709.71           | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2052-08-01      | 2.0000%  | 0.0000% | $113952.00         | $13349.08          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $13049.06          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2052-06-15      | 2.0000%  | 0.0000% | $155000.00         | $16442.36          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2052-03-15      | 2.0000%  | 0.0000% | $170000.00         | $17194.17          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2052-02-15      | 2.0000%  | 0.0000% | $423513.00         | $49354.92          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2051-12-01      | 2.0000%  | 0.0000% | $141274.00         | $9992.82           | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2051-08-01      | 2.0000%  | 0.0000% | $89370.00          | $8661.35           | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2048-11-15      | 3.5000%  | 0.0000% | $4000000.00        | $36206.21          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2052-02-01      | 2.0000%  | 0.0000% | $47061.00          | $4461.53           | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2051-03-01      | 2.0000%  | 0.0000% | $18165.00          | $1703.50           | Agency Mortgage-Backed Securities |

### Security 164: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.669900%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.67_0507
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIEMAE STRIP | 2052-08-01      | 2.0000%  | 0.0000% | $1446048.00        | $169399.54         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2052-02-01      | 1.5000%  | 0.0000% | $1970000.00        | $154068.58         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2050-10-25      | 2.0000%  | 0.0000% | $22091537.00       | $2200033.48        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2050-08-01      | 3.0000%  | 0.0000% | $336166.00         | $43137.93          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2048-10-01      | 4.5000%  | 0.0000% | $100000.00         | $14211.94          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2052-10-01      | 2.0000%  | 0.0000% | $1900000.00        | $210667.47         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2053-04-01      | 4.0000%  | 0.0000% | $14396004.00       | $2428388.48        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2052-09-01      | 3.5000%  | 0.0000% | $5400000.00        | $794768.88         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2051-03-01      | 2.0000%  | 0.0000% | $85631018.00       | $9285323.71        | Agency Mortgage-Backed Securities |

### Security 165: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.740000%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.74_0513
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIEMAE STRIP  | 2042-11-01      | 3.0000%  | 0.0000% | $4700000.00        | $381083.58         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP  | 2040-11-01      | 4.0000%  | 0.0000% | $64910133.00       | $582429.08         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 6.0000%  | 0.0000% | $433098.00         | $383223.39         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.0000%  | 0.0000% | $7435.00           | $7513.66           | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP  | 2050-10-25      | 2.0000%  | 0.0000% | $93126739.00       | $9274227.66        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP  | 2037-08-25      | 1.5000%  | 0.0000% | $33000000.00       | $1186372.15        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP  | 2048-06-25      | 3.5000%  | 0.0000% | $61068482.00       | $8038791.96        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP  | 2050-08-01      | 3.0000%  | 0.0000% | $405533.00         | $52039.33          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP  | 2048-10-01      | 4.5000%  | 0.0000% | $1564554.00        | $222353.40         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.52           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 6.5000%  | 0.0000% | $20964448.00       | $19543531.15       | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP | 2042-07-15      | 5.0000%  | 0.0000% | $11290000.00       | $1543208.88        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP | 2042-07-15      | 4.0000%  | 0.0000% | $60283329.00       | $1178334.75        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP | 2042-08-15      | 4.0000%  | 0.0000% | $6333545.00        | $103215.19         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP | 2043-12-15      | 4.5000%  | 0.0000% | $71016806.00       | $1245542.17        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP | 2046-12-15      | 3.5000%  | 0.0000% | $17723299.00       | $591002.69         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP | 2047-09-15      | 4.5000%  | 0.0000% | $13952867.00       | $668848.47         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP | 2048-09-15      | 3.0000%  | 0.0000% | $11608353.00       | $336852.41         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP | 2046-10-15      | 4.2500%  | 0.0000% | $28006600.00       | $5112249.32        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP | 2037-10-15      | 4.4891%  | 0.0000% | $4809715.00        | $281095.37         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP  | 2042-04-01      | 4.0000%  | 0.0000% | $25704313.00       | $267085.72         | Agency Mortgage-Backed Securities |

### Security 166: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 996JWK006, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: 996JWK006_3.66_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $43201000.00       | $43310553.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $300.00            | $308.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $57261100.00       | $58689161.78       | U.S. Treasuries (including strips) |

### Security 167: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 996JWN000, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: 996JWN000_3.67_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $100828000.00      | $101999316.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $800.00            | $756.80            | U.S. Treasuries (including strips) |

### Security 168: Deutsche Bank Securities Inc. Tri Party Repo

- **C.1 - Title:** Deutsche Bank Securities Inc. Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDGG008, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 99VDGG008_3.66_0202
- **C.18 - Value (incl. sponsor support):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $36441600.00       | $32076038.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-11-15      | 2.8750%  | 0.0000% | $32235700.00       | $24023974.93       | U.S. Treasuries (including strips) |

### Security 169: HSBC Securities USA Inc. Tri Party Repo

- **C.1 - Title:** HSBC Securities USA Inc. Tri Party Repo 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKY004, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 99VDKY004_3.68_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL | 2055-09-01      | 5.5000%  | 0.0000% | $6780687.00        | $6830403.42        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-08-01      | 2.0000%  | 0.0000% | $85005920.00       | $40879372.56       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-08-01      | 6.5000%  | 0.0000% | $2210536.00        | $2318671.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-02-01      | 5.5000%  | 0.0000% | $2965996.00        | $3007385.56        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2032-07-01      | 3.1300%  | 0.0000% | $2437832.00        | $1690520.00        | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2053-10-01      | 6.0000%  | 0.0000% | $49996098.00       | $40681173.37       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1616776.00        | $1666351.51        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-06-01      | 3.7200%  | 0.0000% | $5122080.00        | $4926122.88        | Agency Mortgage-Backed Securities |

### Security 170: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDMN006, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 99VDMN006_3.66_0202
- **C.18 - Value (incl. sponsor support):** $501000000.00
- **C.18.a - Value (excl. sponsor support):** $501000000.00
- **C.19 - Percentage of Net Assets:** 5.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2028-08-15      | NA       | 0.0000% | $10800.00          | $9859.75           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $16606000.00       | $4887760.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $2900.00           | $2352.55           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $8962800.00        | $5231832.25        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2033-02-15      | NA       | 0.0000% | $900.00            | $678.09            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-07-15      | 0.1250%  | 0.0000% | $35994200.00       | $40830204.80       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-10-15      | 0.1250%  | 0.0000% | $124528000.00      | $147596970.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $51239100.00       | $51859135.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $4176100.00        | $4422885.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $59140000.00       | $60946804.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 3.7500%  | 0.0000% | $223800.00         | $227458.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $3855900.00        | $3901580.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $200.00            | $198.58            | U.S. Treasuries (including strips) |
| STRIPS          | 2033-02-15      | NA       | 0.0000% | $4329922.56        | $3246407.07        | U.S. Treasuries (including strips) |
| STRIPS          | 2035-02-15      | NA       | 0.0000% | $137133916.16      | $92894651.94       | U.S. Treasuries (including strips) |
| STRIPS          | 2036-08-15      | NA       | 0.0000% | $5396500.48        | $3377459.19        | U.S. Treasuries (including strips) |
| STRIPS          | 2035-05-15      | NA       | 0.0000% | $55255695.36       | $36998053.24       | U.S. Treasuries (including strips) |
| STRIPS          | 2030-05-15      | NA       | 0.0000% | $73784.15          | $62602.83          | U.S. Treasuries (including strips) |
| STRIPS          | 2038-05-15      | NA       | 0.0000% | $5067735.04        | $2878681.28        | U.S. Treasuries (including strips) |
| STRIPS          | 2041-08-15      | NA       | 0.0000% | $10855055.36       | $5090076.57        | U.S. Treasuries (including strips) |
| STRIPS          | 2048-08-15      | NA       | 0.0000% | $145793515.51      | $46554347.99       | U.S. Treasuries (including strips) |

### Security 171: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.669900%
- **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: 99VDNE005, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 99VDNE005_3.67_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2036-05-01      | 1.5000%  | 0.0000% | $8198860.00        | $3883178.58        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-12-01      | 4.5000%  | 0.0000% | $187439616.00      | $13595318.42       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-09-01      | 4.0000%  | 0.0000% | $924218.00         | $864761.71         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-02-01      | 6.6740%  | 0.0000% | $224999.00         | $2818.26           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-05-01      | 6.0000%  | 0.0000% | $1734000.00        | $1549072.18        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $17648992.00       | $17447741.04       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $133376.00         | $134723.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-12-20      | 6.5000%  | 0.0000% | $74999.00          | $5412.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-01-20      | 3.5000%  | 0.0000% | $11630240.00       | $316274.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 3.5000%  | 0.0000% | $9039.00           | $548.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 7.0000%  | 0.0000% | $15561.00          | $4981.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-20      | 3.5000%  | 0.0000% | $782102.00         | $247518.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-04-15      | 5.0800%  | 0.0000% | $1000.00           | $990.70            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-09-15      | 5.3300%  | 0.0000% | $1005.00           | $1022.41           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-10-20      | 5.0000%  | 0.0000% | $2008.00           | $1984.47           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 6.5000%  | 0.0000% | $62829.00          | $65418.37          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 5.5000%  | 0.0000% | $3554056.00        | $3666045.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 7.0000%  | 0.0000% | $4107.00           | $2121.44           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $3000.00           | $3174.33           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-07-20      | 4.0000%  | 0.0000% | $4000.00           | $169.04            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | 2.5000%  | 0.0000% | $2001.00           | $1208.82           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-01-15      | 3.0000%  | 0.0000% | $2156508.00        | $147693.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-11-20      | 4.5000%  | 0.0000% | $173992.00         | $171771.19         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-09-01      | 3.5000%  | 0.0000% | $100000.00         | $11581.89          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-11-01      | 5.0000%  | 0.0000% | $6406384.00        | $5616430.14        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 4.0000%  | 0.0000% | $1705646.00        | $1402391.04        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-05-01      | 1.5000%  | 0.0000% | $2110000.00        | $1213707.39        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-04-01      | 3.0000%  | 0.0000% | $700000.00         | $153565.82         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 3.5000%  | 0.0000% | $1300000.00        | $932775.92         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-02-01      | 1.5000%  | 0.0000% | $763257.00         | $446050.32         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-10-01      | 4.0000%  | 0.0000% | $182690.00         | $178865.48         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-02-01      | 4.5000%  | 0.0000% | $2049880.00        | $195097.65         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $13361.94          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-03-01      | 6.5000%  | 0.0000% | $1140000.00        | $21214.45          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-01      | 5.5000%  | 0.0000% | $45555.00          | $42210.05          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 7.0000%  | 0.0000% | $1277698.00        | $1354851.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-06-01      | 6.5000%  | 0.0000% | $320147.00         | $298566.46         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-02-01      | 4.0600%  | 0.0000% | $27424128.00       | $26920142.62       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-05-01      | 4.0000%  | 0.0000% | $6090000.00        | $1701655.40        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-02-01      | 3.5000%  | 0.0000% | $223000.00         | $17446.22          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $405955.00         | $286444.81         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $5229150.00        | $3727737.87        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 3.5000%  | 0.0000% | $6892136.00        | $5196705.32        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $773.90            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $12012000.00       | $8762942.90        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-01      | 6.0000%  | 0.0000% | $200064.00         | $177747.03         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-03-01      | 3.0000%  | 0.0000% | $100998.00         | $36993.36          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-01      | 2.5000%  | 0.0000% | $3000000.00        | $1176792.06        | Agency Mortgage-Backed Securities |

### Security 172: Morgan Stanley & Co LLC Tri Party Repo

- **C.1 - Title:** Morgan Stanley & Co LLC Tri Party Repo 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDNY001, C.3 - LEI: 9R7GPTSO7KV3UQJZQ078, C.5 - Other ID: 99VDNY001_3.68_0202
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $746.19            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-06-01      | 2.0000%  | 0.0000% | $1000.00           | $718.17            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2046-06-01      | 3.5000%  | 0.0000% | $228170.00         | $72669.72          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-03-01      | 3.5000%  | 0.0000% | $2069510.00        | $325923.56         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-04-01      | 4.0000%  | 0.0000% | $937960.00         | $135068.16         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-06-01      | 3.5000%  | 0.0000% | $24190.00          | $2454.05           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-01-01      | 3.0000%  | 0.0000% | $1020.00           | $202.19            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-02-01      | 4.0000%  | 0.0000% | $60010.00          | $11232.79          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-12-01      | 5.0000%  | 0.0000% | $1000.00           | $134.19            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2056-01-01      | 4.5000%  | 0.0000% | $4770.00           | $4694.34           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-01-01      | 7.0000%  | 0.0000% | $18000.00          | $50.87             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2027-10-01      | 2.5000%  | 0.0000% | $40000.00          | $877.80            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2036-05-01      | 5.5000%  | 0.0000% | $5000.00           | $20.79             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-07-01      | 6.0000%  | 0.0000% | $78977000.00       | $245388.22         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-05-01      | 2.5000%  | 0.0000% | $1800.00           | $159.46            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-20      | 4.5000%  | 0.0000% | $3433900.00        | $297113.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 5.5000%  | 0.0000% | $189800.00         | $16223.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 5.0000%  | 0.0000% | $8670.00           | $2143.68           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 3.0000%  | 0.0000% | $8398920.00        | $4698820.04        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-01-01      | 5.5000%  | 0.0000% | $7000.00           | $16.97             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-08-01      | 4.5000%  | 0.0000% | $1990.00           | $270.26            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-02-01      | 3.5000%  | 0.0000% | $3960.00           | $724.09            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 6.0000%  | 0.0000% | $236410.00         | $176175.59         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $178648.00         | $185679.81         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-10-01      | 4.5000%  | 0.0000% | $1197260.00        | $1182669.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 4.0000%  | 0.0000% | $78400000.00       | $58240261.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 5.5000%  | 0.0000% | $7194990.00        | $4820268.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 4.5000%  | 0.0000% | $330380.00         | $310051.64         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 6.0000%  | 0.0000% | $1727808.00        | $1795108.76        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $1076102.00        | $1116894.16        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 6.0000%  | 0.0000% | $4257101.00        | $4394698.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $1002.00           | $1039.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 5.0000%  | 0.0000% | $5748913.00        | $5777386.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 4.0000%  | 0.0000% | $1970.00           | $1824.62           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $2276160.00        | $2419931.62        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $1225968.00        | $1271321.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2026-11-20      | 8.0000%  | 0.0000% | $100000.00         | $2.56              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-10-20      | 8.0000%  | 0.0000% | $120000.00         | $31.19             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-01-20      | 7.5000%  | 0.0000% | $550000.00         | $126.39            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-02-20      | 7.0000%  | 0.0000% | $860000.00         | $466.96            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-07-20      | 7.5000%  | 0.0000% | $850000.00         | $388.90            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-09-20      | 9.0000%  | 0.0000% | $50000.00          | $13.41             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-10-20      | 5.5000%  | 0.0000% | $42000.00          | $202.09            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-06-20      | 5.0000%  | 0.0000% | $90000.00          | $859.73            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-03-20      | 5.5000%  | 0.0000% | $130000.00         | $1579.95           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-05-20      | 5.0000%  | 0.0000% | $25400.00          | $311.28            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-03-20      | 5.5000%  | 0.0000% | $35000.00          | $1668.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-09-15      | 8.0000%  | 0.0000% | $40000.00          | $25.51             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-08-15      | 6.0000%  | 0.0000% | $35000.00          | $646.92            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-11-15      | 5.0000%  | 0.0000% | $35000.00          | $239.35            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-03-15      | 4.0000%  | 0.0000% | $50000.00          | $2427.21           | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY          | 2030-05-01      | 7.1250%  | 0.0000% | $9000.00           | $10298.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 3.5000%  | 0.0000% | $1020.00           | $376.51            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-12-01      | 4.0000%  | 0.0000% | $1285320.00        | $1256821.32        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-11-01      | 5.3000%  | 0.0000% | $4100000.00        | $4320003.72        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 2.0000%  | 0.0000% | $873030.00         | $524625.69         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $372400.00         | $237299.71         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 3.0000%  | 0.0000% | $47630.00          | $39987.63          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2030-12-01      | 4.4300%  | 0.0000% | $11894900.00       | $12030318.81       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-09-01      | 2.0000%  | 0.0000% | $50680.00          | $24926.60          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $519.92            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-05-01      | 2.0000%  | 0.0000% | $3070.00           | $1799.64           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $495.34            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 2.5000%  | 0.0000% | $3070.00           | $1876.11           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $5000.00           | $3088.56           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 4.5000%  | 0.0000% | $3000.00           | $2248.73           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 5.5000%  | 0.0000% | $50000.00          | $34464.16          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $60987450.00       | $45302909.38       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1600.18           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-01      | 6.0000%  | 0.0000% | $16900.00          | $14302.25          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 4.7950%  | 0.0000% | $22930452.00       | $23300775.06       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2056-02-01      | 5.0000%  | 0.0000% | $1040474.00        | $1052464.19        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 3.0000%  | 0.0000% | $3348740.00        | $2948665.48        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-03-01      | 4.0000%  | 0.0000% | $2990.00           | $555.89            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-10-01      | 3.4070%  | 0.0000% | $12439190.00       | $11874740.50       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-07-01      | 6.0000%  | 0.0000% | $5000.00           | $29.39             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-07-01      | 5.0000%  | 0.0000% | $50000.00          | $396.38            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-12-01      | 2.5000%  | 0.0000% | $11533660.00       | $2882720.19        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-05-01      | 3.5000%  | 0.0000% | $3000.00           | $308.97            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-10-01      | 3.5000%  | 0.0000% | $69730.00          | $12520.96          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $172.79            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 3.0000%  | 0.0000% | $1880.00           | $1195.83           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $721.88            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-11-01      | 2.5000%  | 0.0000% | $200000.00         | $42314.82          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-04-01      | 3.5000%  | 0.0000% | $12520.00          | $3282.45           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-08-01      | 5.5000%  | 0.0000% | $5217110.00        | $4344674.30        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 2.0000%  | 0.0000% | $2080.00           | $1562.06           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $835.72            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-06-01      | 6.5000%  | 0.0000% | $100000.00         | $35714.89          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank       | 2029-07-05      | 4.1250%  | 0.0000% | $5000.00           | $5082.80           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-09-01      | 3.0000%  | 0.0000% | $201000.00         | $68217.26          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 6.0000%  | 0.0000% | $9352520.00        | $8585900.06        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $834.89            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2057-09-01      | 4.5000%  | 0.0000% | $199990.00         | $57571.25          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2062-06-01      | 4.0000%  | 0.0000% | $2655970.00        | $1898924.17        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2062-12-01      | 3.5000%  | 0.0000% | $121000.00         | $81415.32          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-08-01      | 2.0000%  | 0.0000% | $1020.00           | $444.84            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $99000.00          | $45236.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 3.0000%  | 0.0000% | $2899650.00        | $2032614.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-06-15      | 4.0000%  | 0.0000% | $25000.00          | $2431.66           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-10-01      | 6.5000%  | 0.0000% | $6000.00           | $90.21             | Agency Mortgage-Backed Securities |
| FARMER MAC                     | 2032-04-01      | 4.0600%  | 0.0000% | $3000000.00        | $2953197.50        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $37770.00          | $28253.86          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 6.0000%  | 0.0000% | $15587260.00       | $13547080.93       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-01      | 5.5000%  | 0.0000% | $5000.00           | $4683.50           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-06-01      | 4.5000%  | 0.0000% | $867780.00         | $826188.95         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-10-01      | 6.5000%  | 0.0000% | $5320220.00        | $5141212.66        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-08-01      | 6.5000%  | 0.0000% | $139950.00         | $122838.38         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $1001542.00        | $1032745.60        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2056-02-01      | 5.0000%  | 0.0000% | $2145355.00        | $2176367.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-05-20      | 4.0000%  | 0.0000% | $392500.00         | $33532.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-05-20      | 3.0000%  | 0.0000% | $626640.00         | $69035.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-08-20      | 4.0000%  | 0.0000% | $30800.00          | $2853.71           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-07-01      | 5.5000%  | 0.0000% | $4000.00           | $59.09             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $71.11             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-05-01      | 4.5000%  | 0.0000% | $3000.00           | $81.84             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-07-01      | 3.5000%  | 0.0000% | $995400.00         | $44994.50          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-11-01      | 3.0000%  | 0.0000% | $15000.00          | $1319.36           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-08-01      | 3.5000%  | 0.0000% | $7000.00           | $798.89            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 3.0000%  | 0.0000% | $5000.00           | $2853.68           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-09-01      | 3.0000%  | 0.0000% | $200000.00         | $62957.64          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-01      | 2.5000%  | 0.0000% | $1873500.00        | $810992.18         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-04-01      | 5.5000%  | 0.0000% | $1000.00           | $588.49            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 6.5000%  | 0.0000% | $7040.00           | $2839.27           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $832.19            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 4.0000%  | 0.0000% | $4000.00           | $3303.32           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-04-01      | 5.0000%  | 0.0000% | $144610.00         | $138460.09         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-11-01      | 4.0000%  | 0.0000% | $2145330.00        | $2086437.65        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $932.63            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2094.80           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $2980.00           | $2052.78           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 5.5000%  | 0.0000% | $19742980.00       | $15292008.51       | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** State Street Navigator Securities Lending Trust

**Date:** 2026-02-06

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Treasurer