# EDGAR Filing Document

**Accession Number:** 0001046292
**File Stem:** 0001193125-25-271553
**Filing Date:** 2025-11
**Character Count:** 666360
**Document Hash:** 0e4c1f9994fd9f8083b32223c7e7f1b6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-271553.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001193125-25-271553

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0001046292

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08361
- **FILM NUMBER:** 251461286

**BUSINESS ADDRESS:**
- **STREET 1:** 71 SOUTH WACKER DRIVE
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

## Series and Classes Contracts Data

### Goldman Sachs Government Money Market Fund (Series ID: S000009354)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000025638 | Service              |  |
| C000133599 | Institutional Shares |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001046292

### General Information

**Report for (YYYY-MM-DD):** 2025-10-31

**Registrant Full Name:** Goldman Sachs Variable Insurance Trust

**CIK Number of Registrant:** 0001046292

**LEI of Registrant:** H39OGLUI7D5CIH8CZ870

**Name of Series:** Goldman Sachs VIT - Government Money Market Fund

**LEI of Series:** 5493002O7C5F22B7X327

**EDGAR Series Identifier:** S000009354

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

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

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

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

### Service Providers
| Role                          | Details                                                 | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Goldman Sachs Asset Management, L.P.                    | 801-37591         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | Goldman Sachs Asset Management, L.P.                    |  |
| Transfer Agent                | Goldman Sachs & Co. LLC<br>CIK: 0000734700              | 084-01100         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-35883

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

- **Is this a Master Fund?:** Yes

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 49 days

- **WAL:** 118 days

- **Total Value of Portfolio Securities:** $3552738430.12

- **Amortized Cost of Portfolio Securities:** $3552125675.90

- **Cash:** $31158388.26

- **Total Other Assets:** $30297487.82

- **Total Liabilities:** $54986361.55

- **Net Assets of Series:** $3558595190.43

- **Number of Shares Outstanding (Series):** 3558104777.9300

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $1591319057.17            | $3165654460.17             | 42.5500%                  | 84.6500%                   |
| 2025-10-02 | $1577481004.87            | $3164816753.77             | 41.8800%                  | 84.0200%                   |
| 2025-10-03 | $1563821803.42            | $3151158590.03             | 41.5800%                  | 83.7800%                   |
| 2025-10-06 | $1533756956.01            | $3166094088.52             | 40.5600%                  | 83.7200%                   |
| 2025-10-07 | $1573515946.70            | $3241353425.12             | 40.8000%                  | 84.0400%                   |
| 2025-10-08 | $1427938854.26            | $3095776678.58             | 38.4700%                  | 83.4100%                   |
| 2025-10-09 | $1472192935.08            | $3108089708.96             | 39.5500%                  | 83.5100%                   |
| 2025-10-10 | $1431853874.60            | $3128752367.35             | 38.2500%                  | 83.5800%                   |
| 2025-10-13 | $1431905659.63            | $3128804725.35             | 38.2500%                  | 83.5700%                   |
| 2025-10-14 | $1313883899.21            | $3008783537.89             | 36.2600%                  | 83.0300%                   |
| 2025-10-15 | $1346120974.40            | $3037864644.61             | 36.8600%                  | 83.1700%                   |
| 2025-10-16 | $1318637677.12            | $3010381574.38             | 36.4000%                  | 83.0900%                   |
| 2025-10-17 | $1283363740.41            | $2993571939.67             | 35.5600%                  | 82.9400%                   |
| 2025-10-20 | $1277402074.02            | $3002433440.55             | 35.4000%                  | 83.2000%                   |
| 2025-10-21 | $1380391601.82            | $3007425513.88             | 38.1800%                  | 83.1700%                   |
| 2025-10-22 | $1308777116.77            | $3019587015.02             | 35.9900%                  | 83.0400%                   |
| 2025-10-23 | $1266702613.14            | $2977515259.72             | 35.2400%                  | 82.8400%                   |
| 2025-10-24 | $1276605831.12            | $2991670722.69             | 35.4200%                  | 83.0000%                   |
| 2025-10-27 | $1312839466.79            | $3035907106.69             | 36.0600%                  | 83.3900%                   |
| 2025-10-28 | $1395900128.32            | $3036970516.56             | 38.3300%                  | 83.4000%                   |
| 2025-10-29 | $1458830985.31            | $3124904121.87             | 39.3000%                  | 84.1700%                   |
| 2025-10-30 | $1393162353.19            | $3054238238.08             | 38.2300%                  | 83.8200%                   |
| 2025-10-31 | $1419900321.63            | $3050955607.30             | 39.2800%                  | 84.4100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.2200%             |
| 2025-10-02 | 4.2300%             |
| 2025-10-03 | 4.2300%             |
| 2025-10-06 | 4.2300%             |
| 2025-10-07 | 4.2300%             |
| 2025-10-08 | 4.2200%             |
| 2025-10-09 | 4.2100%             |
| 2025-10-10 | 4.2100%             |
| 2025-10-13 | 4.1900%             |
| 2025-10-14 | 4.1900%             |
| 2025-10-15 | 4.2000%             |
| 2025-10-16 | 4.2100%             |
| 2025-10-17 | 4.2200%             |
| 2025-10-20 | 4.2500%             |
| 2025-10-21 | 4.2500%             |
| 2025-10-22 | 4.2500%             |
| 2025-10-23 | 4.2400%             |
| 2025-10-24 | 4.2400%             |
| 2025-10-27 | 4.2400%             |
| 2025-10-28 | 4.2400%             |
| 2025-10-29 | 4.2500%             |
| 2025-10-30 | 4.2500%             |
| 2025-10-31 | 4.2300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0004                      |
|  |  |
| 2025-10-02 | 1.0004                      |
|  |  |
| 2025-10-03 | 1.0004                      |
|  |  |
| 2025-10-06 | 1.0004                      |
|  |  |
| 2025-10-07 | 1.0004                      |
|  |  |
| 2025-10-08 | 1.0004                      |
|  |  |
| 2025-10-09 | 1.0004                      |
|  |  |
| 2025-10-10 | 1.0004                      |
|  |  |
| 2025-10-13 | 1.0004                      |
|  |  |
| 2025-10-14 | 1.0004                      |
|  |  |
| 2025-10-15 | 1.0004                      |
|  |  |
| 2025-10-16 | 1.0004                      |
|  |  |
| 2025-10-17 | 1.0004                      |
|  |  |
| 2025-10-20 | 1.0004                      |
|  |  |
| 2025-10-21 | 1.0004                      |
|  |  |
| 2025-10-22 | 1.0004                      |
|  |  |
| 2025-10-23 | 1.0004                      |
|  |  |
| 2025-10-24 | 1.0004                      |
|  |  |
| 2025-10-27 | 1.0004                      |
|  |  |
| 2025-10-28 | 1.0004                      |
|  |  |
| 2025-10-29 | 1.0003                      |
|  |  |
| 2025-10-30 | 1.0003                      |
|  |  |
| 2025-10-31 | 1.0003                      |
|  |  |

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

### Class: Service Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $711584603.65

- **Number of Shares Outstanding:** 711486539.6800

- **Expense Reimbursement/Waiver:** 5730.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0004          |
|  |  |
| 2025-10-02 | 1.0004          |
|  |  |
| 2025-10-03 | 1.0004          |
|  |  |
| 2025-10-06 | 1.0004          |
|  |  |
| 2025-10-07 | 1.0004          |
|  |  |
| 2025-10-08 | 1.0004          |
|  |  |
| 2025-10-09 | 1.0004          |
|  |  |
| 2025-10-10 | 1.0004          |
|  |  |
| 2025-10-13 | 1.0004          |
|  |  |
| 2025-10-14 | 1.0004          |
|  |  |
| 2025-10-15 | 1.0004          |
|  |  |
| 2025-10-16 | 1.0004          |
|  |  |
| 2025-10-17 | 1.0004          |
|  |  |
| 2025-10-20 | 1.0004          |
|  |  |
| 2025-10-21 | 1.0004          |
|  |  |
| 2025-10-22 | 1.0004          |
|  |  |
| 2025-10-23 | 1.0004          |
|  |  |
| 2025-10-24 | 1.0004          |
|  |  |
| 2025-10-27 | 1.0004          |
|  |  |
| 2025-10-28 | 1.0004          |
|  |  |
| 2025-10-29 | 1.0003          |
|  |  |
| 2025-10-30 | 1.0003          |
|  |  |
| 2025-10-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $4699028.21               | $7226.79                |
| 2025-10-02 | $700316.45                | $350581.12              |
| 2025-10-03 | $382592.68                | $1609496.86             |
| 2025-10-06 | $644438.68                | $3178059.45             |
| 2025-10-07 | $3072.25                  | $656194.84              |
| 2025-10-08 | $649175.00                | $417494.35              |
| 2025-10-09 | $1835318.05               | $714138.26              |
| 2025-10-10 | $967987.63                | $280655.92              |
| 2025-10-14 | $1371504.39               | $1102254.26             |
| 2025-10-15 | $1050123.41               | $1061948.00             |
| 2025-10-16 | $1943562.40               | $1369716.60             |
| 2025-10-17 | $565762.20                | $311458.28              |
| 2025-10-20 | $1432268.47               | $909712.29              |
| 2025-10-21 | $22717.38                 | $265686.61              |
| 2025-10-22 | $774364.42                | $727295.59              |
| 2025-10-23 | $1142868.43               | $244779.50              |
| 2025-10-24 | $18059.43                 | $2360990.48             |
| 2025-10-27 | $1350163.53               | $725697.12              |
| 2025-10-28 | $159881.17                | $2277010.02             |
| 2025-10-29 | $1349204.50               | $533276.39              |
| 2025-10-30 | $2163415.08               | $1350345.33             |
| 2025-10-31 | $3531677.81               | $622077.20              |

**Total Gross Subscriptions (Month):** $26757501.57

**Total Gross Redemptions (Month):** $21076095.26

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.7400%           |
| 2025-10-02 | 3.7400%           |
| 2025-10-03 | 3.7400%           |
| 2025-10-06 | 3.7400%           |
| 2025-10-07 | 3.7400%           |
| 2025-10-08 | 3.7300%           |
| 2025-10-09 | 3.7200%           |
| 2025-10-10 | 3.7200%           |
| 2025-10-13 | 3.7100%           |
| 2025-10-14 | 3.7100%           |
| 2025-10-15 | 3.7100%           |
| 2025-10-16 | 3.7300%           |
| 2025-10-17 | 3.7400%           |
| 2025-10-20 | 3.7600%           |
| 2025-10-21 | 3.7600%           |
| 2025-10-22 | 3.7600%           |
| 2025-10-23 | 3.7500%           |
| 2025-10-24 | 3.7500%           |
| 2025-10-27 | 3.7500%           |
| 2025-10-28 | 3.7500%           |
| 2025-10-29 | 3.7600%           |
| 2025-10-30 | 3.7600%           |
| 2025-10-31 | 3.7400%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 44.9400%         | 0.0000%              |
| Insurance company |  | 24.0400%         | 0.0000%              |
| Insurance company |  | 18.6000%         | 0.0000%              |

### Class: Institutional Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $2847010586.78

- **Number of Shares Outstanding:** 2846618238.2500

- **Expense Reimbursement/Waiver:** 23634.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0004          |
|  |  |
| 2025-10-02 | 1.0004          |
|  |  |
| 2025-10-03 | 1.0004          |
|  |  |
| 2025-10-06 | 1.0004          |
|  |  |
| 2025-10-07 | 1.0004          |
|  |  |
| 2025-10-08 | 1.0004          |
|  |  |
| 2025-10-09 | 1.0004          |
|  |  |
| 2025-10-10 | 1.0004          |
|  |  |
| 2025-10-13 | 1.0004          |
|  |  |
| 2025-10-14 | 1.0004          |
|  |  |
| 2025-10-15 | 1.0004          |
|  |  |
| 2025-10-16 | 1.0004          |
|  |  |
| 2025-10-17 | 1.0004          |
|  |  |
| 2025-10-20 | 1.0004          |
|  |  |
| 2025-10-21 | 1.0004          |
|  |  |
| 2025-10-22 | 1.0004          |
|  |  |
| 2025-10-23 | 1.0004          |
|  |  |
| 2025-10-24 | 1.0004          |
|  |  |
| 2025-10-27 | 1.0004          |
|  |  |
| 2025-10-28 | 1.0004          |
|  |  |
| 2025-10-29 | 1.0003          |
|  |  |
| 2025-10-30 | 1.0003          |
|  |  |
| 2025-10-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $12587367.97              | $964635.53              |
| 2025-10-02 | $5968671.11               | $3733381.19             |
| 2025-10-03 | $6682377.97               | $1271215.26             |
| 2025-10-06 | $3342853.81               | $663733.14              |
| 2025-10-07 | $11080463.20              | $6260872.82             |
| 2025-10-08 | $6982.71                  | $35127512.83            |
| 2025-10-09 | $2325606.20               | $565514.82              |
| 2025-10-10 | $2918425.45               | $2626533.93             |
| 2025-10-14 | $10833447.69              | $135194535.32           |
| 2025-10-15 | $25375710.10              | $2836545.31             |
| 2025-10-16 | $8412569.22               | $1870156.46             |
| 2025-10-17 | $1521242.54               | $36995867.63            |
| 2025-10-20 | $184713.84                | $491541.15              |
| 2025-10-21 | $14889.72                 | $1596470.90             |
| 2025-10-22 | $1012054.09               | $1587137.55             |
| 2025-10-23 | $590410.36                | $11322702.36            |
| 2025-10-24 | $1780044.34               | $354192.92              |
| 2025-10-27 | $154405.17                | $220996.66              |
| 2025-10-28 | $11153860.80              | $369630.86              |
| 2025-10-29 | $2406639.20               | $6708233.35             |
| 2025-10-30 | $1004382.22               | $1967210.81             |
| 2025-10-31 | $1457847.21               | $13985171.06            |

**Total Gross Subscriptions (Month):** $110814964.92

**Total Gross Redemptions (Month):** $266713791.86

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.9900%           |
| 2025-10-02 | 3.9900%           |
| 2025-10-03 | 3.9900%           |
| 2025-10-06 | 3.9900%           |
| 2025-10-07 | 3.9900%           |
| 2025-10-08 | 3.9800%           |
| 2025-10-09 | 3.9700%           |
| 2025-10-10 | 3.9700%           |
| 2025-10-13 | 3.9600%           |
| 2025-10-14 | 3.9600%           |
| 2025-10-15 | 3.9600%           |
| 2025-10-16 | 3.9800%           |
| 2025-10-17 | 3.9900%           |
| 2025-10-20 | 4.0100%           |
| 2025-10-21 | 4.0100%           |
| 2025-10-22 | 4.0100%           |
| 2025-10-23 | 4.0000%           |
| 2025-10-24 | 4.0000%           |
| 2025-10-27 | 4.0000%           |
| 2025-10-28 | 4.0000%           |
| 2025-10-29 | 4.0100%           |
| 2025-10-30 | 4.0100%           |
| 2025-10-31 | 3.9900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 9.5200%          | 0.0000%              |
| Insurance company                                   |  | 26.7500%         | 0.0000%              |
| Insurance company                                   |  | 28.1900%         | 0.0000%              |
| Depository institution or other banking institution |  | 20.7600%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.195001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXS74, C.4 - ISIN: US3130AXS746, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $2365116.93
- **C.18.a - Value (excl. sponsor support):** $2365116.93
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.195001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXYH5, C.4 - ISIN: US3130AXYH58, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $3850532.53
- **C.18.a - Value (excl. sponsor support):** $3850532.53
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LS2, C.4 - ISIN: US3130B2LS24, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $4963321.22
- **C.18.a - Value (excl. sponsor support):** $4963321.22
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.150001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B33C5, C.4 - ISIN: US3130B33C52, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $3106180.55
- **C.18.a - Value (excl. sponsor support):** $3106180.55
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.180000%
- **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: N.A.
- **C.18 - Value (incl. sponsor support):** $2972345.97
- **C.18.a - Value (excl. sponsor support):** $2972345.97
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3PZ0, C.4 - ISIN: US3130B3PZ04, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $2505908.89
- **C.18.a - Value (excl. sponsor support):** $2505908.89
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.129999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RD7, C.4 - ISIN: US3130B3RD73, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $585117.61
- **C.18.a - Value (excl. sponsor support):** $585117.61
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.174999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4FQ9, C.4 - ISIN: US3130B4FQ97, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $9427102.30
- **C.18.a - Value (excl. sponsor support):** $9427102.30
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-01-06
- **C.13 - Final Legal Maturity Date:** 2027-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.150001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52T4, C.4 - ISIN: US3130B52T42, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $634974.03
- **C.18.a - Value (excl. sponsor support):** $634974.03
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.070002%
- **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: N.A.
- **C.18 - Value (incl. sponsor support):** $6349876.81
- **C.18.a - Value (excl. sponsor support):** $6349876.81
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.084999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53X4, C.4 - ISIN: US3130B53X45, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $3175573.47
- **C.18.a - Value (excl. sponsor support):** $3175573.47
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.129999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $3224835.91
- **C.18.a - Value (excl. sponsor support):** $3224835.91
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.129999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57B8, C.4 - ISIN: US3130B57B88, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $6564622.58
- **C.18.a - Value (excl. sponsor support):** $6564622.58
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.124999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5D70, C.4 - ISIN: US3130B5D701, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $3879784.35
- **C.18.a - Value (excl. sponsor support):** $3879784.35
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y85, C.4 - ISIN: US3130B5Y855, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $3816114.06
- **C.18.a - Value (excl. sponsor support):** $3816114.06
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.155001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YZ5, C.4 - ISIN: US3130B5YZ50, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $2154893.52
- **C.18.a - Value (excl. sponsor support):** $2154893.52
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6ZG4, C.4 - ISIN: US3130B6ZG44, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $4644690.41
- **C.18.a - Value (excl. sponsor support):** $4644690.41
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QW1, C.4 - ISIN: US313313QW11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2248350.97
- **C.18.a - Value (excl. sponsor support):** $2248350.97
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SK5, C.4 - ISIN: US313313SK54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3430014.93
- **C.18.a - Value (excl. sponsor support):** $3430014.93
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QF6, C.4 - ISIN: US313385QF64, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $2063688.98
- **C.18.a - Value (excl. sponsor support):** $2063688.98
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QP4, C.4 - ISIN: US313385QP47, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $6972977.09
- **C.18.a - Value (excl. sponsor support):** $6972977.09
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QQ2, C.4 - ISIN: US313385QQ20, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $4484640.28
- **C.18.a - Value (excl. sponsor support):** $4484640.28
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QR0, C.4 - ISIN: US313385QR03, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $9600111.70
- **C.18.a - Value (excl. sponsor support):** $9600111.70
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $1775767.59
- **C.18.a - Value (excl. sponsor support):** $1775767.59
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QW9, C.4 - ISIN: US313385QW97, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $2554627.88
- **C.18.a - Value (excl. sponsor support):** $2554627.88
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QZ2, C.4 - ISIN: US313385QZ29, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $8722135.92
- **C.18.a - Value (excl. sponsor support):** $8722135.92
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RD0, C.4 - ISIN: US313385RD08, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $1445785.00
- **C.18.a - Value (excl. sponsor support):** $1445785.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RE8, C.4 - ISIN: US313385RE80, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $4336894.25
- **C.18.a - Value (excl. sponsor support):** $4336894.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $7948646.67
- **C.18.a - Value (excl. sponsor support):** $7948646.67
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $17336055.87
- **C.18.a - Value (excl. sponsor support):** $17336055.87
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $7872776.81
- **C.18.a - Value (excl. sponsor support):** $7872776.81
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $209459.17
- **C.18.a - Value (excl. sponsor support):** $209459.17
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RV0, C.4 - ISIN: US313385RV06, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $8482221.49
- **C.18.a - Value (excl. sponsor support):** $8482221.49
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SA5, C.4 - ISIN: US313385SA59, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $7562608.97
- **C.18.a - Value (excl. sponsor support):** $7562608.97
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SB3, C.4 - ISIN: US313385SB33, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $2254265.48
- **C.18.a - Value (excl. sponsor support):** $2254265.48
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SC1, C.4 - ISIN: US313385SC16, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $40351405.22
- **C.18.a - Value (excl. sponsor support):** $40351405.22
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SJ6, C.4 - ISIN: US313385SJ68, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $7546244.76
- **C.18.a - Value (excl. sponsor support):** $7546244.76
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SK3, C.4 - ISIN: US313385SK32, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $26544730.00
- **C.18.a - Value (excl. sponsor support):** $26544730.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $14460380.25
- **C.18.a - Value (excl. sponsor support):** $14460380.25
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.4 - ISIN: US313385SQ02, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $8504428.05
- **C.18.a - Value (excl. sponsor support):** $8504428.05
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $3965252.85
- **C.18.a - Value (excl. sponsor support):** $3965252.85
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TQ9, C.4 - ISIN: US313385TQ92, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $2792710.89
- **C.18.a - Value (excl. sponsor support):** $2792710.89
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $3490255.74
- **C.18.a - Value (excl. sponsor support):** $3490255.74
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397SA0, C.4 - ISIN: US313397SA06, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $4852046.19
- **C.18.a - Value (excl. sponsor support):** $4852046.19
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397SB8, C.4 - ISIN: US313397SB88, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $596775.65
- **C.18.a - Value (excl. sponsor support):** $596775.65
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397SC6, C.4 - ISIN: US313397SC61, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $11160099.03
- **C.18.a - Value (excl. sponsor support):** $11160099.03
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397SK8, C.4 - ISIN: US313397SK87, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $12806841.75
- **C.18.a - Value (excl. sponsor support):** $12806841.75
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397SL6, C.4 - ISIN: US313397SL60, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $4239770.42
- **C.18.a - Value (excl. sponsor support):** $4239770.42
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.975001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5M3, C.4 - ISIN: US3133EP5M35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1265049.93
- **C.18.a - Value (excl. sponsor support):** $1265049.93
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.145000%
- **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):** $1085376.21
- **C.18.a - Value (excl. sponsor support):** $1085376.21
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.195001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3220387.14
- **C.18.a - Value (excl. sponsor support):** $3220387.14
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2003327.09
- **C.18.a - Value (excl. sponsor support):** $2003327.09
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.124999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1069153.20
- **C.18.a - Value (excl. sponsor support):** $1069153.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.155001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5506119.17
- **C.18.a - Value (excl. sponsor support):** $5506119.17
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.079999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3H2, C.4 - ISIN: US3133ER3H22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2499131.90
- **C.18.a - Value (excl. sponsor support):** $2499131.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.115002%
- **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):** $1803931.09
- **C.18.a - Value (excl. sponsor support):** $1803931.09
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.135000%
- **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):** $4188823.64
- **C.18.a - Value (excl. sponsor support):** $4188823.64
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.129999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1030946.78
- **C.18.a - Value (excl. sponsor support):** $1030946.78
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.124999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5G2, C.4 - ISIN: US3133ER5G21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6248836.00
- **C.18.a - Value (excl. sponsor support):** $6248836.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.110001%
- **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):** $2254690.88
- **C.18.a - Value (excl. sponsor support):** $2254690.88
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.119998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2845830.61
- **C.18.a - Value (excl. sponsor support):** $2845830.61
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERA68, C.4 - ISIN: US3133ERA684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3131262.99
- **C.18.a - Value (excl. sponsor support):** $3131262.99
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.970001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBQ3, C.4 - ISIN: US3133ERBQ30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3817548.88
- **C.18.a - Value (excl. sponsor support):** $3817548.88
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.164998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERC74, C.4 - ISIN: US3133ERC748, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1036536.41
- **C.18.a - Value (excl. sponsor support):** $1036536.41
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.095000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD57, C.4 - ISIN: US3133ERD571, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2754105.75
- **C.18.a - Value (excl. sponsor support):** $2754105.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.965000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDD0, C.4 - ISIN: US3133ERDD09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1607954.19
- **C.18.a - Value (excl. sponsor support):** $1607954.19
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFH9, C.4 - ISIN: US3133ERFH94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1383278.41
- **C.18.a - Value (excl. sponsor support):** $1383278.41
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFN6, C.4 - ISIN: US3133ERFN62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $433941.65
- **C.18.a - Value (excl. sponsor support):** $433941.65
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHB0, C.4 - ISIN: US3133ERHB07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1117836.86
- **C.18.a - Value (excl. sponsor support):** $1117836.86
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.939998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHS3, C.4 - ISIN: US3133ERHS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1604212.06
- **C.18.a - Value (excl. sponsor support):** $1604212.06
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.930001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJT9, C.4 - ISIN: US3133ERJT96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2153772.11
- **C.18.a - Value (excl. sponsor support):** $2153772.11
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.174999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2013099.24
- **C.18.a - Value (excl. sponsor support):** $2013099.24
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.160002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1428500.25
- **C.18.a - Value (excl. sponsor support):** $1428500.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.930001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMN8, C.4 - ISIN: US3133ERMN89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2221381.99
- **C.18.a - Value (excl. sponsor support):** $2221381.99
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.124999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMR9, C.4 - ISIN: US3133ERMR93, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2776496.04
- **C.18.a - Value (excl. sponsor support):** $2776496.04
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMS7, C.4 - ISIN: US3133ERMS76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2888951.55
- **C.18.a - Value (excl. sponsor support):** $2888951.55
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $539409.94
- **C.18.a - Value (excl. sponsor support):** $539409.94
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.174999%
- **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):** $2709220.91
- **C.18.a - Value (excl. sponsor support):** $2709220.91
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1910179.25
- **C.18.a - Value (excl. sponsor support):** $1910179.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.180000%
- **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):** $2047229.83
- **C.18.a - Value (excl. sponsor support):** $2047229.83
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1210814.46
- **C.18.a - Value (excl. sponsor support):** $1210814.46
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.164998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSX0, C.4 - ISIN: US3133ERSX08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1736819.90
- **C.18.a - Value (excl. sponsor support):** $1736819.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.150001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTA9, C.4 - ISIN: US3133ERTA95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1149316.48
- **C.18.a - Value (excl. sponsor support):** $1149316.48
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.164998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTH4, C.4 - ISIN: US3133ERTH49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1700982.14
- **C.18.a - Value (excl. sponsor support):** $1700982.14
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.164998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTW1, C.4 - ISIN: US3133ERTW16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3516057.20
- **C.18.a - Value (excl. sponsor support):** $3516057.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV40, C.4 - ISIN: US3133ERV409, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3327816.58
- **C.18.a - Value (excl. sponsor support):** $3327816.58
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.155001%
- **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):** $426135.65
- **C.18.a - Value (excl. sponsor support):** $426135.65
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.150001%
- **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):** $1261396.75
- **C.18.a - Value (excl. sponsor support):** $1261396.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.150001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYB1, C.4 - ISIN: US3133ERYB14, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1568657.95
- **C.18.a - Value (excl. sponsor support):** $1568657.95
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.169999%
- **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):** $2016156.79
- **C.18.a - Value (excl. sponsor support):** $2016156.79
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.164998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZP9, C.4 - ISIN: US3133ERZP90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4051030.53
- **C.18.a - Value (excl. sponsor support):** $4051030.53
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.129999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZR5, C.4 - ISIN: US3133ERZR56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1650354.26
- **C.18.a - Value (excl. sponsor support):** $1650354.26
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.155001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETER4, C.4 - ISIN: US3133ETER42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15394633.75
- **C.18.a - Value (excl. sponsor support):** $15394633.75
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.375001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFM4, C.4 - ISIN: US3133ETFM46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5283698.55
- **C.18.a - Value (excl. sponsor support):** $5283698.55
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFT9, C.4 - ISIN: US3133ETFT98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7499587.35
- **C.18.a - Value (excl. sponsor support):** $7499587.35
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGQ4, C.4 - ISIN: US3133ETGQ41, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1284950.80
- **C.18.a - Value (excl. sponsor support):** $1284950.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.129999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HABP7, C.4 - ISIN: US3134HABP77, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $5605098.50
- **C.18.a - Value (excl. sponsor support):** $5605098.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.180000%
- **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):** $5346542.25
- **C.18.a - Value (excl. sponsor support):** $5346542.25
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $2351866.93
- **C.18.a - Value (excl. sponsor support):** $2351866.93
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.650001%
- **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):** $17330186.48
- **C.18.a - Value (excl. sponsor support):** $17330186.48
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.180000%
- **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):** $16475277.86
- **C.18.a - Value (excl. sponsor support):** $16475277.86
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.119998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $3959940.12
- **C.18.a - Value (excl. sponsor support):** $3959940.12
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.160002%
- **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):** $1184530.27
- **C.18.a - Value (excl. sponsor support):** $1184530.27
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.174999%
- **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):** $11737159.65
- **C.18.a - Value (excl. sponsor support):** $11737159.65
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.180000%
- **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):** $11284418.59
- **C.18.a - Value (excl. sponsor support):** $11284418.59
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.410415%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1350000.00
- **C.18.a - Value (excl. sponsor support):** $1350000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.410415%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $200000.00
- **C.18.a - Value (excl. sponsor support):** $200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.350001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353M46, C.4 - ISIN: US690353M463, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1085392.22
- **C.18.a - Value (excl. sponsor support):** $1085392.22
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.350001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q67, C.4 - ISIN: US690353Q670, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1548311.99
- **C.18.a - Value (excl. sponsor support):** $1548311.99
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $57713407.03
- **C.18.a - Value (excl. sponsor support):** $57713407.03
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10764658.25
- **C.18.a - Value (excl. sponsor support):** $10764658.25
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $5164010.72
- **C.18.a - Value (excl. sponsor support):** $5164010.72
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $48276738.53
- **C.18.a - Value (excl. sponsor support):** $48276738.53
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $1684478.69
- **C.18.a - Value (excl. sponsor support):** $1684478.69
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $16880868.88
- **C.18.a - Value (excl. sponsor support):** $16880868.88
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $852843.24
- **C.18.a - Value (excl. sponsor support):** $852843.24
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $3253865.92
- **C.18.a - Value (excl. sponsor support):** $3253865.92
- **C.19 - Percentage of Net Assets:** 0.0900%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $42864687.85
- **C.18.a - Value (excl. sponsor support):** $42864687.85
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19442604.65
- **C.18.a - Value (excl. sponsor support):** $19442604.65
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5915902.23
- **C.18.a - Value (excl. sponsor support):** $5915902.23
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $22733838.21
- **C.18.a - Value (excl. sponsor support):** $22733838.21
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $1540675.57
- **C.18.a - Value (excl. sponsor support):** $1540675.57
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $22722800.09
- **C.18.a - Value (excl. sponsor support):** $22722800.09
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $13783039.32
- **C.18.a - Value (excl. sponsor support):** $13783039.32
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $1648418.45
- **C.18.a - Value (excl. sponsor support):** $1648418.45
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19508035.97
- **C.18.a - Value (excl. sponsor support):** $19508035.97
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $8032022.42
- **C.18.a - Value (excl. sponsor support):** $8032022.42
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $18216437.67
- **C.18.a - Value (excl. sponsor support):** $18216437.67
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $36878099.68
- **C.18.a - Value (excl. sponsor support):** $36878099.68
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $4797379.76
- **C.18.a - Value (excl. sponsor support):** $4797379.76
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **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):** $14005610.95
- **C.18.a - Value (excl. sponsor support):** $14005610.95
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $26429749.53
- **C.18.a - Value (excl. sponsor support):** $26429749.53
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.4 - ISIN: US9128282A70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7139703.81
- **C.18.a - Value (excl. sponsor support):** $7139703.81
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 2.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286X3, C.4 - ISIN: US9128286X38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3924022.06
- **C.18.a - Value (excl. sponsor support):** $3924022.06
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $725869.89
- **C.18.a - Value (excl. sponsor support):** $725869.89
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2465330.11
- **C.18.a - Value (excl. sponsor support):** $2465330.11
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1762955.58
- **C.18.a - Value (excl. sponsor support):** $1762955.58
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1594556.07
- **C.18.a - Value (excl. sponsor support):** $1594556.07
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $949083.93
- **C.18.a - Value (excl. sponsor support):** $949083.93
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $27483987.58
- **C.18.a - Value (excl. sponsor support):** $27483987.58
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $26119768.72
- **C.18.a - Value (excl. sponsor support):** $26119768.72
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $21877776.73
- **C.18.a - Value (excl. sponsor support):** $21877776.73
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $33558331.39
- **C.18.a - Value (excl. sponsor support):** $33558331.39
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $52403559.88
- **C.18.a - Value (excl. sponsor support):** $52403559.88
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8521059.59
- **C.18.a - Value (excl. sponsor support):** $8521059.59
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1450039.99
- **C.18.a - Value (excl. sponsor support):** $1450039.99
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6010284.78
- **C.18.a - Value (excl. sponsor support):** $6010284.78
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 148: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10601442.57
- **C.18.a - Value (excl. sponsor support):** $10601442.57
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 149: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.010504%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $86356656.73
- **C.18.a - Value (excl. sponsor support):** $86356656.73
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 150: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1642336.86
- **C.18.a - Value (excl. sponsor support):** $1642336.86
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6670705.41
- **C.18.a - Value (excl. sponsor support):** $6670705.41
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $27694699.35
- **C.18.a - Value (excl. sponsor support):** $27694699.35
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8440199.38
- **C.18.a - Value (excl. sponsor support):** $8440199.38
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14945076.37
- **C.18.a - Value (excl. sponsor support):** $14945076.37
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.947504%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3900.01
- **C.18.a - Value (excl. sponsor support):** $3900.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19108259.43
- **C.18.a - Value (excl. sponsor support):** $19108259.43
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $27347830.03
- **C.18.a - Value (excl. sponsor support):** $27347830.03
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18723302.01
- **C.18.a - Value (excl. sponsor support):** $18723302.01
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1668251.44
- **C.18.a - Value (excl. sponsor support):** $1668251.44
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.970505%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $35529835.65
- **C.18.a - Value (excl. sponsor support):** $35529835.65
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.440827%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $130123125.08
- **C.18.a - Value (excl. sponsor support):** $130123125.08
- **C.19 - Percentage of Net Assets:** 3.6600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.057456%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $36730360.75
- **C.18.a - Value (excl. sponsor support):** $36730360.75
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.960504%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $37508064.59
- **C.18.a - Value (excl. sponsor support):** $37508064.59
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.070002%
- **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: TPR053BE7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: TPR053BE7779162BAN
- **C.18 - Value (incl. sponsor support):** $5999997.00
- **C.18.a - Value (excl. sponsor support):** $5999997.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $1349994.00        | $50853.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $154304.00         | $139540.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $40000.00          | $30575.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $40000.00          | $31101.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 3.0000%  | 0.0000% | $153000.00         | $12490.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-05-20      | 3.5000%  | 0.0000% | $254000.00         | $460.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 4.5000%  | 0.0000% | $200000.00         | $9146.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-20      | 3.0000%  | 0.0000% | $1270000.00        | $9509.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-20      | 7.0000%  | 0.0000% | $105000.00         | $2965.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-20      | 7.0000%  | 0.0000% | $45000.00          | $156.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-20      | 6.5000%  | 0.0000% | $61000.00          | $183.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-20      | 7.0000%  | 0.0000% | $100000.00         | $187.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-20      | 6.5000%  | 0.0000% | $365000.00         | $1027.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-20      | 6.5000%  | 0.0000% | $900000.00         | $1710.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-20      | 7.0000%  | 0.0000% | $125000.00         | $252.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-20      | 6.5000%  | 0.0000% | $3655000.00        | $3681.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-20      | 7.0000%  | 0.0000% | $620388.00         | $31.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-03-20      | 7.0000%  | 0.0000% | $190000.00         | $6.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-20      | 7.0000%  | 0.0000% | $156000.00         | $124.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.0000%  | 0.0000% | $43377.00          | $41220.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $112356.00         | $113645.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 4.0000%  | 0.0000% | $32808.00          | $31131.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-20      | 8.0000%  | 0.0000% | $53185.00          | $52002.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $136140.00         | $137811.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $136301.00         | $138460.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $72225.00          | $71938.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $33199.00          | $32426.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-20      | 7.0000%  | 0.0000% | $43016.00          | $41866.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $74282.00          | $75777.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 6.0000%  | 0.0000% | $85257.00          | $86448.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $36848.00          | $37551.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $126230.00         | $130610.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $26802.00          | $27316.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $76733.00          | $78457.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $7515.00           | $7666.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $46261.00          | $47817.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $47580.00          | $49190.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.5000%  | 0.0000% | $82846.00          | $83936.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $55789.00          | $59562.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $54970.00          | $57158.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $125384.00         | $131364.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 7.0000%  | 0.0000% | $123487.00         | $131049.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $577843.00         | $125166.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-20      | 3.7400%  | 0.0000% | $686489.00         | $46604.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-20      | 3.7400%  | 0.0000% | $258285.00         | $47174.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.7400%  | 0.0000% | $422053.00         | $104222.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 4.0000%  | 0.0000% | $19048.00          | $17495.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 3.5000%  | 0.0000% | $100113.00         | $82919.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.5000%  | 0.0000% | $68847.00          | $47800.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.5000%  | 0.0000% | $75859.00          | $54759.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $312134.00         | $134175.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $211312.00         | $114305.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $68017.00          | $34914.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.5000%  | 0.0000% | $1200000.00        | $100504.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 4.0000%  | 0.0000% | $511239.00         | $64777.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 4.0000%  | 0.0000% | $1011278.00        | $73345.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 4.0000%  | 0.0000% | $1427744.00        | $68019.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.0000%  | 0.0000% | $3060982.00        | $130150.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 3.5000%  | 0.0000% | $170000.00         | $32815.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 8.0000%  | 0.0000% | $254321.00         | $68017.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.5000%  | 0.0000% | $75000.00          | $67182.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $193329.00         | $54035.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.5000%  | 0.0000% | $219678.00         | $95348.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-20      | 4.5000%  | 0.0000% | $1400000.00        | $74558.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-20      | 2.5000%  | 0.0000% | $620000.00         | $19456.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-20      | 2.5000%  | 0.0000% | $295000.00         | $8874.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-20      | 3.0000%  | 0.0000% | $1000000.00        | $21102.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-20      | 2.5000%  | 0.0000% | $240000.00         | $5706.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-20      | 2.5000%  | 0.0000% | $480000.00         | $8278.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 3.7400%  | 0.0000% | $1093641.00        | $138283.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-20      | 3.7400%  | 0.0000% | $998452.00         | $126344.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-07-20      | 3.7400%  | 0.0000% | $326452.00         | $127340.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-20      | 3.7400%  | 0.0000% | $1398476.00        | $52001.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-20      | 3.7400%  | 0.0000% | $917713.00         | $49589.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-20      | 3.7400%  | 0.0000% | $163491.00         | $66630.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.0000%  | 0.0000% | $98781.00          | $67577.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $143000.00         | $101823.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.0000%  | 0.0000% | $17628.00          | $8478.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 2.0000%  | 0.0000% | $152928.00         | $66951.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.5000%  | 0.0000% | $104384.00         | $46495.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 5.0000%  | 0.0000% | $950000.00         | $56728.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 4.0000%  | 0.0000% | $30000.00          | $3620.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 4.5000%  | 0.0000% | $192429.00         | $17128.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 4.5000%  | 0.0000% | $201000.00         | $18110.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 4.5000%  | 0.0000% | $500000.00         | $36671.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-20      | 4.5000%  | 0.0000% | $50000.00          | $3949.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 4.5000%  | 0.0000% | $54000.00          | $5499.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-20      | 4.5000%  | 0.0000% | $600000.00         | $59392.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 4.5000%  | 0.0000% | $25000.00          | $1987.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 4.5000%  | 0.0000% | $80000.00          | $5608.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-20      | 3.5000%  | 0.0000% | $650000.00         | $38511.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-20      | 3.0000%  | 0.0000% | $15000.00          | $869.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 3.5000%  | 0.0000% | $400000.00         | $39278.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $25000.00          | $10760.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-20      | 8.0000%  | 0.0000% | $38767.00          | $26679.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 6.5000%  | 0.0000% | $43418.00          | $20451.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 4.5000%  | 0.0000% | $14000.00          | $12810.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 5.5000%  | 0.0000% | $63086.00          | $51364.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $31000.00          | $15419.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 4.0000%  | 0.0000% | $100000.00         | $82736.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-20      | 8.0000%  | 0.0000% | $29137.00          | $22513.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-20      | 8.0000%  | 0.0000% | $44993.00          | $24784.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-20      | 7.5000%  | 0.0000% | $84699.00          | $17625.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-20      | 7.0000%  | 0.0000% | $63920.00          | $50722.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 4.0000%  | 0.0000% | $40000.00          | $36711.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $8000.00           | $3912.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-20      | 6.5000%  | 0.0000% | $38664.00          | $24797.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 7.0000%  | 0.0000% | $6000.00           | $2282.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-20      | 5.5000%  | 0.0000% | $43396.00          | $25328.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-20      | 6.0000%  | 0.0000% | $77208.00          | $36180.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-20      | 6.5000%  | 0.0000% | $34742.00          | $23053.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-20      | 6.0000%  | 0.0000% | $125541.00         | $84780.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.5000%  | 0.0000% | $30000.00          | $20963.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-20      | 6.5000%  | 0.0000% | $28503.00          | $19177.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.5000%  | 0.0000% | $37000.00          | $26023.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 6.0000%  | 0.0000% | $234661.00         | $127886.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $26000.00          | $19617.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 5.5000%  | 0.0000% | $85000.00          | $55967.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $140000.00         | $109014.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 2.0000%  | 0.0000% | $160000.00         | $102398.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-01-20      | 1.5000%  | 0.0000% | $130000.00         | $73475.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.0000%  | 0.0000% | $183000.00         | $114230.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.0000%  | 0.0000% | $62423.00          | $35237.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.5000%  | 0.0000% | $120000.00         | $61473.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $66000.00          | $32169.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 5.0000%  | 0.0000% | $15650.00          | $10507.00          | Agency Mortgage-Backed Securities |

### Security 165: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 4.050000%
- **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: TPR055BBB, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR055BBB779162HSB
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1265232.00        | $1319176.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.5000%  | 0.0000% | $3083256.00        | $3222575.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 3.5000%  | 0.0000% | $47982.00          | $42731.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-11-01      | 5.0000%  | 0.0000% | $869436.00         | $498733.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.5000%  | 0.0000% | $1805100.00        | $1501526.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.5000%  | 0.0000% | $668000.00         | $384170.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 4.0000%  | 0.0000% | $50000.00          | $35760.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $39000.00          | $30315.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 1.5000%  | 0.0000% | $42757.00          | $25620.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.0000%  | 0.0000% | $10148272.00       | $5150933.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-12-01      | 1.5000%  | 0.0000% | $320000.00         | $96967.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $204409.00         | $105532.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 3.0000%  | 0.0000% | $3000000.00        | $873862.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-12-01      | 4.0000%  | 0.0000% | $5000000.00        | $257909.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-06-01      | 5.5000%  | 0.0000% | $1298000.00        | $43349.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 5.6000%  | 0.0000% | $74853.00          | $29663.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 2.0000%  | 0.0000% | $37000.00          | $27468.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $116232.00         | $86091.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-09-01      | 4.0000%  | 0.0000% | $49000.00          | $30624.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $197000.00         | $115827.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $9496000.00        | $3401610.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $5342784.00        | $3572336.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.5000%  | 0.0000% | $203000.00         | $86795.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $173000.00         | $28600.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 5.0000%  | 0.0000% | $5119016.00        | $3744912.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.0000%  | 0.0000% | $8388250.00        | $2678665.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | 0.0000% | $3918432.00        | $901175.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $225000.00         | $91239.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.5000%  | 0.0000% | $510482.00         | $126363.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $531079.00         | $457826.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-04-01      | 3.5000%  | 0.0000% | $493999.00         | $52655.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-08-01      | 2.5000%  | 0.0000% | $3400000.00        | $195510.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 4.0000%  | 0.0000% | $45782336.00       | $6144091.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-06-01      | 6.5000%  | 0.0000% | $37998274.00       | $65745.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $2354872.00        | $1824496.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $82517.00          | $58149.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | 0.0000% | $3088808.00        | $2239780.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.0000%  | 0.0000% | $1308040.00        | $1113850.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 5.5000%  | 0.0000% | $67000.00          | $54854.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 2.0000%  | 0.0000% | $150000.00         | $82512.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $2032776.00        | $329631.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 6.5000%  | 0.0000% | $1966510.00        | $84282.00          | Agency Mortgage-Backed Securities |

### Security 166: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 4.039999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR055BBD, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR055BBD7791622HS
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $17009858.00       | $12244121.00       | U.S. Treasuries (including strips) |

### Security 167: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR055C27, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54, C.5 - Other ID: TPR055C277791621HS
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $3300.00           | $4331.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $11400.00          | $11339.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $110700.00         | $100919.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $316000.00         | $199628.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $15053900.00       | $18049982.00       | U.S. Treasuries (including strips) |

### Security 168: CITIBANK, NATIONAL ASSOCIATION

- **C.1 - Title:** CITIBANK, NATIONAL ASSOCIATION 4.050000%
- **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: TPR055D1A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: TPR055D1A779162CIT
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $1571547.00        | $1601400.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $6946937.00        | $7079241.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $18656.00          | $19022.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-20      | 4.0000%  | 0.0000% | $1000.00           | $49.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-20      | 5.0000%  | 0.0000% | $1088.00           | $27.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-20      | 6.5000%  | 0.0000% | $2131.00           | $28.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.0000%  | 0.0000% | $1056.00           | $1003.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $1024.00           | $963.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.5000%  | 0.0000% | $1000.00           | $1074.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1057.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $14710.00          | $13321.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1117655.00        | $1077323.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 3.0000%  | 0.0000% | $1000.00           | $212.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $1024.00           | $642.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.0000%  | 0.0000% | $1000.00           | $741.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.5000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1729609.00        | $750606.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 5.5000%  | 0.0000% | $2024.00           | $1648.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $485000.00         | $314614.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.5000%  | 0.0000% | $32881.00          | $25492.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 7.0000%  | 0.0000% | $1000.00           | $376.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $5376.00           | $4186.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $1024.00           | $518.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.0000%  | 0.0000% | $1003.00           | $683.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 2.5000%  | 0.0000% | $1024.00           | $662.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 5.5000%  | 0.0000% | $1000.00           | $583.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.0000%  | 0.0000% | $1024.00           | $519.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.5000%  | 0.0000% | $1008.00           | $449.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $1024.00           | $510.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 5.0000%  | 0.0000% | $2095756.00        | $233221.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 4.0000%  | 0.0000% | $1000.00           | $98.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 5.0000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-10-20      | 3.5000%  | 0.0000% | $1000.00           | $93.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 5.0000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-20      | 3.5000%  | 0.0000% | $787081.00         | $68228.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-20      | 3.5000%  | 0.0000% | $2000.00           | $210.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 3.0000%  | 0.0000% | $1000.00           | $107.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-02-20      | 4.0000%  | 0.0000% | $12284.00          | $1014.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-20      | 5.0000%  | 0.0000% | $1000.00           | $51.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $41389.00          | $41404.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.0000%  | 0.0000% | $1000.00           | $798.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $9983.00           | $7547.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $11152.00          | $11416.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 4.5000%  | 0.0000% | $89993.00          | $15122.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 4.0000%  | 0.0000% | $60000.00          | $7797.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $311745.00         | $312569.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $247968.00         | $249061.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $233133.00         | $234258.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 4.0000%  | 0.0000% | $1309.00           | $109.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $264000.00         | $20894.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 4.0000%  | 0.0000% | $349999.00         | $30231.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 3.5000%  | 0.0000% | $346997.00         | $37134.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-12-01      | 3.5000%  | 0.0000% | $565999.00         | $29873.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 4.0000%  | 0.0000% | $615000.00         | $33880.00          | Agency Mortgage-Backed Securities |

### Security 169: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.039999%
- **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: TPR058A70, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR058A707791624CG
- **C.18 - Value (incl. sponsor support):** $14999988.00
- **C.18.a - Value (excl. sponsor support):** $14999988.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $69537.00          | $68193.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 3.5000%  | 0.0000% | $16317709.00       | $15000000.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $230259.00         | $230443.00         | Agency Mortgage-Backed Securities |

### Security 170: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 3.900000%
- **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: TPR058B46, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR058B467791621BA
- **C.18 - Value (incl. sponsor support):** $15019525.50
- **C.18.a - Value (excl. sponsor support):** $15019525.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-05-01      | 2.5000%  | 0.0000% | $41098326.00       | $15450000.00       | Agency Mortgage-Backed Securities |

### Security 171: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.280000%
- **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: TPR059226, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR0592267791624BA
- **C.18 - Value (incl. sponsor support):** $8000044.00
- **C.18.a - Value (excl. sponsor support):** $8000044.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-05-01      | 2.5000%  | 0.0000% | $21919107.00       | $8240000.00        | Agency Mortgage-Backed Securities |

### Security 172: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.270000%
- **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: TPR0593B1, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR0593B17791623BA
- **C.18 - Value (incl. sponsor support):** $10002122.00
- **C.18.a - Value (excl. sponsor support):** $10002122.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-05-01      | 2.5000%  | 0.0000% | $27398884.00       | $10300000.00       | Agency Mortgage-Backed Securities |

### Security 173: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.240001%
- **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: TPR0593B6, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR0593B67791627RO
- **C.18 - Value (incl. sponsor support):** $40000224.00
- **C.18.a - Value (excl. sponsor support):** $40000224.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $489715.00         | $390236.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $9033687.00        | $8951339.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.5000%  | 0.0000% | $107311496.00      | $30543703.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 7.0000%  | 0.0000% | $22239.00          | $17859.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $38168.00          | $32560.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1357.00           | $1192.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $925120.00         | $715533.00         | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.0341%  | 0.0000% | $147600.00         | $147578.00         | U.S. Treasuries (including strips) |

### Security 174: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.240001%
- **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: TPR059413, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR0594137791626BN
- **C.18 - Value (incl. sponsor support):** $14999982.00
- **C.18.a - Value (excl. sponsor support):** $14999982.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-03-24      | 3.7000%  | 0.0000% | $17000.00          | $14614.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-02-24      | 3.4400%  | 0.0000% | $2000.00           | $1616.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-07-14      | 2.3100%  | 0.0000% | $1000.00           | $820.00            | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-08-12      | 2.2200%  | 0.0000% | $4000.00           | $3225.00           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-01-25      | 1.9000%  | 0.0000% | $4000.00           | $3156.00           | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-13      | 2.1500%  | 0.0000% | $1000.00           | $718.00            | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $358777.00         | $251510.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-01-01      | 3.5000%  | 0.0000% | $1384476.00        | $1218917.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%  | 0.0000% | $14160.00          | $11691.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 4.0000%  | 0.0000% | $211637.00         | $150430.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-12-01      | 2.5000%  | 0.0000% | $14636.00          | $7643.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%  | 0.0000% | $126116.00         | $128123.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 2.5000%  | 0.0000% | $85795.00          | $49107.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%  | 0.0000% | $26001.00          | $13802.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $455.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-02-01      | 3.0000%  | 0.0000% | $13884.00          | $2588.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 4.5000%  | 0.0000% | $159266.00         | $30669.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 4.5000%  | 0.0000% | $75000.00          | $18325.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-11-01      | 4.0000%  | 0.0000% | $1458000.00        | $76570.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $8879.00           | $9193.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $47667.00          | $49797.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $3078.00           | $3200.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $8709.00           | $9123.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.5000%  | 0.0000% | $45285.00          | $46181.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $306910.00         | $311161.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.0000%  | 0.0000% | $327029.00         | $318311.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-10-01      | 4.0000%  | 0.0000% | $1310.00           | $301.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-04-01      | 4.5000%  | 0.0000% | $476702.00         | $39220.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-10-01      | 8.0000%  | 0.0000% | $2528.00           | $1.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $925.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 5.5000%  | 0.0000% | $114434.00         | $98191.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.0000%  | 0.0000% | $844209.00         | $805362.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.0000%  | 0.0000% | $1001.00           | $814.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 2.5000%  | 0.0000% | $80916.00          | $57024.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.5000%  | 0.0000% | $15312.00          | $9580.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $7616.00           | $6891.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 4.5000%  | 0.0000% | $1123.00           | $967.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $22428.00          | $18375.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 5.0000%  | 0.0000% | $2066190.00        | $1834741.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 5.5000%  | 0.0000% | $2327.00           | $1749.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.0000%  | 0.0000% | $3387.00           | $2190.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $110050.00         | $73372.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.5000%  | 0.0000% | $1506.00           | $974.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%  | 0.0000% | $16780.00          | $13186.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-08-01      | 4.5000%  | 0.0000% | $134460.00         | $26492.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-09-01      | 7.0000%  | 0.0000% | $2693.00           | $1.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $221.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-09-01      | 5.0000%  | 0.0000% | $2533.00           | $560.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-04-01      | 4.0000%  | 0.0000% | $5641.00           | $1887.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-05-01      | 4.5000%  | 0.0000% | $2014.00           | $218.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-03-01      | 4.5000%  | 0.0000% | $1973.00           | $541.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-04-01      | 4.0000%  | 0.0000% | $1000.00           | $126.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-09-01      | 5.5000%  | 0.0000% | $139575.00         | $449.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-06-01      | 4.5000%  | 0.0000% | $4149.00           | $256.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-11-01      | 6.5000%  | 0.0000% | $1718.00           | $1.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-10-01      | 4.0000%  | 0.0000% | $354003.00         | $25578.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-01-01      | 7.0000%  | 0.0000% | $16572.00          | $197.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-07-01      | 6.5000%  | 0.0000% | $1433.00           | $1.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-05-01      | 6.5000%  | 0.0000% | $8802.00           | $0.00              | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-10-15      | 4.5000%  | 0.0000% | $10260.00          | $2826.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-03-20      | 7.0000%  | 0.0000% | $1580436.00        | $204576.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-06-20      | 4.0000%  | 0.0000% | $1997748.00        | $109317.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-02-20      | 4.0000%  | 0.0000% | $1646.00           | $84.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-11-15      | 6.5000%  | 0.0000% | $3168.00           | $10.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-09-15      | 5.0000%  | 0.0000% | $1001.00           | $39.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-10-15      | 5.0000%  | 0.0000% | $1047.00           | $17.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-01-20      | 4.0000%  | 0.0000% | $4244.00           | $228.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-08-15      | 5.5000%  | 0.0000% | $25000.00          | $654.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $37755.00          | $39147.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $10000.00          | $10180.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $1024.00           | $1034.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.0000%  | 0.0000% | $214225.00         | $213013.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $1032.00           | $1032.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.0000%  | 0.0000% | $22448.00          | $22247.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.0000%  | 0.0000% | $6924.00           | $6852.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 5.0000%  | 0.0000% | $38115.00          | $37243.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 5.5000%  | 0.0000% | $305661.00         | $287409.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 5.5000%  | 0.0000% | $26005.00          | $24675.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 7.5000%  | 0.0000% | $2024.00           | $2185.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1024.00           | $1041.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1075.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.0000%  | 0.0000% | $23620.00          | $25048.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1061.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.5000%  | 0.0000% | $35637.00          | $38309.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.5000%  | 0.0000% | $21312.00          | $22904.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 6.0000%  | 0.0000% | $16795.00          | $17191.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 6.0000%  | 0.0000% | $9902.00           | $10264.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.0000%  | 0.0000% | $5449.00           | $5349.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.0000%  | 0.0000% | $25530.00          | $24999.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.5000%  | 0.0000% | $1008.00           | $961.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.5000%  | 0.0000% | $1080.00           | $974.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-15      | 7.0000%  | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $928.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 4.5000%  | 0.0000% | $13000.00          | $12240.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 5.5000%  | 0.0000% | $29856.00          | $24518.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-03-20      | 6.0000%  | 0.0000% | $3835.00           | $2151.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-03-20      | 5.5000%  | 0.0000% | $58903.00          | $42661.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-12-20      | 5.0000%  | 0.0000% | $1005.00           | $782.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-11-20      | 5.0000%  | 0.0000% | $100190.00         | $77918.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 5.0000%  | 0.0000% | $7093.00           | $5352.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 4.0000%  | 0.0000% | $8211.00           | $6239.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 5.5000%  | 0.0000% | $1216.00           | $944.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-06-20      | 3.0000%  | 0.0000% | $133770.00         | $33915.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-11-20      | 4.0000%  | 0.0000% | $1284.00           | $119.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-03-20      | 3.5000%  | 0.0000% | $5991.00           | $715.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-08-20      | 4.0000%  | 0.0000% | $14565359.00       | $1449559.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 7.0000%  | 0.0000% | $1008.00           | $1024.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $23691.00          | $21735.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $6130.00           | $6215.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.5000%  | 0.0000% | $1359517.00        | $1374826.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $2005.00           | $2002.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%  | 0.0000% | $4204.00           | $4214.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $979952.00         | $968330.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $958.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $1368.00           | $1368.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $999.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.0000%  | 0.0000% | $3099.00           | $3110.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.5000%  | 0.0000% | $3344.00           | $3389.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1047.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $2533165.00        | $2559671.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $7777.00           | $7138.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $29822.00          | $29943.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $1001.00           | $843.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $23784.00          | $20362.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.0000%  | 0.0000% | $3320.00           | $3288.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $915.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 4.5000%  | 0.0000% | $198064.00         | $9062.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.0000%  | 0.0000% | $16011.00          | $11929.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $51774.00          | $38775.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $10548.00          | $8860.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 4.5000%  | 0.0000% | $8292.00           | $6785.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.0000%  | 0.0000% | $13144.00          | $10169.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.5000%  | 0.0000% | $32285.00          | $4452.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $39000.00          | $24237.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-12-01      | 4.0000%  | 0.0000% | $235005.00         | $24768.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-07-01      | 3.0000%  | 0.0000% | $1001.00           | $77.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-12-01      | 5.0000%  | 0.0000% | $3080.00           | $79.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $5700.00           | $5544.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.5000%  | 0.0000% | $237653.00         | $176262.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 3.5000%  | 0.0000% | $53044.00          | $27332.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%  | 0.0000% | $794033.00         | $391784.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 4.5000%  | 0.0000% | $548522.00         | $141125.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $886.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 5.0000%  | 0.0000% | $21765.00          | $20606.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.0000%  | 0.0000% | $1024.00           | $852.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.5000%  | 0.0000% | $50300.00          | $41284.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $2448.00           | $1857.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-06-01      | 3.0000%  | 0.0000% | $14000.00          | $9835.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $2400.00           | $1581.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $155.00            | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-02-15      | 1.5000%  | 0.0000% | $1053600.00        | $934319.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-08-15      | 0.0000%  | 0.0000% | $10700.00          | $3138.00           | U.S. Treasuries (including strips)  |

### Security 175: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.350000%
- **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: TPR059474, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR0594747791625BA
- **C.18 - Value (incl. sponsor support):** $5000255.50
- **C.18.a - Value (excl. sponsor support):** $5000255.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-05-01      | 2.5000%  | 0.0000% | $13699442.00       | $5150000.00        | Agency Mortgage-Backed Securities |

### Security 176: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.270000%
- **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: TPR059476, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR0594767791628RO
- **C.18 - Value (incl. sponsor support):** $8000302.40
- **C.18.a - Value (excl. sponsor support):** $8000302.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $150197.00         | $119686.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $19542312.00       | $3986925.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $20053248.00       | $2680627.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1774858.00        | $1372762.00        | Agency Mortgage-Backed Securities |

### Security 177: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.380000%
- **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: TPR0598C6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0598C6779162MCG
- **C.18 - Value (incl. sponsor support):** $7001096.20
- **C.18.a - Value (excl. sponsor support):** $7001096.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $748628.00         | $767118.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $2449.00           | $2402.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 3.5000%  | 0.0000% | $6795756.00        | $6246976.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $122392.00         | $122490.00         | Agency Mortgage-Backed Securities |

### Security 178: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.280000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR0598C7, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR0598C77791629BN
- **C.18 - Value (incl. sponsor support):** $5000783.00
- **C.18.a - Value (excl. sponsor support):** $5000783.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 4.0971%  | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $300.00            | $305.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $1400.00           | $1430.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $38800.00          | $39291.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $1000.00           | $1054.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $6900.00           | $6542.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $87.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $400.00            | $531.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $23100.00          | $22710.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $3826100.00        | $3863250.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $100.00            | $108.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 0.0000%  | 0.0000% | $3000.00           | $773.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 0.0000%  | 0.0000% | $12400.00          | $3469.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-04      | 0.0000%  | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $367396.00         | $151264.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 0.0000%  | 0.0000% | $10.00             | $5.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $15756.00          | $7791.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $301.00            | $169.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $1391016.00        | $826417.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $99.00             | $89.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 0.0000%  | 0.0000% | $38.00             | $27.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $900.00            | $918.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $1600.00           | $1626.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $163200.00         | $171541.00         | U.S. Treasuries (including strips) |

### Security 179: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.299998%
- **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: TPR0598C8, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR0598C87791621BN
- **C.18 - Value (incl. sponsor support):** $10001566.00
- **C.18.a - Value (excl. sponsor support):** $10001566.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.5000%  | 0.0000% | $12011.00          | $9723.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $14000.00          | $10953.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $184.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $274.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.5000%  | 0.0000% | $16029.00          | $13907.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 4.5000%  | 0.0000% | $5475.00           | $4601.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 2.5000%  | 0.0000% | $353277.00         | $257939.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $10406.00          | $6710.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $10000.00          | $5891.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $345.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $1023.00           | $926.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $10000.00          | $8350.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $888.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $32112.00          | $26635.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.5000%  | 0.0000% | $10911.00          | $8248.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $788.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.0000%  | 0.0000% | $25626.00          | $16573.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 4.0000%  | 0.0000% | $1001.00           | $111.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.5000%  | 0.0000% | $1001.00           | $221.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-05-01      | 5.0000%  | 0.0000% | $1264.00           | $244.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-10-01      | 3.0000%  | 0.0000% | $11134.00          | $1041.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $274.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-10-01      | 5.5000%  | 0.0000% | $1000.00           | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 4.5000%  | 0.0000% | $1978.00           | $122.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 7.0000%  | 0.0000% | $7875.00           | $94.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $248078.00         | $257146.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1024.00           | $608.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $1050.00           | $760.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 4.5000%  | 0.0000% | $109667.00         | $87724.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $2048.00           | $1590.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-20      | 3.5000%  | 0.0000% | $5273.00           | $629.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $2999.00           | $3099.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 7.0000%  | 0.0000% | $32257.00          | $32780.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $222568.00         | $202617.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $204927.00         | $207235.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $970880.00         | $959365.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $864.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 4.0000%  | 0.0000% | $1000.00           | $931.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1047.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $9176.00           | $9351.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 4.5000%  | 0.0000% | $2042814.00        | $1989606.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $46308.00          | $40567.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $624530.00         | $596182.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $190691.00         | $192745.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $2667464.00        | $2696382.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $842.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $380696.00         | $348507.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1004.00           | $1025.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.5000%  | 0.0000% | $2024.00           | $1981.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $247928.00         | $212140.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $840.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $9847.00           | $7790.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $2966.00           | $2014.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $881.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $138.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 3.5000%  | 0.0000% | $78994.00          | $5753.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 3.0000%  | 0.0000% | $26766.00          | $3694.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 3.0000%  | 0.0000% | $1057.00           | $82.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-03-01      | 5.0000%  | 0.0000% | $1874133.00        | $145414.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 6.5000%  | 0.0000% | $761247.00         | $16270.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 6.5000%  | 0.0000% | $425959.00         | $6956.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $518725.00         | $421673.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $697.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $658.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $26000.00          | $18916.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $1630000.00        | $1032495.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $682.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $4780.00           | $2558.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 4.0000%  | 0.0000% | $26000.00          | $6363.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $1028.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $26340.00          | $24655.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $1001.00           | $811.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $10112.00          | $6759.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $5000.00           | $4529.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $21213.00          | $18187.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $20387.00          | $15902.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $7001.00           | $5310.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $71282.00          | $50588.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $7992.00           | $5593.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 4.0000%  | 0.0000% | $1001.00           | $289.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.5000%  | 0.0000% | $15901.00          | $13267.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $898.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $45000.00          | $29079.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $445.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $46067.00          | $12659.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.0000%  | 0.0000% | $1000.00           | $238.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-05-01      | 5.5000%  | 0.0000% | $27788.00          | $7460.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $79576.00          | $22814.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $4991.00           | $4428.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $16468.00          | $16810.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $98279.00          | $102328.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 7.0000%  | 0.0000% | $2807.00           | $2946.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 3.4700%  | 0.0000% | $2000.00           | $1157.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 5.0000%  | 0.0000% | $109995.00         | $6970.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-04-01      | 4.5000%  | 0.0000% | $2646472.00        | $2991.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 6.5000%  | 0.0000% | $3754427.00        | $35945.00          | Agency Mortgage-Backed Securities |

### Security 180: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.299998%
- **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: TPR05991F, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR05991F779162ROY
- **C.18 - Value (incl. sponsor support):** $34999951.00
- **C.18.a - Value (excl. sponsor support):** $34999951.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $37058767.00       | $10547910.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $95138.00          | $81159.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $3047667.00        | $2677315.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $16511319.00       | $13157264.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $11414549.00       | $9236353.00        | Agency Mortgage-Backed Securities |

### Security 181: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059CC0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR059CC07791628BN
- **C.18 - Value (incl. sponsor support):** $10999985.70
- **C.18.a - Value (excl. sponsor support):** $10999985.70
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $92.00             | $33.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $528226.00         | $272745.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $349230.00         | $204655.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $14500.00          | $14199.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $690200.00         | $893387.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $200.00            | $173.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $3200.00           | $3306.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $2683400.00        | $2709455.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 0.0000%  | 0.0000% | $170300.00         | $47004.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $400.00            | $151.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $437076.00         | $259671.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $53802.00          | $32396.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $2992260.00        | $2544291.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $1800.00           | $1838.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $500.00            | $510.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $106.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $62000.00          | $63441.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $1000.00           | $1051.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $1000.00           | $1061.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 4.0971%  | 0.0000% | $4133100.00        | $4133480.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $36000.00          | $36456.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $200.00            | $196.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |

### Security 182: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.039999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059CC2, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR059CC27791624CR
- **C.18 - Value (incl. sponsor support):** $20009156.00
- **C.18.a - Value (excl. sponsor support):** $20009156.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $2849500.00        | $2999681.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $4000.00           | $4162.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $3008100.00        | $2999782.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $2943500.00        | $2999933.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $5800.00           | $4131.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $4199900.00        | $2991233.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $2500.00           | $1619.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $35000.00          | $11746.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $1777172.00        | $760189.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $4048111.00        | $2631320.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $1960200.00        | $1996188.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $2939900.00        | $2999812.00        | U.S. Treasuries (including strips) |

### Security 183: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.039999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059CC5, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR059CC57791625CR
- **C.18 - Value (incl. sponsor support):** $20009156.00
- **C.18.a - Value (excl. sponsor support):** $20009156.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $2941200.00        | $2999353.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $2849500.00        | $2999681.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $3008100.00        | $2999782.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $1629300.00        | $1704852.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $2943500.00        | $2999933.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $314400.00         | $321798.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $3051800.00        | $2988946.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $3300.00           | $3879.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $519700.00         | $370138.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $66.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $34800.00          | $11679.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $2939900.00        | $2999812.00        | U.S. Treasuries (including strips) |

### Security 184: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.310000%
- **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: TPR059E0B, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR059E0B779162KCG
- **C.18 - Value (incl. sponsor support):** $7003472.70
- **C.18.a - Value (excl. sponsor support):** $7003472.70
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1135454.00        | $1155383.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $4650.00           | $4734.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $236621.00         | $241476.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $2588048.00        | $2691901.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1476634.00        | $1542318.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1471428.00        | $1503152.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities |

### Security 185: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.240001%
- **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: TPR059E12, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR059E127791626RO
- **C.18 - Value (incl. sponsor support):** $14999985.00
- **C.18.a - Value (excl. sponsor support):** $14999985.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 5.0000%  | 0.0000% | $335006.00         | $266954.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-10-01      | 5.0000%  | 0.0000% | $18543248.00       | $15004710.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 7.0000%  | 0.0000% | $35287.00          | $28337.00          | Agency Mortgage-Backed Securities |

### Security 186: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.240001%
- **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: TPR059E14, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR059E147791624RO
- **C.18 - Value (incl. sponsor support):** $9999990.00
- **C.18.a - Value (excl. sponsor support):** $9999990.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 5.0000%  | 0.0000% | $12800189.00       | $10200000.00       | Agency Mortgage-Backed Securities |

### Security 187: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.230000%
- **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: TPR059E66, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR059E667791623RO
- **C.18 - Value (incl. sponsor support):** $14999985.00
- **C.18.a - Value (excl. sponsor support):** $14999985.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 5.0000%  | 0.0000% | $335006.00         | $266954.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-10-01      | 5.0000%  | 0.0000% | $18543248.00       | $15004710.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 7.0000%  | 0.0000% | $35287.00          | $28337.00          | Agency Mortgage-Backed Securities |

### Security 188: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 4.039999%
- **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: TPR059E6F, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: TPR059E6F7791623WE
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 2.3900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $82351300.00       | $86700051.00       | U.S. Treasuries (including strips) |

### Security 189: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.240001%
- **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: TPR059ED3, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR059ED37791625RO
- **C.18 - Value (incl. sponsor support):** $9999988.00
- **C.18.a - Value (excl. sponsor support):** $9999988.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $173731.00         | $138440.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $13008695.00       | $10061560.00       | Agency Mortgage-Backed Securities |

### Security 190: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.110001%
- **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: TPR05A01B, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR05A01B7791621RO
- **C.18 - Value (incl. sponsor support):** $14999994.00
- **C.18.a - Value (excl. sponsor support):** $14999994.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $384382.00         | $306300.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $868035.00         | $702391.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 7.0000%  | 0.0000% | $22828.00          | $18332.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.5000%  | 0.0000% | $19125684.00       | $14272978.00       | Agency Mortgage-Backed Securities |

### Security 191: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 4.039999%
- **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: TPR05A146, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: TPR05A1467791621WE
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $37352800.00       | $35700055.00       | U.S. Treasuries (including strips) |

### Security 192: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.260000%
- **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: TPR05A1FC, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR05A1FC7791622BA
- **C.18 - Value (incl. sponsor support):** $5001964.00
- **C.18.a - Value (excl. sponsor support):** $5001964.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-05-01      | 2.5000%  | 0.0000% | $13699442.00       | $5150000.00        | Agency Mortgage-Backed Securities |

### Security 193: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 4.039999%
- **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: TPR05A1FE, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: TPR05A1FE7791622WE
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $37352800.00       | $35700055.00       | U.S. Treasuries (including strips) |

### Security 194: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.039999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A25C, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05A25C7791628CR
- **C.18 - Value (incl. sponsor support):** $53036209.60
- **C.18.a - Value (excl. sponsor support):** $53036209.60
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 0.0000%  | 0.0000% | $18706192.00       | $7898222.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $7790500.00        | $7949261.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $13300.00          | $13563.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $7850100.00        | $7949969.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $7971500.00        | $7949457.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $6240600.00        | $6360245.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $7870400.00        | $7940223.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $7829100.00        | $7947853.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $19200.00          | $21057.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $400.00            | $429.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $25200.00          | $29624.00          | U.S. Treasuries (including strips) |

### Security 195: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.039999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A25D, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05A25D7791627CR
- **C.18 - Value (incl. sponsor support):** $27018446.40
- **C.18.a - Value (excl. sponsor support):** $27018446.40
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $27867.00          | $18114.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $3968900.00        | $4049781.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $22000.00          | $22498.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $4061000.00        | $4049770.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $3973700.00        | $4049884.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $4058200.00        | $4048688.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $3835200.00        | $4046062.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $200.00            | $225.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $200.00            | $245.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $2447500.00        | $3212106.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $28100.00          | $17922.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $15840500.00       | $4009880.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $44300.00          | $14867.00          | U.S. Treasuries (including strips) |

### Security 196: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.060001%
- **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: TPR05A2B4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR05A2B47791622JP
- **C.18 - Value (incl. sponsor support):** $14999988.00
- **C.18.a - Value (excl. sponsor support):** $14999988.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $14675900.00       | $15359104.00       | U.S. Treasuries (including strips) |

### Security 197: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.370000%
- **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: TPR05A327, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A327779162LCG
- **C.18 - Value (incl. sponsor support):** $5000122.00
- **C.18.a - Value (excl. sponsor support):** $5000122.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $4925363.00        | $4999038.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $97829.00          | $98039.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 4.5000%  | 0.0000% | $1963.00           | $1922.00           | Agency Mortgage-Backed Securities |

### Security 198: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** WELLS FARGO SECURITIES, LLC 4.370000%
- **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: TPR05A32F, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR05A32F779162WEL
- **C.18 - Value (incl. sponsor support):** $4000097.60
- **C.18.a - Value (excl. sponsor support):** $4000097.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 5.5000%  | 0.0000% | $3046410.00        | $2362760.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 4.5000%  | 0.0000% | $2021855.00        | $1757240.00        | Agency Mortgage-Backed Securities |

### Security 199: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.039999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A335, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A3357791622CG
- **C.18 - Value (incl. sponsor support):** $12009116.40
- **C.18.a - Value (excl. sponsor support):** $12009116.40
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $11398100.00       | $12000003.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $221800.00         | $235277.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $4400.00           | $4552.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $105.00            | U.S. Treasuries (including strips) |

### Security 200: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.050000%
- **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: TPR05A336, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A3367791629CG
- **C.18 - Value (incl. sponsor support):** $16012155.20
- **C.18.a - Value (excl. sponsor support):** $16012155.20
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $15613505.00       | $15999143.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $1000.00           | $981.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 3.5000%  | 0.0000% | $341285.00         | $313725.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $6147.00           | $6152.00           | Agency Mortgage-Backed Securities |

### Security 201: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.079999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A33E, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05A33E7791625BN
- **C.18 - Value (incl. sponsor support):** $54999928.50
- **C.18.a - Value (excl. sponsor support):** $54999928.50
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $14.00             | $12.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $54716000.00       | $55786178.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $1000.00           | $1033.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $1000.00           | $1046.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $200.00            | $199.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $312000.00         | $310007.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $300.00            | $216.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $1000.00           | $1038.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $200.00            | $76.00             | U.S. Treasuries (including strips) |

### Security 202: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.079999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A3A1, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05A3A17791623BN
- **C.18 - Value (incl. sponsor support):** $39999948.00
- **C.18.a - Value (excl. sponsor support):** $39999948.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $1053400.00        | $1074449.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $400.00            | $421.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $200.00            | $212.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $1000.00           | $1051.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $1265600.00        | $1282188.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $993900.00         | $1072960.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $36000.00          | $36227.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $961800.00         | $971125.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $300.00            | $291.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $300.00            | $293.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $4999700.00        | $4953320.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $127.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $13048200.00       | $16889445.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $1000.00           | $1023.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $89.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $200.00            | $169.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $900.00            | $647.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $1000.00           | $584.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $803900.00         | $639159.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $108.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $200.00            | $297.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $200.00            | $76.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-25      | 0.0000%  | 0.0000% | $900.00            | $898.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $140.00            | $69.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $1132.00           | $637.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $4226212.00        | $3668918.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $2000.00           | $1995.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $9991600.00        | $10202694.00       | U.S. Treasuries (including strips) |

### Security 203: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.079999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A453, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05A4537791622BN
- **C.18 - Value (incl. sponsor support):** $29999961.00
- **C.18.a - Value (excl. sponsor support):** $29999961.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $19209957.00       | $12331851.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $100.00            | $71.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $227100.00         | $177131.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $1900.00           | $1940.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $12840000.00       | $12983475.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $156000.00         | $161403.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $1178200.00        | $1238415.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 4.0971%  | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $300.00            | $284.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $200.00            | $196.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $116.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $12500.00          | $14972.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $600.00            | $622.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $107300.00         | $105488.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.0000%  | 0.0000% | $12486400.00       | $3583534.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $400.00            | $205.00            | U.S. Treasuries (including strips) |

### Security 204: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.079999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A4B8, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05A4B87791624BN
- **C.18 - Value (incl. sponsor support):** $40034664.00
- **C.18.a - Value (excl. sponsor support):** $40034664.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $37501000.00       | $37770632.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $1000.00           | $1011.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $400.00            | $424.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $67400.00          | $69607.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $8700.00           | $8822.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $2896400.00        | $2823315.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $107.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $88.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $700.00            | $838.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $400.00            | $395.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $72.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $82.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $92000.00          | $97713.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $100.00            | $26.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 0.0000%  | 0.0000% | $700.00            | $196.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $23.00             | $20.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $6.00              | $4.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $36213.00          | $25104.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $62.00             | $48.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $1300.00           | $1327.00           | U.S. Treasuries (including strips) |

### Security 205: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.050000%
- **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: TPR05A57A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A57A779162BCG
- **C.18 - Value (incl. sponsor support):** $34999951.00
- **C.18.a - Value (excl. sponsor support):** $34999951.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $5298768.00        | $5378029.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $13088290.00       | $13284069.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $259914.00         | $260472.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $17101762.00       | $16771322.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 4.5000%  | 0.0000% | $5216.00           | $5108.00           | Agency Mortgage-Backed Securities |

### Security 206: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A57C, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05A57C7791622BO
- **C.18 - Value (incl. sponsor support):** $24999965.00
- **C.18.a - Value (excl. sponsor support):** $24999965.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-15      | 5.6250%  | 0.0000% | $2000.00           | $2248.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-09-23      | 4.1000%  | 0.0000% | $25000.00          | $25073.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-30      | 0.8700%  | 0.0000% | $3260000.00        | $3195608.00        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.0000%  | 0.0000% | $11263240.00       | $11573833.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $3399704.00        | $3562504.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $840898.00         | $880477.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $2386691.00        | $2500989.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.0000%  | 0.0000% | $1615940.00        | $1651961.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 7.5000%  | 0.0000% | $2120664.00        | $2192417.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-11-20      | 2.5000%  | 0.0000% | $215999.00         | $133291.00         | Agency Mortgage-Backed Securities   |

### Security 207: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.039999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A6AB, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A6AB7791626CG
- **C.18 - Value (incl. sponsor support):** $34999954.50
- **C.18.a - Value (excl. sponsor support):** $34999954.50
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $8647800.00        | $8835224.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $3400.00           | $3443.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $100.00            | $105.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $23723700.00       | $26683408.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $148600.00         | $173063.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $7000.00           | $4822.00           | U.S. Treasuries (including strips) |

### Security 208: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.050000%
- **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: TPR05A6AC, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A6AC779162DCG
- **C.18 - Value (incl. sponsor support):** $49999935.00
- **C.18.a - Value (excl. sponsor support):** $49999935.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 4.5000%  | 0.0000% | $19630.00          | $19223.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $49262500.00       | $49999385.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $978292.00         | $980392.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities |

### Security 209: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.050000%
- **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: TPR05A70C, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A70C779162CCG
- **C.18 - Value (incl. sponsor support):** $34999968.50
- **C.18.a - Value (excl. sponsor support):** $34999968.50
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $34155677.00       | $34999288.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $1000.00           | $981.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 3.5000%  | 0.0000% | $746562.00         | $686275.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $13446.00          | $13457.00          | Agency Mortgage-Backed Securities |

### Security 210: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.050000%
- **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: TPR05A892, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A8927791628CG
- **C.18 - Value (incl. sponsor support):** $10010198.00
- **C.18.a - Value (excl. sponsor support):** $10010198.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $9758082.00        | $9999097.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $1000.00           | $981.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 3.5000%  | 0.0000% | $213303.00         | $196078.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $3842.00           | $3845.00           | Agency Mortgage-Backed Securities |

### Security 211: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.079999%
- **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: TPR05A898, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05A8987791621BO
- **C.18 - Value (incl. sponsor support):** $19999992.00
- **C.18.a - Value (excl. sponsor support):** $19999992.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $19930900.00       | $20600000.00       | Agency Mortgage-Backed Securities |

### Security 212: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.150001%
- **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: TPR05A95E, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05A95E779162BOF
- **C.18 - Value (incl. sponsor support):** $3999999.20
- **C.18.a - Value (excl. sponsor support):** $3999999.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks              | 2033-12-09      | 4.8750%  | 0.0000% | $485000.00         | $515462.00         | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-20      | 6.0000%  | 0.0000% | $16509987.00       | $234971.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $273168.00         | $283330.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1432768.00        | $1521179.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1461983.00        | $1511063.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 2.5000%  | 0.0000% | $187751.00         | $48941.00          | Agency Mortgage-Backed Securities   |

### Security 213: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.270000%
- **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: TPR05ABCC, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05ABCC779162ICG
- **C.18 - Value (incl. sponsor support):** $8002007.20
- **C.18.a - Value (excl. sponsor support):** $8002007.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 5.0000%  | 0.0000% | $1324739.00        | $1330885.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 6.0000%  | 0.0000% | $2625424.00        | $2701979.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 6.0000%  | 0.0000% | $51164.00          | $53000.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 5.5000%  | 0.0000% | $1021.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 6.0000%  | 0.0000% | $1083012.00        | $1113865.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 5.0000%  | 0.0000% | $1258785.00        | $1262989.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 5.0000%  | 0.0000% | $1688023.00        | $1695229.00        | Agency Mortgage-Backed Securities |

### Security 214: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.220000%
- **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: TPR05ABCD, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05ABCD779162GCG
- **C.18 - Value (incl. sponsor support):** $8003728.00
- **C.18.a - Value (excl. sponsor support):** $8003728.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1014192.00        | $1034998.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | 0.0000% | $3561821.00        | $3494716.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1003325.00        | $1039725.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $164563.00         | $169251.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $3308.00           | $3319.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $3029172.00        | $2416987.00        | Agency Mortgage-Backed Securities |

### Security 215: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.180000%
- **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: TPR05ABCE, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05ABCE779162FCG
- **C.18 - Value (incl. sponsor support):** $8006387.20
- **C.18.a - Value (excl. sponsor support):** $8006387.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $3995300.00        | $4067876.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1476146.00        | $1506431.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | 0.0000% | $50660.00          | $49706.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $2446221.00        | $2534967.00        | Agency Mortgage-Backed Securities |

### Security 216: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.250002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05ABD0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05ABD07791627BN
- **C.18 - Value (incl. sponsor support):** $14999988.00
- **C.18.a - Value (excl. sponsor support):** $14999988.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $2168900.00        | $2214723.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $6418000.00        | $6807978.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $15500.00          | $15860.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $4441700.00        | $4469692.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $99000.00          | $131468.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $300.00            | $381.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $20800.00          | $21124.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $347.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $1699200.00        | $1636789.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $400.00            | $595.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.0000%  | 0.0000% | $200.00            | $57.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-09      | 0.0000%  | 0.0000% | $700.00            | $697.00            | U.S. Treasuries (including strips) |

### Security 217: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.259999%
- **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: TPR05ABD3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05ABD3779162HCG
- **C.18 - Value (incl. sponsor support):** $6999993.70
- **C.18.a - Value (excl. sponsor support):** $6999993.70
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $6895902.00        | $6999053.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $136961.00         | $137255.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 4.5000%  | 0.0000% | $2748.00           | $2691.00           | Agency Mortgage-Backed Securities |

### Security 218: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.310000%
- **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: TPR05ABDA, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05ABDA779162JCG
- **C.18 - Value (incl. sponsor support):** $5000133.00
- **C.18.a - Value (excl. sponsor support):** $5000133.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $4925363.00        | $4999038.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $97829.00          | $98039.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 4.5000%  | 0.0000% | $1963.00           | $1922.00           | Agency Mortgage-Backed Securities |

### Security 219: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.170000%
- **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: TPR05AC38, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05AC38779162ECG
- **C.18 - Value (incl. sponsor support):** $5003998.50
- **C.18.a - Value (excl. sponsor support):** $5003998.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $95365.00          | $97039.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1882.00           | $1923.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $4897124.00        | $5000000.00        | Agency Mortgage-Backed Securities |

### Security 220: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.209998%
- **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: TPR05AE0E, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR05AE0E7791622RO
- **C.18 - Value (incl. sponsor support):** $7999989.60
- **C.18.a - Value (excl. sponsor support):** $7999989.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 5.0000%  | 0.0000% | $10240151.00       | $8160000.00        | Agency Mortgage-Backed Securities |

### Security 221: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.169999%
- **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: TPR05B34E, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: TPR05B34E7791627BA
- **C.18 - Value (incl. sponsor support):** $5001215.00
- **C.18.a - Value (excl. sponsor support):** $5001215.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 5.0000%  | 0.0000% | $2226587.00        | $210814.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-20      | 2.5000%  | 0.0000% | $359000.00         | $226914.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $169860.00         | $170225.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 3.5000%  | 0.0000% | $258223.00         | $235495.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 4.5000%  | 0.0000% | $247105.00         | $236395.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $150000.00         | $144542.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 7.5000%  | 0.0000% | $480163.00         | $207119.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $155623.00         | $158133.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $168276.00         | $176334.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $216954.00         | $224146.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $229678.00         | $239229.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 4.5000%  | 0.0000% | $222964.00         | $210603.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $200000.00         | $168523.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $1108181.00        | $207629.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.5000%  | 0.0000% | $773000.00         | $199826.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 5.0000%  | 0.0000% | $1146530.00        | $225898.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 4.0000%  | 0.0000% | $3637726.00        | $181261.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $590413.00         | $219229.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $699149.00         | $172724.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.0000%  | 0.0000% | $335000.00         | $191030.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.0000%  | 0.0000% | $191579.00         | $108145.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.0000%  | 0.0000% | $1000000.00        | $173162.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 2.5000%  | 0.0000% | $1000000.00        | $188672.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.0000%  | 0.0000% | $1125000.00        | $176594.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 2.5000%  | 0.0000% | $943482.00         | $154493.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-20      | 3.7400%  | 0.0000% | $1081495.00        | $181953.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-20      | 3.7400%  | 0.0000% | $1329699.00        | $160913.00         | Agency Mortgage-Backed Securities |

### Security 222: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.150001%
- **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: TPR05B3AC, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: TPR05B3AC7791626BA
- **C.18 - Value (incl. sponsor support):** $3999996.00
- **C.18.a - Value (excl. sponsor support):** $3999996.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 ASSOCIATION | 2047-02-20      | 3.0000%  | 0.0000% | $1950000.00        | $300045.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-20      | 3.7400%  | 0.0000% | $959734.00         | $261678.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 3.7400%  | 0.0000% | $2643137.00        | $256846.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.5000%  | 0.0000% | $499999.00         | $248083.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $263332.00         | $284310.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 5.0000%  | 0.0000% | $297000.00         | $300515.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 4.5000%  | 0.0000% | $264796.00         | $265727.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $86809.00          | $88209.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $281569.00         | $287235.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.5000%  | 0.0000% | $279246.00         | $283690.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1769313.00        | $248568.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 4.0000%  | 0.0000% | $600000.00         | $278100.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-20      | 5.5000%  | 0.0000% | $560272.00         | $277592.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-20      | 5.5000%  | 0.0000% | $241662.00         | $167338.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.0000%  | 0.0000% | $500000.00         | $298934.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.0000%  | 0.0000% | $1000000.00        | $273130.00         | Agency Mortgage-Backed Securities |

### Security 223: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.890002%
- **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: TPR05B4C1, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR05B4C1779162RBC
- **C.18 - Value (incl. sponsor support):** $9994227.00
- **C.18.a - Value (excl. sponsor support):** $9994227.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-11-01      | 5.0000%  | 0.0000% | $10586.00          | $389.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 6.0000%  | 0.0000% | $6750.00           | $116.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-08-01      | 6.5000%  | 0.0000% | $881447.00         | $615.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-11-01      | 6.0000%  | 0.0000% | $108459.00         | $1438.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-03-01      | 8.0000%  | 0.0000% | $2702.00           | $37.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $5121.00           | $184.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 5.5000%  | 0.0000% | $13132.00          | $582.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 7.5000%  | 0.0000% | $48427.00          | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $169262.00         | $3187.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 3.5000%  | 0.0000% | $11569.00          | $1136.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $5009.00           | $4900.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 1.5000%  | 0.0000% | $6117.00           | $3495.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $378.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $13044.00          | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $955.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1519.00           | $1542.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $2024.00           | $1601.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1292.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $2000.00           | $923.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.0000%  | 0.0000% | $7837.00           | $2008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $857.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $2625.00           | $1634.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $1637252.00        | $868855.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $5117.00           | $2453.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.0000%  | 0.0000% | $13669.00          | $5081.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $32999.00          | $4779.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $570.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $4543.00           | $801.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $799.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $2041.00           | $1227.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $1024.00           | $522.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $2551.00           | $553.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-10-01      | 3.5000%  | 0.0000% | $6679.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $4072.00           | $3478.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $886.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 4.5000%  | 0.0000% | $1024.00           | $897.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $2090.00           | $1630.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $9001.00           | $7466.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2426.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $5037.00           | $4170.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $3024.00           | $2514.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $834.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $805.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $815.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $399.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1919.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.0000%  | 0.0000% | $5878.00           | $619.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $926.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 3.5000%  | 0.0000% | $9614.00           | $8269.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2896.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2743.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2625.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $5640.00           | $4336.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $888.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $5642.00           | $4978.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $892.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $863.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $4000.00           | $2773.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1423.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1506.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $4077.00           | $3031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.0000%  | 0.0000% | $2010.00           | $1773.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $3000.00           | $2150.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $2507.00           | $1671.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.0000%  | 0.0000% | $4259.00           | $2606.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-12-01      | 2.5000%  | 0.0000% | $1000.00           | $178.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-02-01      | 2.5000%  | 0.0000% | $1023.00           | $305.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $217.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 4.5000%  | 0.0000% | $3000.00           | $644.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-10-01      | 3.5000%  | 0.0000% | $2008.00           | $252.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $127.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-06-01      | 4.0000%  | 0.0000% | $9646.00           | $1187.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $134.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $146.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 4.0000%  | 0.0000% | $5838.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-06-01      | 3.0000%  | 0.0000% | $1002.00           | $96.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $313.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $44078.00          | $9896.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 3.5000%  | 0.0000% | $7075.00           | $715.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $1015.00           | $184.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.0000%  | 0.0000% | $5776.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 3.5000%  | 0.0000% | $2408.00           | $297.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 6.0000%  | 0.0000% | $1473.00           | $14.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 6.0000%  | 0.0000% | $211217.00         | $1973.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-04-01      | 3.5000%  | 0.0000% | $6718.00           | $174.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-03-01      | 5.5000%  | 0.0000% | $55917.00          | $680.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.5000%  | 0.0000% | $6205.00           | $1568.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.5000%  | 0.0000% | $16548.00          | $3769.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $2089.00           | $530.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 3.5000%  | 0.0000% | $9099.00           | $1823.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.5000%  | 0.0000% | $2047.00           | $220.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.5000%  | 0.0000% | $44684.00          | $4533.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 3.5000%  | 0.0000% | $53365.00          | $4929.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.5000%  | 0.0000% | $4304.00           | $335.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.0000%  | 0.0000% | $4393.00           | $415.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $5433.00           | $683.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 4.0000%  | 0.0000% | $24674.00          | $2706.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 4.0000%  | 0.0000% | $12059.00          | $1185.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 4.0000%  | 0.0000% | $36530.00          | $3587.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 3.0000%  | 0.0000% | $2050.00           | $315.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.5000%  | 0.0000% | $1100.00           | $109.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 3.5000%  | 0.0000% | $14208.00          | $1468.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 3.5000%  | 0.0000% | $3065.00           | $226.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 4.0000%  | 0.0000% | $16460.00          | $1413.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-15      | 4.0000%  | 0.0000% | $2000.00           | $111.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-15      | 4.0000%  | 0.0000% | $1121.00           | $43.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 4.0000%  | 0.0000% | $29138.00          | $1676.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 4.0000%  | 0.0000% | $3000.00           | $128.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-20      | 4.0000%  | 0.0000% | $5032.00           | $275.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $19446.00          | $20009.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $6129.00           | $6128.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.0000%  | 0.0000% | $1799.00           | $1758.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $8344016.00        | $7845780.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $5088.00           | $4903.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $2016.00           | $1713.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $1010.00           | $958.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $1271.00           | $1207.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 4.0000%  | 0.0000% | $4089.00           | $3655.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.5000%  | 0.0000% | $4696.00           | $4094.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $891.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 4.0000%  | 0.0000% | $11220.00          | $10130.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2008.00           | $1297.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.5000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.0000%  | 0.0000% | $5326.00           | $4666.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.0000%  | 0.0000% | $3464.00           | $3135.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $1153.00           | $573.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 4.5000%  | 0.0000% | $419881.00         | $360889.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $1028.00           | $759.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.0000%  | 0.0000% | $5210.00           | $4065.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $6921.00           | $3951.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.5000%  | 0.0000% | $1034.00           | $807.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.5000%  | 0.0000% | $3088.00           | $2172.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $1024.00           | $782.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $4526.00           | $3391.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 4.0000%  | 0.0000% | $1000.00           | $680.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $5504.00           | $3824.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $2000.00           | $1221.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.0000%  | 0.0000% | $1024.00           | $584.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $13184.00          | $7093.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $8959.00           | $4536.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.0000%  | 0.0000% | $8040.00           | $3943.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.0000%  | 0.0000% | $1001.00           | $454.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $1137.00           | $586.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $45191.00          | $33114.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $3382.00           | $2468.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $11437.00          | $8144.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.5000%  | 0.0000% | $2000.00           | $627.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.0000%  | 0.0000% | $11317.00          | $3787.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $4041.00           | $1281.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $4166.00           | $1204.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.5000%  | 0.0000% | $9345.00           | $2564.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $4000.00           | $1181.00           | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $500.00            | $539.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $200.00            | $70.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $200.00            | $74.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $300.00            | $114.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $31.00             | $17.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $215600.00         | $215317.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $16100.00          | $16200.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $31000.00          | $32916.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $900.00            | $925.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $8900.00           | $9109.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $3000.00           | $2684.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $13900.00          | $13136.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $74200.00          | $64963.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $5700.00           | $5383.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $41600.00          | $39407.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $7000.00           | $6663.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $1600.00           | $2051.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $25000.00          | $24232.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $300.00            | $381.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $11100.00          | $11866.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $92.00             | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                            | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $92.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $71.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $7700.00           | $5921.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $68.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $454000.00         | $330818.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $200.00            | $240.00            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.039999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B51E, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05B51E7791623CR
- **C.18 - Value (incl. sponsor support):** $9999987.00
- **C.18.a - Value (excl. sponsor support):** $9999987.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $400.00            | $439.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $791700.00         | $810330.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $12100.00          | $11851.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $300.00            | $284.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $3400.00           | $3965.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $400.00            | $518.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $1141800.00        | $1498502.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 0.0000%  | 0.0000% | $500.00            | $486.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $66.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $7500.00           | $4857.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $18500.00          | $6208.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $1806400.00        | $803709.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 0.0000%  | 0.0000% | $2782958.00        | $1497154.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $1495600.00        | $1499498.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $1469900.00        | $1499855.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $1009200.00        | $1062389.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $1471700.00        | $1499916.00        | U.S. Treasuries (including strips) |

### Security 225: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.920000%
- **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: TPR05B686, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05B6867791621CG
- **C.18 - Value (incl. sponsor support):** $6996903.20
- **C.18.a - Value (excl. sponsor support):** $6996903.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $3531858.00        | $3593847.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1329.00           | $1382.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $68999.00          | $70487.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $3401778.00        | $3473240.00        | Agency Mortgage-Backed Securities |

### Security 226: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.849998%
- **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: TPR05B687, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05B687779162BNP
- **C.18 - Value (incl. sponsor support):** $24999965.00
- **C.18.a - Value (excl. sponsor support):** $24999965.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $56352.00          | $44913.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $49000.00          | $32888.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 4.5000%  | 0.0000% | $1000.00           | $134.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $17000.00          | $6398.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $20330628.00       | $3817843.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1067.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1068.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1003.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $952.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $165640.00         | $150785.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $2048.00           | $1659.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1008.00           | $920.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $65156.00          | $49414.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $607.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $28071.00          | $17255.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $523405.00         | $91346.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $227470.00         | $155327.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.0000%  | 0.0000% | $353656.00         | $332419.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $842.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $973.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.5000%  | 0.0000% | $59066.00          | $47371.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $6000.00           | $4579.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $118182.00         | $120635.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $28469.00          | $28966.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $588040.00         | $382314.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $144670.00         | $111069.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $898.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $867.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $995329.00         | $823231.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $445.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $280.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 5.0000%  | 0.0000% | $654123.00         | $52667.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-02-01      | 5.0000%  | 0.0000% | $80000.00          | $8199.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.5000%  | 0.0000% | $128807.00         | $24804.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $19448.00          | $1790.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.0000%  | 0.0000% | $2000.00           | $461.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 4.0000%  | 0.0000% | $1027.00           | $230.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 3.0000%  | 0.0000% | $14251.00          | $870.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $8442.00           | $8791.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $32695.00          | $34156.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $26756.00          | $27233.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $881.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $2712.00           | $2743.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.5000%  | 0.0000% | $2153529.00        | $2163426.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $225467.00         | $217407.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%  | 0.0000% | $9857.00           | $9161.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $319582.00         | $322546.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1853.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $500761.00         | $401347.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 6.5000%  | 0.0000% | $1689.00           | $19.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.5000%  | 0.0000% | $1008.00           | $229.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-04-01      | 4.5000%  | 0.0000% | $1020.00           | $99.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 4.0000%  | 0.0000% | $1362.00           | $313.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 3.4700%  | 0.0000% | $2000.00           | $1157.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 4.5000%  | 0.0000% | $646400.00         | $121704.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-05-01      | 5.5000%  | 0.0000% | $101000.00         | $17978.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 4.0000%  | 0.0000% | $915570.00         | $156435.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $572574.00         | $48753.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 4.5000%  | 0.0000% | $1000.00           | $79.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-10-01      | 8.0000%  | 0.0000% | $11799297.00       | $5132.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 5.0000%  | 0.0000% | $3692.00           | $62.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $78612.00          | $58083.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.5000%  | 0.0000% | $1007.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $1008.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1655470.00        | $1302511.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $52635.00          | $32784.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $5881867.00        | $4449661.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $694.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $434.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $178.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-03-01      | 3.8300%  | 0.0000% | $52917.00          | $40696.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $274.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $4000.00           | $3428.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $16139.00          | $13551.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $861.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 4.5000%  | 0.0000% | $4337.00           | $3741.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1609.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 3.5000%  | 0.0000% | $8000.00           | $6179.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $243554.00         | $189477.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1277.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.5000%  | 0.0000% | $72928.00          | $45474.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.0000%  | 0.0000% | $696458.00         | $396578.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $42268.00          | $33849.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.5000%  | 0.0000% | $97000.00          | $51068.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $626.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $345.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 2.5000%  | 0.0000% | $1007.00           | $225.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $1110.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.0000%  | 0.0000% | $1003.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $669.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $881.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 4.0000%  | 0.0000% | $12999.00          | $11605.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $19073.00          | $11764.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 1.5000%  | 0.0000% | $1023.00           | $630.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $598738.00         | $47581.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%  | 0.0000% | $178851.00         | $15202.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $1077.00           | $39.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-05-01      | 4.0000%  | 0.0000% | $1000.00           | $70.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 6.0000%  | 0.0000% | $1007.00           | $40.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $1067.00           | $926.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $782.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $858.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.5000%  | 0.0000% | $6971.00           | $5772.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $888.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $68194.00          | $55508.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1281.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 4.5000%  | 0.0000% | $72943.00          | $57953.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $662.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $86000.00          | $41145.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-06-01      | 4.0000%  | 0.0000% | $1000.00           | $372.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $1052.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 2.0000%  | 0.0000% | $22041.00          | $12631.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.0000%  | 0.0000% | $5000.00           | $373.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 4.5000%  | 0.0000% | $177837.00         | $45992.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 4.5000%  | 0.0000% | $1450.00           | $286.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $181.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $254.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 4.5000%  | 0.0000% | $49443.00          | $3057.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 4.0000%  | 0.0000% | $1999.00           | $222.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.5000%  | 0.0000% | $1633.00           | $360.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-11-01      | 4.0000%  | 0.0000% | $119554.00         | $9707.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-10-01      | 3.0000%  | 0.0000% | $95484.00          | $8926.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-10-01      | 3.5000%  | 0.0000% | $4004.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 3.5000%  | 0.0000% | $107446.00         | $15880.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 7.0000%  | 0.0000% | $1640.00           | $19.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 6.5000%  | 0.0000% | $290509.00         | $5537.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.5000%  | 0.0000% | $1117.00           | $159.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $101.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1519.00           | $902.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $1001.00           | $739.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 6.0000%  | 0.0000% | $1786260.00        | $1001852.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $103273.00         | $74796.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.0000%  | 0.0000% | $54737.00          | $42569.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.0000%  | 0.0000% | $1516.00           | $1152.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.0000%  | 0.0000% | $1001.00           | $752.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $400003.00         | $310458.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.5000%  | 0.0000% | $3072.00           | $1574.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $231968.00         | $169290.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 4.0000%  | 0.0000% | $1084.00           | $101.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-20      | 3.5000%  | 0.0000% | $1309.00           | $156.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 7.0000%  | 0.0000% | $2008.00           | $2041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $8434.00           | $8551.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $201183.00         | $191078.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $95288.00          | $96361.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $11600.00          | $11755.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $10053.00          | $10255.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $5912.00           | $6192.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $21523.00          | $22157.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $237575.00         | $244861.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $41086.00          | $41651.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1022.00           | $882.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $856.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $2041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.5000%  | 0.0000% | $1989.00           | $1947.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $208789.00         | $156034.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1040.00           | $1072.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $1026.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.5000%  | 0.0000% | $1040.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $4793631.00        | $4507395.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $1103.00           | $1047.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1279.00           | $1300.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1088.00           | $1154.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $2888.00           | $3044.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $37743.00          | $38756.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $75065.00          | $73693.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 5.0000%  | 0.0000% | $128030.00         | $24954.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.5000%  | 0.0000% | $934736.00         | $767626.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 5.5000%  | 0.0000% | $8885.00           | $7460.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $1024.00           | $626.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $1318222.00        | $1000015.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 4.5000%  | 0.0000% | $1001.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $39959.00          | $34876.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $697.00            | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $100.00            | $27.00             | U.S. Treasuries (including strips) |

### Security 227: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.845002%
- **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: TPR05B6E4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR05B6E47791622RB
- **C.18 - Value (incl. sponsor support):** $26980546.50
- **C.18.a - Value (excl. sponsor support):** $26980546.50
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 ASSOCIATION | 2040-10-15      | 4.0000%  | 0.0000% | $1000.00           | $39.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 4.0000%  | 0.0000% | $8006.00           | $461.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-20      | 4.0000%  | 0.0000% | $1008.00           | $55.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1024.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $12950.00          | $12177.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $1037.00           | $999.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $55498.00          | $52660.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 4.0000%  | 0.0000% | $667206.00         | $596357.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $1008.00           | $898.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 4.0000%  | 0.0000% | $1000.00           | $903.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $2697.00           | $1540.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.5000%  | 0.0000% | $1001.00           | $781.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.5000%  | 0.0000% | $2040.00           | $1435.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $2048.00           | $1564.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $2030.00           | $1521.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $1024.00           | $551.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $1027.00           | $520.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.0000%  | 0.0000% | $1000.00           | $454.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $1024.00           | $528.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $5684.00           | $4165.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $1024.00           | $718.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.0000%  | 0.0000% | $1008.00           | $337.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $1024.00           | $325.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $289.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.5000%  | 0.0000% | $2133.00           | $585.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.5000%  | 0.0000% | $1000.00           | $228.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $1029.00           | $261.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.5000%  | 0.0000% | $1024.00           | $110.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 3.5000%  | 0.0000% | $2414.00           | $223.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.5000%  | 0.0000% | $1024.00           | $80.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.0000%  | 0.0000% | $1024.00           | $97.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 3.5000%  | 0.0000% | $1024.00           | $106.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 3.5000%  | 0.0000% | $1000.00           | $79.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 3.5000%  | 0.0000% | $1004.00           | $74.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 3.5000%  | 0.0000% | $1082.00           | $106.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 1.5000%  | 0.0000% | $1024.00           | $585.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $1214.00           | $96.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $14375800.00       | $13728696.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1024.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $68994.00          | $58108.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $2048.00           | $1257.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $1074.00           | $515.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $1368.00           | $468.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $401728.00         | $343128.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $2847406.00        | $2315969.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $6587.00           | $6319.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.0000%  | 0.0000% | $1024.00           | $108.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 5.5000%  | 0.0000% | $3165.00           | $140.00            | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $34.00             | $18.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $6109800.00        | $6105298.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $3738600.00        | $3748343.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $400.00            | $406.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $2800.00           | $2730.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $88.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $88.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $351600.00         | $261956.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $73.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $100.00            | $38.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-16      | 0.0000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-04      | 0.0000%  | 0.0000% | $278000.00         | $277072.00         | U.S. Treasuries (including strips) |

### Security 228: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.050000%
- **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: TPR05B6EA, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05B6EA779162EBA
- **C.18 - Value (incl. sponsor support):** $15999977.60
- **C.18.a - Value (excl. sponsor support):** $15999977.60
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $7222443.00        | $7555991.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 4.5000%  | 0.0000% | $5210.00           | $4876.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $11801886.00       | $8923681.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $262.00            | Agency Mortgage-Backed Securities |

### Security 229: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.039999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B6EB, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05B6EB7791626CR
- **C.18 - Value (incl. sponsor support):** $22999967.80
- **C.18.a - Value (excl. sponsor support):** $22999967.80
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $8052700.00        | $2751438.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $5729600.00        | $3445999.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-15      | 0.0000%  | 0.0000% | $3442020.00        | $3437615.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $3380900.00        | $3449799.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $11300.00          | $11678.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $200.00            | $207.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $3459300.00        | $3449734.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $3385000.00        | $3449897.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $3060400.00        | $3446239.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $6200.00           | $3954.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $40200.00          | $13491.00          | U.S. Treasuries (including strips) |

### Security 230: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.039999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B748, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05B7487791623CG
- **C.18 - Value (incl. sponsor support):** $12999985.70
- **C.18.a - Value (excl. sponsor support):** $12999985.70
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $12347900.00       | $12999959.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $240300.00         | $254901.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $4800.00           | $4966.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $105.00            | U.S. Treasuries (including strips) |

### Security 231: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.050000%
- **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: TPR05B749, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05B749779162ACG
- **C.18 - Value (incl. sponsor support):** $15999982.40
- **C.18.a - Value (excl. sponsor support):** $15999982.40
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $5075.00           | $5151.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $257927.00         | $261785.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $13660797.00       | $13396843.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 3.5000%  | 0.0000% | $2888473.00        | $2655219.00        | Agency Mortgage-Backed Securities |

### Security 232: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.845002%
- **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: TPR05B7A1, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR05B7A17791621RB
- **C.18 - Value (incl. sponsor support):** $19999978.00
- **C.18.a - Value (excl. sponsor support):** $19999978.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 ASSOCIATION | 2040-10-15      | 4.0000%  | 0.0000% | $3024.00           | $117.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 4.0000%  | 0.0000% | $46579.00          | $2680.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $53120.00          | $54658.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $2024.00           | $2024.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $797376.00         | $749763.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $1008.00           | $971.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $1024.00           | $972.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.0000%  | 0.0000% | $142251.00         | $136285.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 4.0000%  | 0.0000% | $2024.00           | $1809.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.0000%  | 0.0000% | $1000.00           | $876.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.0000%  | 0.0000% | $1024.00           | $927.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $1008.00           | $501.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.5000%  | 0.0000% | $2000.00           | $1560.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $703.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 4.0000%  | 0.0000% | $1000.00           | $98.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 4.0000%  | 0.0000% | $1012.00           | $99.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 3.0000%  | 0.0000% | $1023.00           | $157.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.0000%  | 0.0000% | $1020.00           | $122.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.5000%  | 0.0000% | $1000.00           | $99.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 3.5000%  | 0.0000% | $1024.00           | $106.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 3.5000%  | 0.0000% | $1000.00           | $79.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 3.5000%  | 0.0000% | $1024.00           | $101.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 1.5000%  | 0.0000% | $1024.00           | $585.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $653016.00         | $516594.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $1008.00           | $870.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $2440168.00        | $1497742.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $1088.00           | $577.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $4849919.00        | $2324816.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $372.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $342.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $570.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.0000%  | 0.0000% | $4000.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 7.5000%  | 0.0000% | $1000.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $1024.00           | $522.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $1008.00           | $967.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 3.5000%  | 0.0000% | $1013.00           | $871.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $914.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.0000%  | 0.0000% | $1049.00           | $925.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-08-01      | 5.5000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $217.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 4.0000%  | 0.0000% | $883326.00         | $81600.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $2091.00           | $75.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $1024.00           | $782.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $2024.00           | $1516.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $1000.00           | $695.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.5000%  | 0.0000% | $1004.00           | $620.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.0000%  | 0.0000% | $1024.00           | $584.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $2025.00           | $1090.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $4228.00           | $2179.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $7544797.00        | $5528482.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $2048.00           | $1435.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.0000%  | 0.0000% | $2031.00           | $680.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $295.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.5000%  | 0.0000% | $1040.00           | $263.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $1024.00           | $260.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.5000%  | 0.0000% | $1024.00           | $110.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 3.5000%  | 0.0000% | $2144.00           | $198.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.5000%  | 0.0000% | $1024.00           | $80.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.0000%  | 0.0000% | $1024.00           | $97.00             | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $700.00            | $510.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $51900.00          | $41638.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $1000.00           | $992.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $542600.00         | $560076.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $800.00            | $842.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $5140600.00        | $5312660.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $20000.00          | $21236.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $200.00            | $206.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $200.00            | $204.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $12500.00          | $12189.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $400.00            | $358.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $88.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                            | 2043-02-15      | 3.8750%  | 0.0000% | $3811500.00        | $3517146.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $86.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $63.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $71.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.00             | U.S. Treasuries (including strips) |

### Security 233: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.039999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B847, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR05B8477791621JP
- **C.18 - Value (incl. sponsor support):** $25999971.40
- **C.18.a - Value (excl. sponsor support):** $25999971.40
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $26906984.00       | $26621340.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $600.00            | $609.00            | U.S. Treasuries (including strips) |

### Security 234: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.039999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05BB22, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05BB22779162ABA
- **C.18 - Value (incl. sponsor support):** $12999994.80
- **C.18.a - Value (excl. sponsor support):** $12999994.80
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $7400.00           | $7386.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $8500.00           | $8774.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $300.00            | $306.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $300.00            | $302.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $105.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $302700.00         | $307726.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $13100.00          | $13011.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $8317200.00        | $7823896.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $300.00            | $210.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $3990100.00        | $3148907.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $977700.00         | $1022124.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $567700.00         | $931758.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $200.00            | $214.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $100.00            | $212.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 0.0000%  | 0.0000% | $200.00            | $54.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $100.00            | $42.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $98.00             | $25.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $213.00            | $62.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $51.00             | $16.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 0.0000%  | 0.0000% | $41.00             | $13.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $86.00             | $28.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $57.00             | $21.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 0.0000%  | 0.0000% | $33.00             | $14.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 0.0000%  | 0.0000% | $56.00             | $25.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.0000%  | 0.0000% | $116.00            | $53.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $51.00             | $13.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $21.00             | $11.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $29.00             | $26.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $134.00            | $120.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $217.00            | $196.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $288.00            | $265.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 0.0000%  | 0.0000% | $48.00             | $47.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 0.0000%  | 0.0000% | $59.00             | $57.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $4.00              | $3.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.0000%  | 0.0000% | $399.00            | $329.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $84.00             | $51.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $48.00             | $31.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $56.00             | $43.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $37.00             | $29.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 0.0000%  | 0.0000% | $163.00            | $130.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $200.00            | $199.00            | U.S. Treasuries (including strips) |

### Security 235: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** WELLS FARGO SECURITIES, LLC 4.039999%
- **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: TPR05BC41, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR05BC417791624WE
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 5.5000%  | 0.0000% | $39759230.00       | $30836793.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 5.5000%  | 0.0000% | $2329521.00        | $2362598.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-09-01      | 4.0000%  | 0.0000% | $13791795.00       | $13150610.00       | Agency Mortgage-Backed Securities |

### Security 236: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.039999%
- **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: TPR05BCA4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05BCA47791625CG
- **C.18 - Value (incl. sponsor support):** $30019335.00
- **C.18.a - Value (excl. sponsor support):** $30019335.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $25183459.00       | $25805465.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $1000.00           | $981.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 3.5000%  | 0.0000% | $550456.00         | $506005.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $9914.00           | $9922.00           | Agency Mortgage-Backed Securities |
| FEPC 02.000 3XSF7011                     | 2028-05-01      | 2.0000%  | 0.0000% | $1029272.00        | $68820.00          | Agency Mortgage-Backed Securities |
| 05.000 FGPC V70568 G                     | 2030-01-01      | 5.0000%  | 0.0000% | $788363.00         | $70589.00          | Agency Mortgage-Backed Securities |
| FEPC 06.000 ZTZT1299                     | 2026-05-01      | 6.0000%  | 0.0000% | $4595968.00        | $51670.00          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8501                     | 2028-09-01      | 2.5000%  | 0.0000% | $10000000.00       | $496328.00         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZS8882                     | 2028-07-01      | 6.0000%  | 0.0000% | $13626865.00       | $68702.00          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS7210                     | 2030-07-01      | 3.0000%  | 0.0000% | $2397161.00        | $213194.00         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS6993                     | 2029-07-01      | 2.5000%  | 0.0000% | $28010000.00       | $1355445.00        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CNZA7074                     | 2029-04-01      | 4.5000%  | 0.0000% | $1053972.00        | $97203.00          | Agency Mortgage-Backed Securities |
| FEPC 02.500 3KZA2892                     | 2030-08-01      | 2.5000%  | 0.0000% | $1058304.00        | $112486.00         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZA2822                     | 2028-02-01      | 2.5000%  | 0.0000% | $4250000.00        | $138979.00         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK7069                     | 2030-01-01      | 3.0000%  | 0.0000% | $1100000.00        | $84459.00          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK5563                     | 2028-06-01      | 2.5000%  | 0.0000% | $12719574.00       | $477957.00         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK4454                     | 2027-09-01      | 2.5000%  | 0.0000% | $30000000.00       | $681368.00         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK3116                     | 2026-04-01      | 3.5000%  | 0.0000% | $32620000.00       | $70992.00          | Agency Mortgage-Backed Securities |
| 03.000 FGPC J31733 G                     | 2030-05-01      | 3.0000%  | 0.0000% | $750000.00         | $69821.00          | Agency Mortgage-Backed Securities |
| 03.000 FGPC E09009 G                     | 2027-09-01      | 3.0000%  | 0.0000% | $4778164.00        | $88167.00          | Agency Mortgage-Backed Securities |
| 03.000 FGPC J17232 G                     | 2026-11-01      | 3.0000%  | 0.0000% | $6060606.00        | $51736.00          | Agency Mortgage-Backed Securities |
| 05.000 FGPC C91164 G                     | 2028-03-01      | 5.0000%  | 0.0000% | $31565018.00       | $79713.00          | Agency Mortgage-Backed Securities |

### Security 237: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.039999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05BCA8, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05BCA8779162BBA
- **C.18 - Value (incl. sponsor support):** $61999925.60
- **C.18.a - Value (excl. sponsor support):** $61999925.60
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $10969700.00       | $12895665.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $978800.00         | $683914.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $203500.00         | $202429.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $100.00            | $157.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $29011500.00       | $47616151.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $885900.00         | $1877958.00        | U.S. Treasuries (including strips) |

### Security 238: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.050000%
- **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: TPR05BCA9, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05BCA9779162FBA
- **C.18 - Value (incl. sponsor support):** $18499977.80
- **C.18.a - Value (excl. sponsor support):** $18499977.80
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 5.5000%  | 0.0000% | $2032742.00        | $8396.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-02-15      | 6.0000%  | 0.0000% | $254691.00         | $6532.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 6.0000%  | 0.0000% | $387078.00         | $2098.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $6940183.00        | $7247750.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $39300.00          | $36953.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 4.5000%  | 0.0000% | $2376.00           | $2224.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 6.0000%  | 0.0000% | $9997575.00        | $5646770.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.0000%  | 0.0000% | $19000.00          | $7057.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 3.5000%  | 0.0000% | $84309893.00       | $6106454.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $262.00            | Agency Mortgage-Backed Securities |

### Security 239: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.039999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05BD6D, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05BD6D7791622CR
- **C.18 - Value (incl. sponsor support):** $6003246.00
- **C.18.a - Value (excl. sponsor support):** $6003246.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $3.00              | $1.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $25.00             | $16.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $1298284.00        | $899988.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $894200.00         | $899606.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $881900.00         | $899872.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $870900.00         | $899852.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $422100.00         | $454534.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $883000.00         | $899929.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $1028400.00        | $899445.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $1200.00           | $1575.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 0.0000%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $1000000.00        | $261839.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $9800.00           | $3289.00           | U.S. Treasuries (including strips) |

### Security 240: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.039999%
- **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: TPR05BD6E, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05BD6E7791627CG
- **C.18 - Value (incl. sponsor support):** $43999942.80
- **C.18.a - Value (excl. sponsor support):** $43999942.80
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $43350882.00       | $43999339.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $860897.00         | $862745.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 4.5000%  | 0.0000% | $17274.00          | $16916.00          | Agency Mortgage-Backed Securities |

### Security 241: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.050000%
- **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: TPR05BDCC, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05BDCC779162HBA
- **C.18 - Value (incl. sponsor support):** $29999958.00
- **C.18.a - Value (excl. sponsor support):** $29999958.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 ASSOCIATION | 2041-12-20      | 3.5000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $44150.00          | $46224.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $5318.00           | $5356.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1000.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 4.5000%  | 0.0000% | $45152.00          | $42525.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $7675882.00        | $8016428.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $11224397.00       | $11397066.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $407500.00         | $306772.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 3.0000%  | 0.0000% | $1000.00           | $671.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $584.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $529.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 4.5000%  | 0.0000% | $115106843.00      | $7552138.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $4526710.00        | $3552149.00        | Agency Mortgage-Backed Securities |

### Security 242: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.039999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05BE34, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05BE347791629BA
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 0.0000%  | 0.0000% | $419.00            | $131.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $186.00            | $80.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $33.00             | $30.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.0000%  | 0.0000% | $7038306.00        | $5804209.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $6500.00           | $6902.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $200.00            | $205.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $1000.00           | $1080.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $107.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $380300.00         | $360328.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $1695000.00        | $1908697.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $1341900.00        | $1364183.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $1142800.00        | $1804693.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $386900.00         | $608178.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $191300.00         | $389413.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-12      | 0.0000%  | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips) |

### Security 243: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.050000%
- **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: TPR05BEAD, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05BEAD779162GBA
- **C.18 - Value (incl. sponsor support):** $28499960.10
- **C.18.a - Value (excl. sponsor support):** $28499960.10
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 2.0000%  | 0.0000% | $4098793.00        | $2585835.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.5000%  | 0.0000% | $1001.00           | $585.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $80606.00          | $60681.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 3.0000%  | 0.0000% | $1000.00           | $671.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-15      | 5.5000%  | 0.0000% | $681386.00         | $18971.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $1380671.00        | $15261.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 4.0000%  | 0.0000% | $1000.00           | $202.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.0000%  | 0.0000% | $1270068.00        | $1268308.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $454758.00         | $460730.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 4.5000%  | 0.0000% | $1000.00           | $975.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $14310841.00       | $13456315.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.0000%  | 0.0000% | $5799716.00        | $5627700.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1771162.00        | $1806800.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $3612792.00        | $3683759.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $370515.00         | $377106.00         | Agency Mortgage-Backed Securities |

### Security 244: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.050000%
- **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: TPR05BEF1, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05BEF1779162CBA
- **C.18 - Value (incl. sponsor support):** $13999981.80
- **C.18.a - Value (excl. sponsor support):** $13999981.80
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 4.0000%  | 0.0000% | $825355.00         | $625665.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 5.5000%  | 0.0000% | $1000.00           | $303.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $143793.00         | $42662.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $2964804.00        | $2844762.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 4.5000%  | 0.0000% | $4921871.00        | $4798009.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 4.5000%  | 0.0000% | $6538338.00        | $6118746.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $295.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $262.00            | Agency Mortgage-Backed Securities |

### Security 245: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.050000%
- **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: TPR05BF6F, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05BF6F779162DBA
- **C.18 - Value (incl. sponsor support):** $13999986.00
- **C.18.a - Value (excl. sponsor support):** $13999986.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-15      | 6.0000%  | 0.0000% | $1000.00           | $60.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $34816.00          | $32737.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.0000%  | 0.0000% | $7058901.00        | $6762870.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $46131.00          | $47415.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 4.5000%  | 0.0000% | $7241074.00        | $6776384.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $529.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $2720006.00        | $803264.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.0000%  | 0.0000% | $22699.00          | $3773.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $262.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-06-01      | 5.0000%  | 0.0000% | $22594.00          | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-12-01      | 6.0000%  | 0.0000% | $1000.00           | $2.00              | Agency Mortgage-Backed Securities |

### Security 246: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.050000%
- **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: TPR05BF70, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR05BF70779162JP
- **C.18 - Value (incl. sponsor support):** $67999925.20
- **C.18.a - Value (excl. sponsor support):** $67999925.20
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-10-11      | 3.2500%  | 0.0000% | $4832000.00        | $4366454.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-06-09      | 4.0000%  | 0.0000% | $100000.00         | $102486.00         | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-07-20      | 3.5000%  | 0.0000% | $1532120.00        | $385426.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-07-15      | 2.5000%  | 0.0000% | $2403020.00        | $1226168.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 5.5000%  | 0.0000% | $200000.00         | $155579.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-04-20      | 5.0000%  | 0.0000% | $1730000.00        | $56833.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-06-20      | 5.0000%  | 0.0000% | $1721916.00        | $62070.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $3528144.00        | $3717569.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.0000%  | 0.0000% | $2180320.00        | $2190543.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1618376.00        | $1705443.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.5000%  | 0.0000% | $1946596.00        | $1970598.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 4.5000%  | 0.0000% | $4653712.00        | $4557257.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-09-20      | 4.5000%  | 0.0000% | $434377.00         | $432727.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-05-20      | 6.0000%  | 0.0000% | $760280.00         | $744092.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.5000%  | 0.0000% | $2964264.00        | $3043040.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1004618.00        | $1054903.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 5.5000%  | 0.0000% | $1048334.00        | $1077823.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1875406.00        | $1964600.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $886266.00         | $934892.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.0000%  | 0.0000% | $1223228.00        | $1234894.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1166952.00        | $1221713.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 7.0000%  | 0.0000% | $1753246.00        | $1826085.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.0000%  | 0.0000% | $1056412.00        | $1099477.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 7.0000%  | 0.0000% | $2395476.00        | $2474189.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 5.0000%  | 0.0000% | $1009554.00        | $1011266.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.0000%  | 0.0000% | $1789830.00        | $1458865.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-08-20      | 6.5000%  | 0.0000% | $1572352.00        | $822553.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 7.0000%  | 0.0000% | $1173248.00        | $952677.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-10-20      | 4.5000%  | 0.0000% | $289782.00         | $264515.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-05-20      | 6.0000%  | 0.0000% | $1253668.00        | $738814.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-09-20      | 5.0000%  | 0.0000% | $1580306.00        | $310040.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-12-20      | 5.0000%  | 0.0000% | $365359.00         | $282199.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-02-20      | 2.0000%  | 0.0000% | $128910.00         | $101256.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 1.5000%  | 0.0000% | $180350.00         | $132706.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-07-20      | 4.5000%  | 0.0000% | $64869.00          | $42338.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 4.5000%  | 0.0000% | $372408.00         | $268513.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-07-20      | 3.0000%  | 0.0000% | $3820590.00        | $492330.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-05-15      | 3.5000%  | 0.0000% | $24998.00          | $5656.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-05-15      | 3.0000%  | 0.0000% | $82937.00          | $51970.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $121000.00         | $108556.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 5.5000%  | 0.0000% | $804496.00         | $702978.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.0000%  | 0.0000% | $17000000.00       | $13063784.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.0000%  | 0.0000% | $1055364.00        | $1071023.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $5816432.00        | $6101656.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $3772844.00        | $3857029.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $676114.00         | $648833.00         | Agency Mortgage-Backed Securities   |

### Security 247: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05C0BD, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05C0BD7791623BO
- **C.18 - Value (incl. sponsor support):** $24999990.00
- **C.18.a - Value (excl. sponsor support):** $24999990.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1850995.00        | $1911462.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 2.0000%  | 0.0000% | $38136831.00       | $23838539.00       | Agency Mortgage-Backed Securities |

### Security 248: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.039999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05C13E, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05C13E7791621CR
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $5900.00           | $5915.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $151800.00         | $155000.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $193900.00         | $195209.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $299800.00         | $299950.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $296100.00         | $299917.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $302000.00         | $299939.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $283300.00         | $184169.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $272900.00         | $299965.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $311000.00         | $299945.00         | U.S. Treasuries (including strips) |

### Security 249: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** WELLS FARGO SECURITIES, LLC 4.160000%
- **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: TPR05C172, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR05C1727791625WE
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 3.5000%  | 0.0000% | $56284889.00       | $52761468.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $19596958.00       | $19025724.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $400000.00         | $268051.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.0000%  | 0.0000% | $495000.00         | $44758.00          | Agency Mortgage-Backed Securities |

### Security 250: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** Joint Account III 4.160000%
- **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: TPR05C186, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR05C186779162BAN
- **C.18 - Value (incl. sponsor support):** $66525000.00
- **C.18.a - Value (excl. sponsor support):** $66525000.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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    | 2042-09-01      | 3.5000%  | 0.0000% | $67820239.09       | $10018141.89       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.0000%  | 0.0000% | $18922537.53       | $10161790.21       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-09-01      | 3.5000%  | 0.0000% | $88612227.80       | $10136505.17       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-07-01      | 4.0000%  | 0.0000% | $106412471.96      | $9977069.80        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 3.5000%  | 0.0000% | $62974357.41       | $10167512.03       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 3.0000%  | 0.0000% | $13303037.29       | $3469833.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $42646582.14       | $10063604.41       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $19718401.17       | $4526293.14        | Agency Mortgage-Backed Securities |

### Security 251: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** Joint Account III 4.160000%
- **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: TPR05C186, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR05C186779162WEL
- **C.18 - Value (incl. sponsor support):** $110875000.00
- **C.18.a - Value (excl. sponsor support):** $110875000.00
- **C.19 - Percentage of Net Assets:** 3.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 ASSOCIATION | 2027-06-15      | 3.0000%  | 0.0000% | $221750.00         | $2310.86           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-15      | 4.6250%  | 0.0000% | $2250969.39        | $175218.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-15      | 4.6250%  | 0.0000% | $1135548.27        | $66469.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-15      | 4.5000%  | 0.0000% | $73870.91          | $1930.11           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 4.6250%  | 0.0000% | $1611981.69        | $152237.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 4.6250%  | 0.0000% | $622516.56         | $8325.60           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-15      | 4.6250%  | 0.0000% | $2214804.85        | $63078.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 5.0000%  | 0.0000% | $652849.74         | $39480.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 5.0000%  | 0.0000% | $2420462.45        | $86740.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.0000%  | 0.0000% | $75411.41          | $6567.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 5.0000%  | 0.0000% | $228881.04         | $21611.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.0000%  | 0.0000% | $383252.96         | $43975.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-15      | 3.5000%  | 0.0000% | $3950439.66        | $5983.26           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 3.0000%  | 0.0000% | $1774000.00        | $8705.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 3.5000%  | 0.0000% | $333588.06         | $78135.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 3.5000%  | 0.0000% | $274695.70         | $21284.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.0000%  | 0.0000% | $7273.40           | $1179.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.0000%  | 0.0000% | $35480.00          | $4715.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 5.0000%  | 0.0000% | $323390.22         | $32102.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 3.5000%  | 0.0000% | $276408.05         | $28101.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 5.0000%  | 0.0000% | $282568.71         | $29757.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 5.0000%  | 0.0000% | $451245.06         | $25046.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 3.5000%  | 0.0000% | $303653.14         | $30517.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 3.5000%  | 0.0000% | $237565.21         | $31674.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 3.5000%  | 0.0000% | $88511.96          | $11639.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-15      | 3.0000%  | 0.0000% | $102344.50         | $17708.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 4.5000%  | 0.0000% | $423542.50         | $28581.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 4.5000%  | 0.0000% | $59729.03          | $4716.62           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 3.5000%  | 0.0000% | $81051.62          | $4900.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 3.5000%  | 0.0000% | $11297.94          | $2378.49           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 3.5000%  | 0.0000% | $53544.64          | $7502.91           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-15      | 4.5000%  | 0.0000% | $196941.50         | $11038.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-15      | 5.0000%  | 0.0000% | $783673.37         | $117413.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 3.5000%  | 0.0000% | $134220.62         | $22123.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 4.5000%  | 0.0000% | $198360.48         | $15407.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-15      | 5.0000%  | 0.0000% | $160337.89         | $36374.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-15      | 4.5000%  | 0.0000% | $190127.12         | $12329.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-15      | 4.5000%  | 0.0000% | $258409.71         | $17456.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-15      | 3.0000%  | 0.0000% | $221750.00         | $34446.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-15      | 3.0000%  | 0.0000% | $199915.83         | $19191.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-15      | 3.5000%  | 0.0000% | $11211.24          | $7099.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $44350.00          | $4094.17           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $162365.35         | $16297.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $23062.00          | $2354.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $579108.77         | $61994.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.0000%  | 0.0000% | $44350.00          | $4800.22           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.0000%  | 0.0000% | $181835.00         | $19189.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.0000%  | 0.0000% | $240099.59         | $23703.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-15      | 4.5000%  | 0.0000% | $712980.58         | $32661.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 3.0000%  | 0.0000% | $113646.88         | $15681.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 3.0000%  | 0.0000% | $115121.73         | $9016.80           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 2.5000%  | 0.0000% | $2217500.00        | $38681.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-15      | 3.5000%  | 0.0000% | $22175.00          | $186.05            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 2.5000%  | 0.0000% | $542955.10         | $12942.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.0000%  | 0.0000% | $353167.03         | $45421.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.0000%  | 0.0000% | $62090.00          | $8951.16           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $55625.10          | $7359.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $60981.25          | $12453.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 3.0000%  | 0.0000% | $64307.50          | $8349.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-08-15      | 3.5000%  | 0.0000% | $275812.43         | $16164.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.0000%  | 0.0000% | $1607012.27        | $198891.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 3.5000%  | 0.0000% | $379665.71         | $85798.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-15      | 3.5000%  | 0.0000% | $288244.18         | $20246.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 3.5000%  | 0.0000% | $49257.77          | $20295.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 3.5000%  | 0.0000% | $456841.81         | $16913.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.5000%  | 0.0000% | $43456.57          | $17401.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 3.5000%  | 0.0000% | $302997.43         | $18110.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-15      | 3.5000%  | 0.0000% | $564636.70         | $19831.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-15      | 3.5000%  | 0.0000% | $339036.46         | $16921.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-15      | 3.5000%  | 0.0000% | $244830.18         | $23110.34          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 2.5000%  | 0.0000% | $752812.42         | $6111.87           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.5000%  | 0.0000% | $1068479.53        | $193448.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.5000%  | 0.0000% | $370040.21         | $23479.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.5000%  | 0.0000% | $423904.84         | $83374.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.0000%  | 0.0000% | $93991.62          | $7714.90           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 3.5000%  | 0.0000% | $1215982.53        | $162866.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 3.5000%  | 0.0000% | $262311.62         | $55876.34          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-15      | 3.5000%  | 0.0000% | $332024.28         | $32121.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-15      | 3.5000%  | 0.0000% | $372483.68         | $77625.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.0000%  | 0.0000% | $22175.00          | $1733.42           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 2.5000%  | 0.0000% | $190591.02         | $3380.14           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 4.0000%  | 0.0000% | $21731.50          | $1278.17           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 4.6250%  | 0.0000% | $259967.95         | $24009.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 4.6250%  | 0.0000% | $1470569.50        | $42970.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 4.0000%  | 0.0000% | $343916.73         | $44639.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 4.0000%  | 0.0000% | $240517.37         | $14307.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-15      | 4.5000%  | 0.0000% | $295517.13         | $32627.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 4.0000%  | 0.0000% | $1549338.64        | $124633.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 4.0000%  | 0.0000% | $399743.18         | $14952.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.0000%  | 0.0000% | $61625.43          | $13009.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.5000%  | 0.0000% | $265476.44         | $41329.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.0000%  | 0.0000% | $7986.99           | $342.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 2.5000%  | 0.0000% | $66100.35          | $34123.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-15      | 4.5000%  | 0.0000% | $22175.00          | $2352.10           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-15      | 5.0000%  | 0.0000% | $21470.06          | $716.47            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-02-15      | 3.5000%  | 0.0000% | $4046937.50        | $3103.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-01-15      | 3.0000%  | 0.0000% | $434408.25         | $186.05            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 5.0000%  | 0.0000% | $377640.25         | $14018.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-08-15      | 3.0000%  | 0.0000% | $731775.00         | $90197.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.0000%  | 0.0000% | $3502096.64        | $355093.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.0000%  | 0.0000% | $2677009.68        | $268564.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.0000%  | 0.0000% | $3455978.85        | $298436.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.0000%  | 0.0000% | $3536493.17        | $388453.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.0000%  | 0.0000% | $3024814.80        | $117767.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 5.0000%  | 0.0000% | $4796630.34        | $323603.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 5.0000%  | 0.0000% | $2986818.38        | $294987.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.5000%  | 0.0000% | $366317.92         | $16474.03          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.5000%  | 0.0000% | $482863.73         | $15456.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.0000%  | 0.0000% | $662059.02         | $54238.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 3.5000%  | 0.0000% | $1051049.54        | $188725.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.0000%  | 0.0000% | $1050276.96        | $44200.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.0000%  | 0.0000% | $261665.00         | $14882.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-15      | 4.5000%  | 0.0000% | $22175000.00       | $1007148.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 5.0000%  | 0.0000% | $33262.50          | $2810.46           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $11087.50          | $1610.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-15      | 4.6250%  | 0.0000% | $553571.16         | $64937.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-15      | 5.0000%  | 0.0000% | $613983.84         | $42548.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-15      | 4.6250%  | 0.0000% | $856425.78         | $19361.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.0000%  | 0.0000% | $20813.90          | $573.67            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.0000%  | 0.0000% | $5571.25           | $142.36            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 5.0000%  | 0.0000% | $22175.00          | $840.43            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $33262500.00       | $734558.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 5.5000%  | 0.0000% | $3314491.48        | $222106.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 5.5000%  | 0.0000% | $6302637.71        | $178405.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.5000%  | 0.0000% | $14003687.90       | $428785.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 5.0000%  | 0.0000% | $753950.00         | $16170.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $66525000.00       | $967860.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $66525000.00       | $826713.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 5.0000%  | 0.0000% | $887000.00         | $54697.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 5.0000%  | 0.0000% | $22175.00          | $1833.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 5.0000%  | 0.0000% | $168385.42         | $9324.59           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $66525000.00       | $752145.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 8.0000%  | 0.0000% | $1366650.13        | $5088.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $267885.75         | $487.18            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.0000%  | 0.0000% | $1447223.66        | $9292.88           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $156946.89         | $130.39            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.0000%  | 0.0000% | $35480.00          | $5182.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.5000%  | 0.0000% | $140390.37         | $1050.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.5000%  | 0.0000% | $820247.26         | $1902.84           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.0000%  | 0.0000% | $361292.62         | $490.51            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.0000%  | 0.0000% | $203652.54         | $136.82            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.0000%  | 0.0000% | $436805.81         | $238.60            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.0000%  | 0.0000% | $711008.56         | $915.61            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-15      | 8.5000%  | 0.0000% | $187690.97         | $320.65            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $111959.80         | $704.50            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 5.5000%  | 0.0000% | $13850.50          | $169.86            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.0000%  | 0.0000% | $608320.57         | $129833.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 8.0000%  | 0.0000% | $155225.00         | $122.18            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.0000%  | 0.0000% | $266100.00         | $1905.50           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $110875.00         | $712.48            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 8.5000%  | 0.0000% | $116166.18         | $679.89            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 5.5000%  | 0.0000% | $66525.00          | $283.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 7.0000%  | 0.0000% | $258004.35         | $7931.11           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $5128302.26        | $32876.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 5.5000%  | 0.0000% | $14413.75          | $532.42            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-15      | 6.0000%  | 0.0000% | $4294624.27        | $20233.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 6.0000%  | 0.0000% | $95980.50          | $393.83            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.5000%  | 0.0000% | $92026.25          | $147.24            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-07-15      | 5.5000%  | 0.0000% | $87591.25          | $834.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-15      | 5.5000%  | 0.0000% | $11891953.78       | $63583.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-15      | 5.5000%  | 0.0000% | $16853.00          | $158.55            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 5.5000%  | 0.0000% | $1115402.50        | $10526.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.5000%  | 0.0000% | $22175.00          | $484.08            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 5.5000%  | 0.0000% | $7311549.87        | $153142.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 5.5000%  | 0.0000% | $705095.15         | $4450.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 6.0000%  | 0.0000% | $118636.25         | $366.11            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 5.5000%  | 0.0000% | $33262500.00       | $195504.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.0000%  | 0.0000% | $221750.00         | $4689.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 5.5000%  | 0.0000% | $44350.00          | $128.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-15      | 6.0000%  | 0.0000% | $44350000.00       | $89787.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-15      | 5.0000%  | 0.0000% | $320395.71         | $48741.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 5.0000%  | 0.0000% | $141718.65         | $11288.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $129498.67         | $5980.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-15      | 4.5000%  | 0.0000% | $285189.79         | $8784.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 3.5000%  | 0.0000% | $175249.91         | $26128.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 3.5000%  | 0.0000% | $655241.31         | $118869.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 3.5000%  | 0.0000% | $42783.78          | $10285.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-15      | 4.5000%  | 0.0000% | $216965.30         | $27369.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-15      | 5.0000%  | 0.0000% | $285234.59         | $78591.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 5.0000%  | 0.0000% | $413260.40         | $136803.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 5.0000%  | 0.0000% | $1006463.38        | $71800.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 5.0000%  | 0.0000% | $711349.16         | $25681.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 4.0000%  | 0.0000% | $11490.86          | $896.31            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 4.0000%  | 0.0000% | $12555.26          | $984.13            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 4.0000%  | 0.0000% | $2313468.74        | $610084.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-15      | 5.0000%  | 0.0000% | $832874.37         | $116982.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-15      | 5.0000%  | 0.0000% | $858032.35         | $103149.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-15      | 4.5000%  | 0.0000% | $434479.43         | $15365.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-15      | 4.5000%  | 0.0000% | $59119.22          | $4740.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 2.5000%  | 0.0000% | $558481.81         | $311548.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 3.5000%  | 0.0000% | $10963.76          | $5454.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-15      | 5.0000%  | 0.0000% | $27285.67          | $4708.42           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-15      | 3.0000%  | 0.0000% | $85022.94          | $19332.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-15      | 4.5000%  | 0.0000% | $289198.81         | $7468.54           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-15      | 5.0000%  | 0.0000% | $202383.69         | $24064.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-15      | 3.0000%  | 0.0000% | $8283.47           | $2687.17           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 4.5000%  | 0.0000% | $385231.42         | $79927.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-15      | 4.5000%  | 0.0000% | $870461.44         | $28693.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-15      | 5.0000%  | 0.0000% | $124055.38         | $10127.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-15      | 4.5000%  | 0.0000% | $1310182.60        | $227000.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-15      | 6.0000%  | 0.0000% | $202838.05         | $201420.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-11-15      | 5.0000%  | 0.0000% | $14413.75          | $308.45            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $4878500.00        | $153176.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 5.0000%  | 0.0000% | $110875.00         | $5870.17           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 5.0000%  | 0.0000% | $121962.50         | $5240.17           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 4.0000%  | 0.0000% | $6980.02           | $531.31            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $5470860.78        | $29184.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 5.0000%  | 0.0000% | $499221.12         | $4268.24           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $10958865.49       | $144549.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $332625.00         | $9058.93           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-15      | 3.5000%  | 0.0000% | $830942.04         | $99379.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.5000%  | 0.0000% | $11087.50          | $182.50            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.5000%  | 0.0000% | $554375.00         | $3278.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 6.0000%  | 0.0000% | $443500.00         | $1799.94           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $2217500.00        | $30961.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $554375.00         | $3587.92           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $126619.25         | $2451.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $66525000.00       | $1082849.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.5000%  | 0.0000% | $154794.58         | $2483.60           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $66525.00          | $409.57            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $1658690.00        | $70909.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $14413.75          | $131.28            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $110875.00         | $810.27            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 4.5000%  | 0.0000% | $22175.00          | $1289.03           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-15      | 4.0000%  | 0.0000% | $4198770.39        | $567937.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 5.0000%  | 0.0000% | $105331.25         | $20853.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-15      | 6.0000%  | 0.0000% | $138397.28         | $573.67            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.0000%  | 0.0000% | $66525.00          | $429.53            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 5.5000%  | 0.0000% | $66525.00          | $145.02            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-15      | 7.0000%  | 0.0000% | $222165.34         | $2409.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.5000%  | 0.0000% | $145262.66         | $698.07            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 8.0000%  | 0.0000% | $221750.00         | $516.68            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.0000%  | 0.0000% | $453919.59         | $937.78            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $698673.27         | $1455.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $377564.19         | $808.06            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 8.5000%  | 0.0000% | $103668.12         | $722.46            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.5000%  | 0.0000% | $357190.69         | $974.37            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $519362.01         | $163.43            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $273277.83         | $529.98            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.0000%  | 0.0000% | $545038.88         | $180.28            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-15      | 8.0000%  | 0.0000% | $462423.04         | $899.86            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 7.0000%  | 0.0000% | $54077.06          | $119.30            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $1826205.27        | $2614.21           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $279741.84         | $1882.21           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $92358.65          | $636.20            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.5000%  | 0.0000% | $233582.58         | $184.27            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.5000%  | 0.0000% | $767509.13         | $529.32            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-02-15      | 6.0000%  | 0.0000% | $46708962.31       | $124415.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 5.0000%  | 0.0000% | $378527.25         | $4370.25           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-11-15      | 5.0000%  | 0.0000% | $16631.25          | $119.52            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-15      | 6.0000%  | 0.0000% | $122611.34         | $1488.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-15      | 6.0000%  | 0.0000% | $10865750.00       | $94619.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-02-15      | 6.0000%  | 0.0000% | $10644000.00       | $38612.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $155453.40         | $900.53            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.0000%  | 0.0000% | $926930.52         | $135110.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-15      | 7.5000%  | 0.0000% | $332625.00         | $1472.20           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-11-15      | 6.5000%  | 0.0000% | $820475.00         | $14978.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.0000%  | 0.0000% | $583471.70         | $44409.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-11-15      | 6.0000%  | 0.0000% | $263414.16         | $1626.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 6.0000%  | 0.0000% | $130508.74         | $306.90            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 5.5000%  | 0.0000% | $419218.15         | $6445.16           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 5.5000%  | 0.0000% | $13305.00          | $369.88            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-15      | 6.0000%  | 0.0000% | $73142.91          | $1664.01           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-02-15      | 6.0000%  | 0.0000% | $32409.21          | $583.42            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-15      | 6.0000%  | 0.0000% | $98912.70          | $1147.56           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 6.0000%  | 0.0000% | $33262.50          | $3321.15           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 3.5000%  | 0.0000% | $811537.37         | $86460.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-15      | 3.5000%  | 0.0000% | $1645815.86        | $112867.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-06-15      | 6.0000%  | 0.0000% | $754491.29         | $2715.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 5.0000%  | 0.0000% | $15522.50          | $400.92            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 4.0000%  | 0.0000% | $433654.52         | $18936.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 2.5000%  | 0.0000% | $38806.25          | $2224.82           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 5.0000%  | 0.0000% | $22175.00          | $2235.68           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 3.0000%  | 0.0000% | $90594.85          | $3565.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-15      | 3.0000%  | 0.0000% | $669333.97         | $343863.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 2.5000%  | 0.0000% | $241108.78         | $68440.70          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-15      | 3.0000%  | 0.0000% | $476868.05         | $205809.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $11118013.47       | $11648883.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $9262592.85        | $9122228.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 4.5000%  | 0.0000% | $23679545.59       | $22028936.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.0000%  | 0.0000% | $4435.00           | $4122.78           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $10219693.57       | $6905121.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $2439144.23        | $2384731.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $4362734.34        | $4331885.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.0000%  | 0.0000% | $611143.00         | $457545.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $376975.00         | $290808.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $22175.00          | $18531.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $12196.25          | $9877.63           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 2.5000%  | 0.0000% | $10766710.24       | $7969844.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $22175.00          | $14179.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $33040.75          | $19618.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $133050.00         | $76865.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $1006745.00        | $786417.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $22175.00          | $17241.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $75395.00          | $40215.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.0000%  | 0.0000% | $1108750.00        | $495630.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.0000%  | 0.0000% | $651945.00         | $307011.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 4.0000%  | 0.0000% | $68742.50          | $9999.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.5000%  | 0.0000% | $5632450.00        | $221455.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 3.5000%  | 0.0000% | $3287443.75        | $841677.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.5000%  | 0.0000% | $128615.00         | $37464.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-20      | 3.5000%  | 0.0000% | $4213250.00        | $1246502.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.5000%  | 0.0000% | $7761.25           | $4360.94           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.0000%  | 0.0000% | $77612.50          | $8464.20           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-15      | 6.5000%  | 0.0000% | $111096.75         | $255.90            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.0000%  | 0.0000% | $103999.64         | $171.19            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $1012288.75        | $2893.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 8.5000%  | 0.0000% | $86339.25          | $198.24            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $4675944.01        | $29643.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 6.0000%  | 0.0000% | $667424.70         | $1226.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-07-15      | 3.0000%  | 0.0000% | $269405.18         | $49317.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 3.0000%  | 0.0000% | $494306.47         | $54641.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 4.5000%  | 0.0000% | $113360.15         | $18287.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.0000%  | 0.0000% | $17006.89          | $3302.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-15      | 3.0000%  | 0.0000% | $83356.93          | $9433.91           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 2.5000%  | 0.0000% | $2153414.25        | $73960.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.5000%  | 0.0000% | $110875.00         | $10712.52          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 3.5000%  | 0.0000% | $221750.00         | $6973.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.0000%  | 0.0000% | $6528.10           | $316.44            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-15      | 4.5000%  | 0.0000% | $138351.60         | $72231.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 4.0000%  | 0.0000% | $121613.02         | $80670.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 7.0000%  | 0.0000% | $74156.08          | $213.32            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 7.0000%  | 0.0000% | $3530260.00        | $5987.47           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $177762.56         | $2967.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 8.5000%  | 0.0000% | $377208.06         | $149.90            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $1190876.22        | $3286.56           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 7.0000%  | 0.0000% | $12085375.00       | $21025.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $280395.56         | $117.75            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-05-15      | 5.5000%  | 0.0000% | $24836.00          | $500.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.0000%  | 0.0000% | $663783.12         | $802.07            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $283188.06         | $290.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $479329.92         | $153.01            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.0000%  | 0.0000% | $2599873.95        | $4535.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.0000%  | 0.0000% | $247030.39         | $579.21            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $202708.77         | $776.79            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $204385.42         | $1081.92           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.5000%  | 0.0000% | $220523.28         | $659.26            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $201185.35         | $328.19            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $778650.95         | $2525.95           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $952406.05         | $435.07            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $876128.26         | $576.99            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $283107.12         | $1185.48           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $211593.85         | $1372.41           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.5000%  | 0.0000% | $387314.76         | $397.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.0000%  | 0.0000% | $733904.02         | $737.10            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 7.5000%  | 0.0000% | $553696.44         | $2989.63           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 4.0000%  | 0.0000% | $353136.65         | $272641.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 4.0000%  | 0.0000% | $423922.14         | $384716.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 4.0000%  | 0.0000% | $561945.10         | $255412.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 4.0000%  | 0.0000% | $255756.91         | $177559.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-15      | 4.0000%  | 0.0000% | $1676063.67        | $1081455.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 4.0000%  | 0.0000% | $364591.37         | $228718.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 4.0000%  | 0.0000% | $66700.40          | $59683.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 3.5000%  | 0.0000% | $85181.94          | $72671.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 4.0000%  | 0.0000% | $27755.12          | $19042.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 3.5000%  | 0.0000% | $111878.64         | $29575.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-15      | 4.0000%  | 0.0000% | $228810.30         | $161512.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 4.0000%  | 0.0000% | $251361.39         | $203338.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 4.0000%  | 0.0000% | $702615.98         | $366657.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 4.0000%  | 0.0000% | $325377.99         | $202987.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 4.0000%  | 0.0000% | $257815.86         | $149949.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 4.0000%  | 0.0000% | $847756.02         | $686504.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 4.0000%  | 0.0000% | $626773.94         | $481239.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 4.0000%  | 0.0000% | $234438.31         | $210464.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 3.5000%  | 0.0000% | $162192.16         | $133495.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 4.0000%  | 0.0000% | $236103.66         | $90463.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 4.0000%  | 0.0000% | $96683.00          | $56384.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 4.0000%  | 0.0000% | $273742.84         | $124314.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-15      | 4.0000%  | 0.0000% | $399132.04         | $272951.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-15      | 3.5000%  | 0.0000% | $22049.05          | $19229.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 3.0000%  | 0.0000% | $1786580.76        | $1421043.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 4.0000%  | 0.0000% | $311900.91         | $241224.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-15      | 4.0000%  | 0.0000% | $2827227.13        | $2342723.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-15      | 4.0000%  | 0.0000% | $453355.01         | $403409.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-15      | 4.0000%  | 0.0000% | $285106.64         | $224809.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-15      | 4.0000%  | 0.0000% | $69445.00          | $49606.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-15      | 4.0000%  | 0.0000% | $727787.71         | $528079.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-15      | 4.0000%  | 0.0000% | $91683.20          | $18222.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-15      | 4.0000%  | 0.0000% | $24321.76          | $8882.86           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-15      | 3.5000%  | 0.0000% | $226143.98         | $158005.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-15      | 3.5000%  | 0.0000% | $113571.92         | $87432.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-15      | 3.5000%  | 0.0000% | $273488.71         | $152705.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-15      | 4.0000%  | 0.0000% | $1550317.67        | $1112163.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-15      | 4.0000%  | 0.0000% | $1102671.83        | $825947.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-15      | 4.0000%  | 0.0000% | $1483617.27        | $941164.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-15      | 2.5000%  | 0.0000% | $31549.04          | $12370.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-15      | 3.0000%  | 0.0000% | $1410781.70        | $230328.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-15      | 3.0000%  | 0.0000% | $2919622.15        | $1267697.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-15      | 3.0000%  | 0.0000% | $2106625.00        | $855748.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.0000%  | 0.0000% | $19872148.65       | $4306051.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.0000%  | 0.0000% | $834229.27         | $65983.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.0000%  | 0.0000% | $1424078.50        | $264914.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-15      | 4.5000%  | 0.0000% | $346744.04         | $235359.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-15      | 4.0000%  | 0.0000% | $216399.62         | $96123.52          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-15      | 3.0000%  | 0.0000% | $2249471.69        | $392153.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-15      | 5.0000%  | 0.0000% | $1186973.86        | $321818.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-15      | 5.0000%  | 0.0000% | $325327.87         | $188720.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-15      | 5.5000%  | 0.0000% | $222241.62         | $19719.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-15      | 4.5000%  | 0.0000% | $195161.95         | $6826.80           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-15      | 5.0000%  | 0.0000% | $6652.50           | $4908.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-15      | 4.0000%  | 0.0000% | $367602.74         | $263913.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 3.5000%  | 0.0000% | $36917.38          | $1478.41           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $1626105.17        | $1212.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.0000%  | 0.0000% | $222827.48         | $1679.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 6.5000%  | 0.0000% | $76282.00          | $130.17            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.0000%  | 0.0000% | $203566.72         | $424.65            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-15      | 4.6250%  | 0.0000% | $1494804.11        | $90801.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-15      | 4.6250%  | 0.0000% | $2143389.38        | $117812.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 4.5000%  | 0.0000% | $332625.00         | $8396.12           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 5.0000%  | 0.0000% | $252791.45         | $41353.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 5.0000%  | 0.0000% | $665127.37         | $83508.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-15      | 4.5000%  | 0.0000% | $544306.88         | $429871.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 5.0000%  | 0.0000% | $255060.40         | $24161.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-15      | 3.5000%  | 0.0000% | $684623.19         | $195750.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-15      | 3.0000%  | 0.0000% | $251216.14         | $39546.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-15      | 5.0000%  | 0.0000% | $341867.32         | $70632.70          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-15      | 5.0000%  | 0.0000% | $171768.44         | $24636.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-15      | 5.0000%  | 0.0000% | $983380.75         | $118361.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-10-15      | 5.0000%  | 0.0000% | $749927.90         | $172702.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-10-15      | 3.5000%  | 0.0000% | $1806483.94        | $505355.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.5000%  | 0.0000% | $17350.39          | $1912.59           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-15      | 3.0000%  | 0.0000% | $3016176.09        | $265047.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-15      | 3.0000%  | 0.0000% | $13849152.55       | $1374632.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-01-15      | 3.0000%  | 0.0000% | $3055501.45        | $285960.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-15      | 3.0000%  | 0.0000% | $222056.24         | $66535.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-15      | 3.0000%  | 0.0000% | $228382.54         | $30079.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-11-15      | 3.0000%  | 0.0000% | $25938.76          | $2449.01           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-11-15      | 3.0000%  | 0.0000% | $53534.22          | $2202.64           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 3.0000%  | 0.0000% | $443500.00         | $42003.00          | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Goldman Sachs Variable Insurance Trust

**Date:** 2025-11-07

**By:** Peter W. Fortner

**Name of Signing Officer:** Peter W. Fortner

**Title of Signing Officer:** Assistant Treasurer