# EDGAR Filing Document

**Accession Number:** 0000798290
**File Stem:** 0001410368-25-021425
**Filing Date:** 2025-11
**Character Count:** 330134
**Document Hash:** b870323772faf5d4f17022cf0f27436a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-021425.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001410368-25-021425

**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:** HSBC FUNDS
- **CENTRAL INDEX KEY:** 0000798290

**ORGANIZATION NAME:**
- **EIN:** 043084306
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04782
- **FILM NUMBER:** 251460784

**BUSINESS ADDRESS:**
- **STREET 1:** C/O HSBC FUNDS
- **STREET 2:** 66 HUDSON BOULEVARD E
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 1-800-782-8183

**MAIL ADDRESS:**
- **STREET 1:** C/O HSBC FUNDS
- **STREET 2:** 66 HUDSON BOULEVARD E
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HSBC INVESTOR FUNDS
- **DATE OF NAME CHANGE:** 20010531

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** REPUBLIC FUNDS
- **DATE OF NAME CHANGE:** 19941013

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FUNDTRUST /NY
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### HSBC U.S. Government Money Market Fund (Series ID: S000005047)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000013784 | Y Shares                   | RGYXX           |
| C000013787 | Class A Shares             | HGDXX           |
| C000013788 | I Shares                   | HGIXX           |
| C000167214 | Intermediary Class         | HGGXX           |
| C000167215 | Intermediary Service Class | HGFXX           |
| C000238466 | Class P                    | HGPXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000798290

### General Information

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

**Registrant Full Name:** The HSBC Funds

**CIK Number of Registrant:** 0000798290

**LEI of Registrant:** 213800JVHAGFQYZSO120

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

**LEI of Series:** 213800MK2OTSN7TSAV83

**EDGAR Series Identifier:** S000005047

**Total number of share classes in the series:** 6

**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            | HSBC Global Asset Management (USA) Inc.                   | 801-25999         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: New York<br>State: NY |  |
| Administrator                 | HSBC Global Asset Management (USA) Inc.                   |  |
| Transfer Agent                | State Street Bank and Trust Co.<br>CIK: 0000839287        | 085-05003         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-07647

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 42 days

- **WAL:** 99 days

- **Total Value of Portfolio Securities:** $43360747451.54

- **Amortized Cost of Portfolio Securities:** $43349848086.47

- **Cash:** $569553.99

- **Total Other Assets:** $55133872.54

- **Total Liabilities:** $579527780.64

- **Net Assets of Series:** $42826023732.36

- **Number of Shares Outstanding (Series):** 42827150445.4810

- **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 | $36918600006.73           | $37568269392.23            | 81.4100%                  | 82.8400%                   |
| 2025-10-02 | $35584593084.64           | $36234248795.14            | 80.8400%                  | 82.3200%                   |
| 2025-10-03 | $34186849513.91           | $34361510955.91            | 81.1100%                  | 81.5200%                   |
| 2025-10-06 | $35241546830.93           | $35465910812.93            | 81.5800%                  | 82.1000%                   |
| 2025-10-07 | $34379390317.24           | $34503764976.49            | 80.9300%                  | 81.2200%                   |
| 2025-10-08 | $34758213696.46           | $34882601126.96            | 80.7200%                  | 81.0100%                   |
| 2025-10-09 | $34374841390.97           | $34499242036.97            | 80.0800%                  | 80.3700%                   |
| 2025-10-10 | $17783488902.41           | $32633462525.76            | 42.8900%                  | 78.7000%                   |
| 2025-10-14 | $32165332385.05           | $32389803180.30            | 78.2300%                  | 78.7800%                   |
| 2025-10-15 | $32074818237.03           | $32299308598.28            | 77.6300%                  | 78.1700%                   |
| 2025-10-16 | $32645843559.42           | $32970353173.17            | 77.6600%                  | 78.4300%                   |
| 2025-10-17 | $31361128733.20           | $31685642681.95            | 76.9400%                  | 77.7400%                   |
| 2025-10-20 | $32216340464.34           | $32620888116.39            | 77.6100%                  | 78.5800%                   |
| 2025-10-21 | $32396866136.59           | $32801431312.69            | 77.7100%                  | 78.6800%                   |
| 2025-10-22 | $32699977086.27           | $33064558937.07            | 77.6800%                  | 78.5400%                   |
| 2025-10-23 | $31890022775.70           | $32304615303.95            | 76.9600%                  | 77.9600%                   |
| 2025-10-24 | $32682407989.87           | $32917015098.07            | 77.4400%                  | 77.9900%                   |
| 2025-10-27 | $33921605410.72           | $34156256618.22            | 77.3800%                  | 77.9100%                   |
| 2025-10-28 | $33769082796.84           | $33943749831.34            | 77.5100%                  | 77.9200%                   |
| 2025-10-29 | $35144942021.05           | $35469626190.55            | 78.2900%                  | 79.0200%                   |
| 2025-10-30 | $33782366875.35           | $33982366687.35            | 77.7700%                  | 78.2300%                   |
| 2025-10-31 | $33766700796.37           | $33966700449.37            | 77.7700%                  | 78.2300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.1900%             |
| 2025-10-02 | 4.1900%             |
| 2025-10-03 | 4.1800%             |
| 2025-10-06 | 4.1800%             |
| 2025-10-07 | 4.1700%             |
| 2025-10-08 | 4.1600%             |
| 2025-10-09 | 4.1600%             |
| 2025-10-10 | 4.1500%             |
| 2025-10-14 | 4.1500%             |
| 2025-10-15 | 4.1600%             |
| 2025-10-16 | 4.1700%             |
| 2025-10-17 | 4.1800%             |
| 2025-10-20 | 4.1800%             |
| 2025-10-21 | 4.1800%             |
| 2025-10-22 | 4.1800%             |
| 2025-10-23 | 4.1800%             |
| 2025-10-24 | 4.1800%             |
| 2025-10-27 | 4.1800%             |
| 2025-10-28 | 4.1900%             |
| 2025-10-29 | 4.1900%             |
| 2025-10-30 | 4.1800%             |
| 2025-10-31 | 4.1700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0002                      |
|  |  |
| 2025-10-02 | 1.0002                      |
|  |  |
| 2025-10-03 | 1.0002                      |
|  |  |
| 2025-10-06 | 1.0002                      |
|  |  |
| 2025-10-07 | 1.0002                      |
|  |  |
| 2025-10-08 | 1.0002                      |
|  |  |
| 2025-10-09 | 1.0002                      |
|  |  |
| 2025-10-10 | 1.0002                      |
|  |  |
| 2025-10-14 | 1.0002                      |
|  |  |
| 2025-10-15 | 1.0002                      |
|  |  |
| 2025-10-16 | 1.0002                      |
|  |  |
| 2025-10-17 | 1.0002                      |
|  |  |
| 2025-10-20 | 1.0002                      |
|  |  |
| 2025-10-21 | 1.0002                      |
|  |  |
| 2025-10-22 | 1.0002                      |
|  |  |
| 2025-10-23 | 1.0002                      |
|  |  |
| 2025-10-24 | 1.0002                      |
|  |  |
| 2025-10-27 | 1.0002                      |
|  |  |
| 2025-10-28 | 1.0002                      |
|  |  |
| 2025-10-29 | 1.0002                      |
|  |  |
| 2025-10-30 | 1.0002                      |
|  |  |
| 2025-10-31 | 1.0002                      |
|  |  |

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

### Class: Class Y

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $2720624074.13

- **Number of Shares Outstanding:** 2720637592.7110

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0003          |
|  |  |
| 2025-10-02 | 1.0003          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0003          |
|  |  |
| 2025-10-28 | 1.0003          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $894082045.15             | $442858470.96           |
| 2025-10-02 | $460589497.35             | $667740253.05           |
| 2025-10-03 | $27618432.32              | $1554038969.51          |
| 2025-10-06 | $129770784.33             | $169740818.52           |
| 2025-10-07 | $45427156.37              | $719359574.71           |
| 2025-10-08 | $136420741.92             | $94016949.36            |
| 2025-10-09 | $64654915.67              | $126919870.43           |
| 2025-10-10 | $298081434.97             | $248010675.69           |
| 2025-10-14 | $221706116.95             | $323572908.84           |
| 2025-10-15 | $39818239.42              | $274837905.19           |
| 2025-10-16 | $52802336.85              | $305474398.29           |
| 2025-10-17 | $113424928.11             | $70024417.40            |
| 2025-10-20 | $170268062.50             | $66084188.25            |
| 2025-10-21 | $33089045.07              | $160022305.47           |
| 2025-10-22 | $437802229.07             | $93613587.97            |
| 2025-10-23 | $45996368.18              | $26497255.69            |
| 2025-10-24 | $63778455.49              | $70055293.11            |
| 2025-10-27 | $85133021.47              | $32425704.94            |
| 2025-10-28 | $53122126.12              | $85690690.31            |
| 2025-10-29 | $165925974.07             | $17902893.83            |
| 2025-10-30 | $219615566.09             | $340617794.84           |
| 2025-10-31 | $626088705.27             | $141959774.01           |

**Total Gross Subscriptions (Month):** $4385216182.74

**Total Gross Redemptions (Month):** $6031464700.37

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.9600%           |
| 2025-10-02 | 3.9500%           |
| 2025-10-03 | 3.9500%           |
| 2025-10-06 | 3.9500%           |
| 2025-10-07 | 3.9400%           |
| 2025-10-08 | 3.9300%           |
| 2025-10-09 | 3.9300%           |
| 2025-10-10 | 3.9200%           |
| 2025-10-14 | 3.9200%           |
| 2025-10-15 | 3.9300%           |
| 2025-10-16 | 3.9300%           |
| 2025-10-17 | 3.9500%           |
| 2025-10-20 | 3.9500%           |
| 2025-10-21 | 3.9500%           |
| 2025-10-22 | 3.9500%           |
| 2025-10-23 | 3.9500%           |
| 2025-10-24 | 3.9500%           |
| 2025-10-27 | 3.9500%           |
| 2025-10-28 | 3.9600%           |
| 2025-10-29 | 3.9600%           |
| 2025-10-30 | 3.9500%           |
| 2025-10-31 | 3.9400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                                               | PARTNERSHIPS     | 5.7400%          | 0.0000%              |
| Depository institution or other banking institution |  | 14.4100%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.5200%          | 0.0000%              |
| Non-financial corporation                           |  | 19.8900%         | 0.0000%              |

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1847744105.69

- **Number of Shares Outstanding:** 1847474164.0300

**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          |
|  |  |
| 2025-10-14 | 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 | 1.0004          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $31278191.42              | $1179750.38             |
| 2025-10-02 | $2765012.34               | $38772295.05            |
| 2025-10-03 | $14214513.83              | $22750.00               |
| 2025-10-06 | $1187987.02               | $5170008.76             |
| 2025-10-07 | $49365317.82              | $2880794.70             |
| 2025-10-08 | $12551245.51              | $935728.31              |
| 2025-10-09 | $10956.94                 | $19299502.75            |
| 2025-10-10 | $3790084.64               | $3432057.25             |
| 2025-10-14 | $286365.21                | $13520963.72            |
| 2025-10-15 | $6811879.77               | $767700.64              |
| 2025-10-16 | $2798850.99               | $6042313.36             |
| 2025-10-17 | $1092835.64               | $705574.24              |
| 2025-10-20 | $490415.44                | $3926332.32             |
| 2025-10-21 | $3503514.14               | $241114.39              |
| 2025-10-22 | $24220602.91              | $138003.57              |
| 2025-10-23 | $10243.98                 | $5011967.26             |
| 2025-10-24 | $558273.74                | $10579764.29            |
| 2025-10-27 | $644965.69                | $10319420.91            |
| 2025-10-28 | $4973183.19               | $19558622.73            |
| 2025-10-29 | $6704.92                  | $1180866.58             |
| 2025-10-30 | $2074.92                  | $3357424.09             |
| 2025-10-31 | $5839906.85               | $3717828.81             |

**Total Gross Subscriptions (Month):** $166403126.91

**Total Gross Redemptions (Month):** $150760784.11

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.7100%           |
| 2025-10-02 | 3.7000%           |
| 2025-10-03 | 3.7000%           |
| 2025-10-06 | 3.7000%           |
| 2025-10-07 | 3.6900%           |
| 2025-10-08 | 3.6800%           |
| 2025-10-09 | 3.6800%           |
| 2025-10-10 | 3.6700%           |
| 2025-10-14 | 3.6700%           |
| 2025-10-15 | 3.6800%           |
| 2025-10-16 | 3.6800%           |
| 2025-10-17 | 3.7000%           |
| 2025-10-20 | 3.7000%           |
| 2025-10-21 | 3.7000%           |
| 2025-10-22 | 3.7000%           |
| 2025-10-23 | 3.7000%           |
| 2025-10-24 | 3.7000%           |
| 2025-10-27 | 3.7000%           |
| 2025-10-28 | 3.7100%           |
| 2025-10-29 | 3.7100%           |
| 2025-10-30 | 3.7000%           |
| 2025-10-31 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 87.4600%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.0200%          | 0.0000%              |

### Class: Class I

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $31233420665.05

- **Number of Shares Outstanding:** 31235003181.2100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0001          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $1605398199.85            | $1419232391.22          |
| 2025-10-02 | $755043876.52             | $1107996561.10          |
| 2025-10-03 | $670498258.17             | $1065047756.09          |
| 2025-10-06 | $1256722092.06            | $630562177.71           |
| 2025-10-07 | $503407763.41             | $1056422221.91          |
| 2025-10-08 | $989814051.42             | $856093248.35           |
| 2025-10-09 | $841601251.51             | $639618217.62           |
| 2025-10-10 | $712659397.91             | $1605039313.57          |
| 2025-10-14 | $1630334442.09            | $1700978162.36          |
| 2025-10-15 | $1097525406.61            | $1105656854.91          |
| 2025-10-16 | $1081921333.10            | $688527854.12           |
| 2025-10-17 | $945793019.10             | $1824680454.61          |
| 2025-10-20 | $1579769918.37            | $1173254454.07          |
| 2025-10-21 | $1186808804.78            | $943551750.08           |
| 2025-10-22 | $924116921.42             | $1154055497.67          |
| 2025-10-23 | $624375460.61             | $1488020557.68          |
| 2025-10-24 | $1333641568.17            | $770846722.62           |
| 2025-10-27 | $1609690582.10            | $750779171.07           |
| 2025-10-28 | $1100286337.25            | $858936042.06           |
| 2025-10-29 | $1461483774.69            | $562026062.03           |
| 2025-10-30 | $981670218.44             | $1441522128.63          |
| 2025-10-31 | $1652936790.85            | $1635364610.58          |

**Total Gross Subscriptions (Month):** $24545499468.43

**Total Gross Redemptions (Month):** $24478212210.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0600%           |
| 2025-10-02 | 4.0500%           |
| 2025-10-03 | 4.0500%           |
| 2025-10-06 | 4.0500%           |
| 2025-10-07 | 4.0400%           |
| 2025-10-08 | 4.0300%           |
| 2025-10-09 | 4.0300%           |
| 2025-10-10 | 4.0200%           |
| 2025-10-14 | 4.0200%           |
| 2025-10-15 | 4.0300%           |
| 2025-10-16 | 4.0300%           |
| 2025-10-17 | 4.0500%           |
| 2025-10-20 | 4.0500%           |
| 2025-10-21 | 4.0500%           |
| 2025-10-22 | 4.0500%           |
| 2025-10-23 | 4.0500%           |
| 2025-10-24 | 4.0500%           |
| 2025-10-27 | 4.0500%           |
| 2025-10-28 | 4.0600%           |
| 2025-10-29 | 4.0600%           |
| 2025-10-30 | 4.0500%           |
| 2025-10-31 | 4.0400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | PARTNERSHIPS     | 6.0000%          | 0.0000%              |
| Other                     | PARTNERSHIPS     | 6.3400%          | 0.0000%              |
| Non-financial corporation |  | 7.5700%          | 0.0000%              |
| Non-financial corporation |  | 7.6700%          | 0.0000%              |

### Class: Intermediary Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $2888595497.25

- **Number of Shares Outstanding:** 2888615491.6500

- **Expense Reimbursement/Waiver:** 272284.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0003          |
|  |  |
| 2025-10-02 | 1.0003          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0003          |
|  |  |
| 2025-10-28 | 1.0003          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $603212125.45             | $109725258.57           |
| 2025-10-02 | $20343205.14              | $0.00                   |
| 2025-10-03 | $910766.18                | $31804134.42            |
| 2025-10-06 | $7376500.00               | $155789694.43           |
| 2025-10-07 | $476956117.00             | $0.00                   |
| 2025-10-08 | $39034884.73              | $6500000.00             |
| 2025-10-09 | $43979701.76              | $0.00                   |
| 2025-10-10 | $27301.69                 | $590244551.92           |
| 2025-10-14 | $34061996.34              | $90024379.23            |
| 2025-10-15 | $96834223.92              | $305000000.00           |
| 2025-10-16 | $780921281.68             | $8000000.00             |
| 2025-10-17 | $1503839.24               | $53489253.23            |
| 2025-10-20 | $183664012.43             | $0.00                   |
| 2025-10-21 | $225975514.29             | $0.00                   |
| 2025-10-22 | $44090318.25              | $583701319.38           |
| 2025-10-23 | $256630402.14             | $18000000.00            |
| 2025-10-24 | $150999999.00             | $129166688.07           |
| 2025-10-27 | $466077.26                | $145768335.81           |
| 2025-10-28 | $17773107.05              | $300000.00              |
| 2025-10-29 | $315487164.48             | $111000000.00           |
| 2025-10-30 | $636034677.05             | $656000000.00           |
| 2025-10-31 | $17006561.95              | $76261466.82            |

**Total Gross Subscriptions (Month):** $3953289777.03

**Total Gross Redemptions (Month):** $3070775081.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0300%           |
| 2025-10-02 | 4.0300%           |
| 2025-10-03 | 4.0200%           |
| 2025-10-06 | 4.0200%           |
| 2025-10-07 | 4.0100%           |
| 2025-10-08 | 4.0000%           |
| 2025-10-09 | 4.0000%           |
| 2025-10-10 | 3.9900%           |
| 2025-10-14 | 3.9900%           |
| 2025-10-15 | 4.0000%           |
| 2025-10-16 | 4.0100%           |
| 2025-10-17 | 4.0200%           |
| 2025-10-20 | 4.0200%           |
| 2025-10-21 | 4.0200%           |
| 2025-10-22 | 4.0200%           |
| 2025-10-23 | 4.0200%           |
| 2025-10-24 | 4.0200%           |
| 2025-10-27 | 4.0200%           |
| 2025-10-28 | 4.0300%           |
| 2025-10-29 | 4.0300%           |
| 2025-10-30 | 4.0200%           |
| 2025-10-31 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 25.3400%         | 0.0000%              |
| Non-financial corporation |  | 61.3300%         | 0.0000%              |

### Class: Intermediary Service Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3707939861.54

- **Number of Shares Outstanding:** 3707752258.6800

- **Expense Reimbursement/Waiver:** 453395.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0003          |
|  |  |
| 2025-10-02 | 1.0003          |
|  |  |
| 2025-10-03 | 1.0003          |
|  |  |
| 2025-10-06 | 1.0003          |
|  |  |
| 2025-10-07 | 1.0003          |
|  |  |
| 2025-10-08 | 1.0003          |
|  |  |
| 2025-10-09 | 1.0003          |
|  |  |
| 2025-10-10 | 1.0003          |
|  |  |
| 2025-10-14 | 1.0003          |
|  |  |
| 2025-10-15 | 1.0003          |
|  |  |
| 2025-10-16 | 1.0003          |
|  |  |
| 2025-10-17 | 1.0003          |
|  |  |
| 2025-10-20 | 1.0003          |
|  |  |
| 2025-10-21 | 1.0003          |
|  |  |
| 2025-10-22 | 1.0003          |
|  |  |
| 2025-10-23 | 1.0003          |
|  |  |
| 2025-10-24 | 1.0003          |
|  |  |
| 2025-10-27 | 1.0003          |
|  |  |
| 2025-10-28 | 1.0003          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $72440101.62              | $36698654.72            |
| 2025-10-02 | $60999942.06              | $226962838.98           |
| 2025-10-03 | $70903958.93              | $22586499.46            |
| 2025-10-06 | $89184280.48              | $48018863.34            |
| 2025-10-07 | $38571236.92              | $49584999.03            |
| 2025-10-08 | $114132530.57             | $28877040.70            |
| 2025-10-09 | $117912839.74             | $180810388.71           |
| 2025-10-10 | $115675722.13             | $61399426.42            |
| 2025-10-14 | $181723759.40             | $194722048.90           |
| 2025-10-15 | $131673325.44             | $34068770.63            |
| 2025-10-16 | $120316635.71             | $80895538.87            |
| 2025-10-17 | $135576429.98             | $397700061.41           |
| 2025-10-20 | $134934763.87             | $68395875.41            |
| 2025-10-21 | $128800448.27             | $51945627.43            |
| 2025-10-22 | $250321144.90             | $26535510.05            |
| 2025-10-23 | $461661065.73             | $74876855.10            |
| 2025-10-24 | $293833153.71             | $45630721.66            |
| 2025-10-27 | $128113274.18             | $49681178.79            |
| 2025-10-28 | $155479206.86             | $70345960.76            |
| 2025-10-29 | $75124174.01              | $246414739.88           |
| 2025-10-30 | $67975692.69              | $142963362.00           |
| 2025-10-31 | $97945240.08              | $509095048.78           |

**Total Gross Subscriptions (Month):** $3043298927.28

**Total Gross Redemptions (Month):** $2648210011.03

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

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 16.5600%         | 0.0000%              |
| Non-financial corporation                           |  | 12.3000%         | 0.0000%              |
| Non-financial corporation                           |  | 22.8700%         | 0.0000%              |

### Class: Class P

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $427699528.70

- **Number of Shares Outstanding:** 427667757.2000

- **Expense Reimbursement/Waiver:** 39294.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0003          |
|  |  |
| 2025-10-02 | 1.0003          |
|  |  |
| 2025-10-03 | 1.0003          |
|  |  |
| 2025-10-06 | 1.0003          |
|  |  |
| 2025-10-07 | 1.0003          |
|  |  |
| 2025-10-08 | 1.0003          |
|  |  |
| 2025-10-09 | 1.0003          |
|  |  |
| 2025-10-10 | 1.0003          |
|  |  |
| 2025-10-14 | 1.0003          |
|  |  |
| 2025-10-15 | 1.0003          |
|  |  |
| 2025-10-16 | 1.0003          |
|  |  |
| 2025-10-17 | 1.0003          |
|  |  |
| 2025-10-20 | 1.0003          |
|  |  |
| 2025-10-21 | 1.0003          |
|  |  |
| 2025-10-22 | 1.0003          |
|  |  |
| 2025-10-23 | 1.0003          |
|  |  |
| 2025-10-24 | 1.0003          |
|  |  |
| 2025-10-27 | 1.0003          |
|  |  |
| 2025-10-28 | 1.0003          |
|  |  |
| 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 | $12767638.82              | $32749957.93            |
| 2025-10-02 | $2434309.20               | $3047960.13             |
| 2025-10-03 | $14315222.05              | $3914845.43             |
| 2025-10-06 | $1741394.41               | $7205872.77             |
| 2025-10-07 | $1175690.11               | $1380835.15             |
| 2025-10-08 | $2554175.86               | $3312560.17             |
| 2025-10-09 | $5960086.33               | $9594729.74             |
| 2025-10-10 | $4412717.57               | $1786720.34             |
| 2025-10-14 | $3663799.60               | $2635533.86             |
| 2025-10-15 | $5952517.69               | $7005989.09             |
| 2025-10-16 | $8567477.07               | $1160833.22             |
| 2025-10-17 | $8501572.23               | $382955.96              |
| 2025-10-20 | $2684946.03               | $6179550.26             |
| 2025-10-21 | $10034752.12              | $9245017.12             |
| 2025-10-22 | $2076101.85               | $19732228.06            |
| 2025-10-23 | $5284055.17               | $3478740.19             |
| 2025-10-24 | $4974633.25               | $16313679.02            |
| 2025-10-27 | $5177988.53               | $4269417.88             |
| 2025-10-28 | $16497548.61              | $2503777.37             |
| 2025-10-29 | $3207858.59               | $5273405.56             |
| 2025-10-30 | $4171848.80               | $8847745.81             |
| 2025-10-31 | $8130288.31               | $35360965.93            |

**Total Gross Subscriptions (Month):** $134286622.20

**Total Gross Redemptions (Month):** $185383320.99

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

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 9.4000%          | 0.0000%              |
| Non-financial corporation |  | 7.2300%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: BlackRock Liquidity Funds FedFund Portfolio, Institutional Shares

- **C.1 - Title:** BlackRock Liquidity Funds FedFund Portfolio, Institutional Shares 3.960100%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 05999F9K6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6499933.24
- **C.18.a - Value (excl. sponsor support):** $6499933.24
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZJ0, C.4 - ISIN: US3130AXZJ06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200028652.00
- **C.18.a - Value (excl. sponsor support):** $200028652.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYAQ9, C.4 - ISIN: US3130AYAQ96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200043218.00
- **C.18.a - Value (excl. sponsor support):** $200043218.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B67K6, C.4 - ISIN: US3130B67K69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999827.00
- **C.18.a - Value (excl. sponsor support):** $99999827.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AQ9, C.4 - ISIN: US3130B6AQ90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999826.00
- **C.18.a - Value (excl. sponsor support):** $99999826.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75S9, C.4 - ISIN: US3130B75S95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150005496.00
- **C.18.a - Value (excl. sponsor support):** $150005496.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75T7, C.4 - ISIN: US3130B75T78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100006765.00
- **C.18.a - Value (excl. sponsor support):** $100006765.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75U4, C.4 - ISIN: US3130B75U42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150001233.00
- **C.18.a - Value (excl. sponsor support):** $150001233.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B76Y5, C.4 - ISIN: US3130B76Y54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $160001614.40
- **C.18.a - Value (excl. sponsor support):** $160001614.40
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B77K4, C.4 - ISIN: US3130B77K42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999107.50
- **C.18.a - Value (excl. sponsor support):** $149999107.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HR8, C.4 - ISIN: US3130B7HR83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150014746.50
- **C.18.a - Value (excl. sponsor support):** $150014746.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-05-17
- **C.13 - Final Legal Maturity Date:** 2027-05-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82P6, C.4 - ISIN: US3130B82P65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250006937.50
- **C.18.a - Value (excl. sponsor support):** $250006937.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83L4, C.4 - ISIN: US3130B83L43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250007150.00
- **C.18.a - Value (excl. sponsor support):** $250007150.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.035000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84Q2, C.4 - ISIN: US3130B84Q21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250006575.00
- **C.18.a - Value (excl. sponsor support):** $250006575.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84T6, C.4 - ISIN: US3130B84T69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150007111.50
- **C.18.a - Value (excl. sponsor support):** $150007111.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.030000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86Q0, C.4 - ISIN: US3130B86Q03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300007200.00
- **C.18.a - Value (excl. sponsor support):** $300007200.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87K2, C.4 - ISIN: US3130B87K24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150003915.00
- **C.18.a - Value (excl. sponsor support):** $150003915.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B76, C.4 - ISIN: US3130B8B766, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200009378.00
- **C.18.a - Value (excl. sponsor support):** $200009378.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8DC3, C.4 - ISIN: US3130B8DC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150004374.00
- **C.18.a - Value (excl. sponsor support):** $150004374.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8DT6, C.4 - ISIN: US3130B8DT68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150004984.50
- **C.18.a - Value (excl. sponsor support):** $150004984.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8E99, C.4 - ISIN: US3130B8E992, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150003846.00
- **C.18.a - Value (excl. sponsor support):** $150003846.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.800000%
- **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: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $89401500.00
- **C.18.a - Value (excl. sponsor support):** $89401500.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.800000%
- **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: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $33673410.96
- **C.18.a - Value (excl. sponsor support):** $33673410.96
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SP2, C.4 - ISIN: US313385SP29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99016917.00
- **C.18.a - Value (excl. sponsor support):** $99016917.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98922792.00
- **C.18.a - Value (excl. sponsor support):** $98922792.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24150160.34
- **C.18.a - Value (excl. sponsor support):** $24150160.34
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6M2, C.4 - ISIN: US3133EP6M26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250401687.50
- **C.18.a - Value (excl. sponsor support):** $250401687.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPD85, C.4 - ISIN: US3133EPD856, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70001740.90
- **C.18.a - Value (excl. sponsor support):** $70001740.90
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPP33, C.4 - ISIN: US3133EPP330, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50093111.00
- **C.18.a - Value (excl. sponsor support):** $50093111.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50011502.50
- **C.18.a - Value (excl. sponsor support):** $50011502.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPV28, C.4 - ISIN: US3133EPV288, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200032066.00
- **C.18.a - Value (excl. sponsor support):** $200032066.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3B5, C.4 - ISIN: US3133ER3B51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250030572.50
- **C.18.a - Value (excl. sponsor support):** $250030572.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4D0, C.4 - ISIN: US3133ER4D09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200017886.00
- **C.18.a - Value (excl. sponsor support):** $200017886.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4Z1, C.4 - ISIN: US3133ER4Z11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100011021.00
- **C.18.a - Value (excl. sponsor support):** $100011021.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD65, C.4 - ISIN: US3133ERD654, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100010649.00
- **C.18.a - Value (excl. sponsor support):** $100010649.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10010192.70
- **C.18.a - Value (excl. sponsor support):** $10010192.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40034261.20
- **C.18.a - Value (excl. sponsor support):** $40034261.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK67, C.4 - ISIN: US3133ERK675, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125010667.50
- **C.18.a - Value (excl. sponsor support):** $125010667.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKL4, C.4 - ISIN: US3133ERKL42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164101360.01
- **C.18.a - Value (excl. sponsor support):** $164101360.01
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50030697.50
- **C.18.a - Value (excl. sponsor support):** $50030697.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.205000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKY6, C.4 - ISIN: US3133ERKY62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174978790.00
- **C.18.a - Value (excl. sponsor support):** $174978790.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15011937.90
- **C.18.a - Value (excl. sponsor support):** $15011937.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPH8, C.4 - ISIN: US3133ERPH84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150016206.00
- **C.18.a - Value (excl. sponsor support):** $150016206.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60040630.20
- **C.18.a - Value (excl. sponsor support):** $60040630.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50040651.00
- **C.18.a - Value (excl. sponsor support):** $50040651.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQC8, C.4 - ISIN: US3133ERQC88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200121846.00
- **C.18.a - Value (excl. sponsor support):** $200121846.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS77, C.4 - ISIN: US3133ERS777, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $249980787.50
- **C.18.a - Value (excl. sponsor support):** $249980787.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-13
- **C.13 - Final Legal Maturity Date:** 2027-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10007574.00
- **C.18.a - Value (excl. sponsor support):** $10007574.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTL5, C.4 - ISIN: US3133ERTL50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $279988172.80
- **C.18.a - Value (excl. sponsor support):** $279988172.80
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUU3, C.4 - ISIN: US3133ERUU31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100008297.00
- **C.18.a - Value (excl. sponsor support):** $100008297.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVV0, C.4 - ISIN: US3133ERVV05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175015209.25
- **C.18.a - Value (excl. sponsor support):** $175015209.25
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW80, C.4 - ISIN: US3133ERW803, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150041017.50
- **C.18.a - Value (excl. sponsor support):** $150041017.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.105000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW98, C.4 - ISIN: US3133ERW985, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60014527.80
- **C.18.a - Value (excl. sponsor support):** $60014527.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWG2, C.4 - ISIN: US3133ERWG29, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $350017941.00
- **C.18.a - Value (excl. sponsor support):** $350017941.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX48, C.4 - ISIN: US3133ERX488, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175045750.25
- **C.18.a - Value (excl. sponsor support):** $175045750.25
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYC9, C.4 - ISIN: US3133ERYC96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $240864674.36
- **C.18.a - Value (excl. sponsor support):** $240864674.36
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZ53, C.4 - ISIN: US3133ERZ533, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250028895.00
- **C.18.a - Value (excl. sponsor support):** $250028895.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15012176.85
- **C.18.a - Value (excl. sponsor support):** $15012176.85
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZQ7, C.4 - ISIN: US3133ERZQ73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85084499.35
- **C.18.a - Value (excl. sponsor support):** $85084499.35
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEN3, C.4 - ISIN: US3133ETEN38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100013359.00
- **C.18.a - Value (excl. sponsor support):** $100013359.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETG50, C.4 - ISIN: US3133ETG505, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100017250.00
- **C.18.a - Value (excl. sponsor support):** $100017250.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGF8, C.4 - ISIN: US3133ETGF85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75008169.00
- **C.18.a - Value (excl. sponsor support):** $75008169.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKA4, C.4 - ISIN: US3133ETKA43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19999878.20
- **C.18.a - Value (excl. sponsor support):** $19999878.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLU9, C.4 - ISIN: US3133ETLU97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100008659.00
- **C.18.a - Value (excl. sponsor support):** $100008659.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50005595.00
- **C.18.a - Value (excl. sponsor support):** $50005595.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETND5, C.4 - ISIN: US3133ETND54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50022264.00
- **C.18.a - Value (excl. sponsor support):** $50022264.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP68, C.4 - ISIN: US3133ETP688, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250007405.00
- **C.18.a - Value (excl. sponsor support):** $250007405.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPA9, C.4 - ISIN: US3133ETPA97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90012850.20
- **C.18.a - Value (excl. sponsor support):** $90012850.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-07-07
- **C.13 - Final Legal Maturity Date:** 2027-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQ26, C.4 - ISIN: US3133ETQ264, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40003872.00
- **C.18.a - Value (excl. sponsor support):** $40003872.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.225000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRJ8, C.4 - ISIN: US3133ETRJ88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125020533.75
- **C.18.a - Value (excl. sponsor support):** $125020533.75
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSC2, C.4 - ISIN: US3133ETSC27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25002619.25
- **C.18.a - Value (excl. sponsor support):** $25002619.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTH0, C.4 - ISIN: US3133ETTH05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100004592.00
- **C.18.a - Value (excl. sponsor support):** $100004592.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWK9, C.4 - ISIN: US3133ETWK96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115007109.30
- **C.18.a - Value (excl. sponsor support):** $115007109.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYS0, C.4 - ISIN: US3133ETYS05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25000263.75
- **C.18.a - Value (excl. sponsor support):** $25000263.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.160000%
- **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):** $73038053.44
- **C.18.a - Value (excl. sponsor support):** $73038053.44
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: State Street Institutional U.S. Government Money Market Fund - Premier Class

- **C.1 - Title:** State Street Institutional U.S. Government Money Market Fund - Premier Class 4.006100%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 7839989D1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1824029479.60
- **C.18.a - Value (excl. sponsor support):** $1824029479.60
- **C.19 - Percentage of Net Assets:** 4.2600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: FIXED INCOME CLEARING CORPORATION (STATE STREET BANK)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (STATE STREET BANK) 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_4.15_1103
- **C.18 - Value (incl. sponsor support):** $515000000.00
- **C.18.a - Value (excl. sponsor support):** $515000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION (STATE STREET BANK)

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $373789700.00      | $375127179.40      | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $146757200.00      | $150172862.30      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill 3.923000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199464000.00
- **C.18.a - Value (excl. sponsor support):** $199464000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.982000%
- **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):** $623395264.14
- **C.18.a - Value (excl. sponsor support):** $623395264.14
- **C.19 - Percentage of Net Assets:** 1.4600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.836000%
- **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):** $297498333.00
- **C.18.a - Value (excl. sponsor support):** $297498333.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.821000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $454856326.00
- **C.18.a - Value (excl. sponsor support):** $454856326.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.819000%
- **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):** $369738262.50
- **C.18.a - Value (excl. sponsor support):** $369738262.50
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.817000%
- **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):** $393255044.00
- **C.18.a - Value (excl. sponsor support):** $393255044.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.915000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199785666.00
- **C.18.a - Value (excl. sponsor support):** $199785666.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.943000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199633320.00
- **C.18.a - Value (excl. sponsor support):** $199633320.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.936000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398667172.00
- **C.18.a - Value (excl. sponsor support):** $398667172.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.943000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398364692.00
- **C.18.a - Value (excl. sponsor support):** $398364692.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.910000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $732789528.50
- **C.18.a - Value (excl. sponsor support):** $732789528.50
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.717000%
- **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):** $486246000.00
- **C.18.a - Value (excl. sponsor support):** $486246000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.856000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397229832.00
- **C.18.a - Value (excl. sponsor support):** $397229832.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.843000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396948276.00
- **C.18.a - Value (excl. sponsor support):** $396948276.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.810000%
- **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):** $396399552.00
- **C.18.a - Value (excl. sponsor support):** $396399552.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.833000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396089860.00
- **C.18.a - Value (excl. sponsor support):** $396089860.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.926000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299516751.00
- **C.18.a - Value (excl. sponsor support):** $299516751.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.937000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299289768.00
- **C.18.a - Value (excl. sponsor support):** $299289768.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.927000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199377870.00
- **C.18.a - Value (excl. sponsor support):** $199377870.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395815344.00
- **C.18.a - Value (excl. sponsor support):** $395815344.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.830000%
- **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):** $395230696.00
- **C.18.a - Value (excl. sponsor support):** $395230696.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.833000%
- **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):** $325825447.20
- **C.18.a - Value (excl. sponsor support):** $325825447.20
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.947000%
- **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):** $397848724.00
- **C.18.a - Value (excl. sponsor support):** $397848724.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.923000%
- **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):** $397563884.00
- **C.18.a - Value (excl. sponsor support):** $397563884.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.824000%
- **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):** $197047844.00
- **C.18.a - Value (excl. sponsor support):** $197047844.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.820000%
- **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):** $196908194.00
- **C.18.a - Value (excl. sponsor support):** $196908194.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $834323649.60
- **C.18.a - Value (excl. sponsor support):** $834323649.60
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.803000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99193783.00
- **C.18.a - Value (excl. sponsor support):** $99193783.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.831000%
- **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):** $297346584.00
- **C.18.a - Value (excl. sponsor support):** $297346584.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.841000%
- **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):** $396164316.00
- **C.18.a - Value (excl. sponsor support):** $396164316.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.820000%
- **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):** $375961526.09
- **C.18.a - Value (excl. sponsor support):** $375961526.09
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.816000%
- **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):** $392973800.00
- **C.18.a - Value (excl. sponsor support):** $392973800.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.814000%
- **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):** $392694584.00
- **C.18.a - Value (excl. sponsor support):** $392694584.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.842000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395874312.00
- **C.18.a - Value (excl. sponsor support):** $395874312.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.843000%
- **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):** $247240320.00
- **C.18.a - Value (excl. sponsor support):** $247240320.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.857000%
- **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):** $395279320.00
- **C.18.a - Value (excl. sponsor support):** $395279320.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.857000%
- **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):** $395031748.00
- **C.18.a - Value (excl. sponsor support):** $395031748.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **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):** $127741983.20
- **C.18.a - Value (excl. sponsor support):** $127741983.20
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286F2, C.4 - ISIN: US9128286F22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99563449.00
- **C.18.a - Value (excl. sponsor support):** $99563449.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99302971.00
- **C.18.a - Value (excl. sponsor support):** $99302971.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.4 - ISIN: US912828P469, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $218595212.00
- **C.18.a - Value (excl. sponsor support):** $218595212.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.884000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99158289.00
- **C.18.a - Value (excl. sponsor support):** $99158289.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.900000%
- **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):** $395653992.00
- **C.18.a - Value (excl. sponsor support):** $395653992.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.793000%
- **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):** $395120828.00
- **C.18.a - Value (excl. sponsor support):** $395120828.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200591586.00
- **C.18.a - Value (excl. sponsor support):** $200591586.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399895664.00
- **C.18.a - Value (excl. sponsor support):** $399895664.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $260149078.80
- **C.18.a - Value (excl. sponsor support):** $260149078.80
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 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):** $100500164.00
- **C.18.a - Value (excl. sponsor support):** $100500164.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 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):** $100430139.00
- **C.18.a - Value (excl. sponsor support):** $100430139.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: Federated Govt Oblg Pr Shares

- **C.1 - Title:** Federated Govt Oblg Pr Shares 3.968000%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 927XCDII9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $449153167.77
- **C.18.a - Value (excl. sponsor support):** $449153167.77
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2049-01-01
- **C.13 - Final Legal Maturity Date:** 2049-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: Dreyfus Government Cash Management, Institutional Shares

- **C.1 - Title:** Dreyfus Government Cash Management, Institutional Shares 3.937200%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 975LFWII1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7875712.74
- **C.18.a - Value (excl. sponsor support):** $7875712.74
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: Fixed Income Clearing Corporation (Bank of New York)

- **C.1 - Title:** Fixed Income Clearing Corporation (Bank of New York) 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C7HE5, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7HE5_4.14_1103
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 10.5100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Bank of New York)

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $1593228000.00     | $1144571462.39     | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $375949900.00      | $377014220.30      | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $736093000.00      | $747851325.58      | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $1140411500.00     | $1164257504.46     | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 3.5000%  | 0.0000% | $1158230000.00     | $1156305556.31     | U.S. Treasuries (including strips) |

### Security 130: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.150000%
- **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: ARP1C7HK1, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7HK1_4.15_1103
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $105295283.00      | $102000000.24      | Agency Mortgage-Backed Securities |

### Security 131: BNP PARIBAS FORTIS SA

- **C.1 - Title:** BNP PARIBAS FORTIS SA 4.140000%
- **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: ARP1C7HM7, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7HM7_4.14_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2050-08-01      | 5.7220%  | 0.0000% | $1993288.00        | $307535.10         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.1930%  | 0.0000% | $1024.00           | $1027.75           | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-03-01      | 6.3650%  | 0.0000% | $2997177.00        | $41104.02          | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-06-01      | 6.2500%  | 0.0000% | $1002.00           | $5.23              | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-02-01      | 6.1410%  | 0.0000% | $7297618.00        | $39465.58          | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-12-01      | 6.5000%  | 0.0000% | $2693907.00        | $20281.66          | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-09-01      | 5.5000%  | 0.0000% | $4601418.00        | $14787.73          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-06-01      | 3.5000%  | 0.0000% | $1566694.00        | $189904.75         | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-08-01      | 3.5000%  | 0.0000% | $3898368.00        | $612869.80         | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-03-01      | 4.5000%  | 0.0000% | $1003.00           | $275.20            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-04-01      | 4.0000%  | 0.0000% | $5296139.00        | $1771279.14        | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-06-01      | 6.0000%  | 0.0000% | $235585.00         | $4818.95           | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $110.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-10-01      | 4.0000%  | 0.0000% | $277780.00         | $19344.81          | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-08-01      | 4.0000%  | 0.0000% | $637776.00         | $82089.06          | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $254.13            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $2871000.00        | $353265.02         | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $32945928.00       | $6600042.91        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-12-01      | 4.0000%  | 0.0000% | $1980886.00        | $288618.14         | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-12-01      | 4.0000%  | 0.0000% | $206950.00         | $38515.36          | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-01-01      | 1.5000%  | 0.0000% | $451095.00         | $269249.57         | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-09-01      | 5.0000%  | 0.0000% | $1000.00           | $744.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-09-01      | 3.5000%  | 0.0000% | $199023.00         | $90445.49          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $662.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $2554728.00        | $1652211.26        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $2387974.00        | $1643312.53        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $400310.00         | $280246.49         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $830000.00         | $681258.55         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $274860.00         | $206186.45         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $698.98            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $7587176.00        | $5735565.79        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $527748.00         | $398053.51         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $15354051.00       | $10776910.22       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $887.98            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $819.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $831.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $939000.00         | $886737.69         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $228.98            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $344.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $625.65            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-12-01      | 2.0000%  | 0.0000% | $34910.00          | $19165.00          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $615.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $55000.00          | $31291.14          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $638.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $705.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $804.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $21000.00          | $17882.37          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1010.00           | $778.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $858.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 5.5000%  | 0.0000% | $7996.00           | $6872.42           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $730.55            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $66990.00          | $64422.98          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $861.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1320643.00        | $1259872.93        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $8941936.00        | $7843979.31        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $6924.00           | $5700.97           | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-11-01      | 1.2200%  | 0.0000% | $864265.00         | $692999.37         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 4.0000%  | 0.0000% | $1042.00           | $191.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $526.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-02-01      | 3.0000%  | 0.0000% | $30000.00          | $6566.03           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $172.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $1002.00           | $525.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $569.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $489637.00         | $300772.34         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $314185.00         | $217924.33         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $17455899.00       | $11361202.11       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $720.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 6.5000%  | 0.0000% | $1022181.00        | $680225.48         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $4986106.00        | $4104601.88        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $44529.00          | $38293.29          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1950622.00        | $1944352.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1011.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 4.5000%  | 0.0000% | $2024.00           | $1981.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $3048.00           | $3049.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $951.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-01-01      | 5.5000%  | 0.0000% | $1000.00           | $7.43              | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-04-01      | 5.0000%  | 0.0000% | $4175000.00        | $267756.71         | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-03-01      | 5.0000%  | 0.0000% | $6982.00           | $188.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $5899056.00        | $5672053.58        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $921.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $5636746.00        | $5387823.82        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $30394759.00       | $27824780.70       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1070732.00        | $1095926.15        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.80           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1004.00           | $1019.98           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1008.00           | $1048.43           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $2376500.00        | $2479216.90        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $321312.00         | $324772.57         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1217949.00        | $1264399.46        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $984.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.81           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $964190.00         | $844655.07         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $718.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $2966480.00        | $2935698.24        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $196981.00         | $203916.39         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1687284.00        | $1572574.94        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1299220.00        | $1336901.55        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 7.0000%  | 0.0000% | $219287.00         | $231488.64         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.57           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1092.00           | $1115.80           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.29           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1027.12           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.64           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 2.5000%  | 0.0000% | $1008.00           | $854.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1076.44           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $170727.00         | $152021.22         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $516257.00         | $490327.11         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $1008.97           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $997.93            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $999.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1008.00           | $975.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 7.0000%  | 0.0000% | $4857408.00        | $4936234.27        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $9639360.00        | $9961947.66        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1845504.00        | $1846180.69        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $36362561.00       | $36932483.53       | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-03-20      | 3.5000%  | 0.0000% | $1640.00           | $195.78            | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-05-20      | 3.5000%  | 0.0000% | $49027389.00       | $5893559.60        | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-11-20      | 4.0000%  | 0.0000% | $1031.00           | $95.75             | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-08-20      | 3.5000%  | 0.0000% | $50000000.00       | $5957817.03        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-05-20      | 3.0000%  | 0.0000% | $283374.00         | $69167.39          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 4.0000%  | 0.0000% | $7434252.00        | $5425525.14        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $18829681.00       | $9645963.12        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-05-20      | 5.5000%  | 0.0000% | $1122.00           | $870.83            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1280.00           | $811.06            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 4.5000%  | 0.0000% | $1000.00           | $749.17            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $201900.00         | $154186.37         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-11-20      | 4.0000%  | 0.0000% | $1000.00           | $772.45            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-12-20      | 5.5000%  | 0.0000% | $2516.00           | $1765.18           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-02-20      | 4.5000%  | 0.0000% | $1024.00           | $819.11            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-02-20      | 5.5000%  | 0.0000% | $5806297.00        | $4130637.64        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-03-20      | 5.5000%  | 0.0000% | $36643755.00       | $26539585.71       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-03-20      | 6.0000%  | 0.0000% | $3253736.00        | $1824908.58        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $738.69            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-07-20      | 6.5000%  | 0.0000% | $1280.00           | $760.35            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-12-20      | 5.5000%  | 0.0000% | $1000.00           | $839.64            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 5.5000%  | 0.0000% | $1024.00           | $840.93            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 6.5000%  | 0.0000% | $1009.00           | $541.40            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $103025.00         | $31233.96          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-05-20      | 4.5000%  | 0.0000% | $1008.00           | $949.11            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-09-20      | 7.5000%  | 0.0000% | $1010.00           | $1077.99           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-15      | 7.0000%  | 0.0000% | $1072.00           | $1099.42           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $998.41            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-12-20      | 7.5000%  | 0.0000% | $198006.00         | $213525.88         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-03-20      | 5.5000%  | 0.0000% | $242906.00         | $219134.57         | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-10-15      | 5.9600%  | 0.0000% | $2084.00           | $2230.38           | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-05-20      | 7.0000%  | 0.0000% | $225216.00         | $217297.78         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.48           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 7.5000%  | 0.0000% | $3042048.00        | $3270159.82        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $1308.00           | $1393.93           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.52           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $1072.00           | $1105.90           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.09           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.69           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 7.5000%  | 0.0000% | $1000.00           | $1079.79           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 7.5000%  | 0.0000% | $1000.00           | $1079.79           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $2448032.00        | $2322846.70        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $11670793.00       | $10973909.00       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 5.0000%  | 0.0000% | $2024.00           | $1977.71           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $515682.00         | $503934.29         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 5.0000%  | 0.0000% | $1024.00           | $1013.41           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $1136.00           | $1125.83           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $2343522.00        | $2343068.11        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $2916608.00        | $2900104.84        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $1027.07           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 3.5000%  | 0.0000% | $107277.00         | $103860.77         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $3025.00           | $3046.59           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 5.0000%  | 0.0000% | $1024.00           | $1022.58           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $8938560.00        | $9099663.35        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $3646144.00        | $3684963.28        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 4.5000%  | 0.0000% | $1000.00           | $980.68            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1024.00           | $1049.29           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.88           | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-11-20      | 5.8750%  | 0.0000% | $1130.00           | $40.96             | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-03-20      | 5.0570%  | 0.0000% | $7350000.00        | $3874100.30        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.5000%  | 0.0000% | $1021910.00        | $1066963.06        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1581007.00        | $1213026.64        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $8947592.00        | $8116564.39        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 7.0000%  | 0.0000% | $1751670.00        | $1599667.63        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1458364.00        | $1514388.39        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1526638.00        | $1180179.10        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $687912.00         | $678029.90         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $777782.00         | $486423.35         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $3786000.00        | $2630152.49        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1210190.00        | $952167.83         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $4497178.00        | $3635485.21        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $823.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $10528528.00       | $6331404.13        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 4.5000%  | 0.0000% | $14905107.00       | $12484780.24       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $811.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $825.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $15372.00          | $15294.49          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $37660.00          | $39743.74          | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-06-01      | 4.6710%  | 0.0000% | $41078053.00       | $11971.00          | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-11-01      | 5.4500%  | 0.0000% | $1093.00           | $0.15              | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-09-01      | 6.3400%  | 0.0000% | $3889733.00        | $228438.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-10-01      | 7.0000%  | 0.0000% | $4360750.00        | $21693.69          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-09-01      | 5.6180%  | 0.0000% | $10400000.00       | $4726.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 6.0600%  | 0.0000% | $640000.00         | $5374.75           | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 5.3270%  | 0.0000% | $2672101.00        | $5260.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-08-01      | 4.2020%  | 0.0000% | $1081.00           | $0.06              | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-06-01      | 4.5000%  | 0.0000% | $317000.00         | $18146.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $516035.00         | $92897.83          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $304583.00         | $48632.60          | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-04-01      | 6.6090%  | 0.0000% | $3379494.00        | $23622.81          | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-10-01      | 4.0000%  | 0.0000% | $585141.00         | $30382.13          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $79.84             | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 4.0000%  | 0.0000% | $1000.00           | $202.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-01-01      | 4.0000%  | 0.0000% | $2019.00           | $344.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 4.5000%  | 0.0000% | $198666.00         | $21703.64          | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-01-01      | 2.8700%  | 0.0000% | $44991.00          | $20249.47          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $440743.00         | $87021.36          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-09-01      | 4.5000%  | 0.0000% | $292007.00         | $47053.91          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-10-01      | 4.5000%  | 0.0000% | $3090000.00        | $137506.01         | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-03-01      | 4.0000%  | 0.0000% | $234000.00         | $43358.78          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-09-01      | 4.0000%  | 0.0000% | $179125.00         | $34101.79          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $3697090.00        | $1121652.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $175000.00         | $41897.03          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $8024000.00        | $2545179.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-02-01      | 4.0000%  | 0.0000% | $1670018.00        | $513697.78         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $227000.00         | $40115.62          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $134.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-10-01      | 4.0000%  | 0.0000% | $50000.00          | $5064.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-01-01      | 4.5000%  | 0.0000% | $100000.00         | $20364.52          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $600000.00         | $80748.80          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $868609.00         | $185233.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-11-01      | 4.5000%  | 0.0000% | $550000.00         | $40421.87          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $786997.00         | $108375.31         | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-04-01      | 6.0380%  | 0.0000% | $2000000.00        | $10004.87          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-04-01      | 5.5000%  | 0.0000% | $40174534.00       | $253961.32         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-03-01      | 6.5000%  | 0.0000% | $5969601.00        | $66969.46          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-10-01      | 5.5000%  | 0.0000% | $76997000.00       | $567154.01         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-10-01      | 6.1430%  | 0.0000% | $2400000.00        | $18466.49          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-09-01      | 5.3530%  | 0.0000% | $1000.00           | $9.37              | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-09-01      | 6.1750%  | 0.0000% | $991078.00         | $7855.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-11-01      | 6.0720%  | 0.0000% | $6630003.00        | $52923.04          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.6320%  | 0.0000% | $350000.00         | $5131.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 6.8770%  | 0.0000% | $9891073.00        | $81868.95          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1194862.00        | $1255659.39        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $1040867.00        | $1090083.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.5000%  | 0.0000% | $156561.00         | $166748.74         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $533925.00         | $446662.13         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $2473451.00        | $2392798.43        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1693990.00        | $1604130.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $930.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $826.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $2207804.00        | $2138279.20        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $609732.00         | $527013.25         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1272151.00        | $1313561.06        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $128958.00         | $128505.34         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $887.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1484999.00        | $1506302.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1033801.00        | $1044816.22        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.27           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.09           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $881.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1022.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $997.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $924.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $48800.00          | $50999.14          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.54           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $682272.00         | $706846.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $230.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 5.0000%  | 0.0000% | $209092.00         | $25758.39          | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-12-01      | 3.8800%  | 0.0000% | $370000.00         | $368043.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-09-01      | 2.8900%  | 0.0000% | $2628.00           | $2362.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-11-01      | 2.8000%  | 0.0000% | $2867506.00        | $2323724.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-11-01      | 2.4750%  | 0.0000% | $1796.00           | $1637.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 4.5000%  | 0.0000% | $3907000.00        | $708050.86         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $80000.00          | $9784.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 5.8810%  | 0.0000% | $1511802.00        | $374458.13         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 4.5000%  | 0.0000% | $10422000.00       | $1990538.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-06-01      | 4.5000%  | 0.0000% | $1000.00           | $257.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 4.0000%  | 0.0000% | $15000000.00       | $2607786.93        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 6.6030%  | 0.0000% | $6062561.00        | $5695831.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 6.8450%  | 0.0000% | $250000.00         | $37872.58          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-10-01      | 3.0000%  | 0.0000% | $13637932.00       | $2524957.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $279.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $399000.00         | $146834.02         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $1256854.00        | $140215.55         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-07-01      | 4.5310%  | 0.0000% | $1993150.00        | $454779.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $444.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $95000.00          | $45971.73          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 2.5900%  | 0.0000% | $1010.00           | $713.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-02-01      | 2.2400%  | 0.0000% | $8985.00           | $8067.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-11-01      | 4.9900%  | 0.0000% | $1811610.00        | $1814243.80        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 4.4700%  | 0.0000% | $159142.00         | $161153.87         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $744.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $826.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $2188410.00        | $1965282.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $728.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1004.00           | $901.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $15266371.00       | $14989206.21       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $89664.00          | $91229.21          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1030.00           | $1041.75           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $678.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $607416.00         | $487144.97         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $6401.00           | $6403.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 7.0000%  | 0.0000% | $1632171.00        | $1483763.45        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1186417.00        | $810754.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $87197.00          | $62014.93          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $345420.00         | $339323.09         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1470811.00        | $1537386.76        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1298207.00        | $1371605.49        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.5000%  | 0.0000% | $1014525.00        | $1082051.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1328496.00        | $1404234.17        | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-04-01      | 5.1300%  | 0.0000% | $175606.00         | $175957.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-05-01      | 4.3000%  | 0.0000% | $474902.00         | $475659.54         | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 5.2100%  | 0.0000% | $12330.00          | $12825.55          | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-07-01      | 4.1700%  | 0.0000% | $54397502.00       | $54642345.16       | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-10-01      | 4.1650%  | 0.0000% | $1888700.00        | $1876553.45        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $400000.00         | $48016.71          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-02-01      | 4.5000%  | 0.0000% | $1008.00           | $289.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $1000000.00        | $130598.84         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-12-01      | 5.0000%  | 0.0000% | $656142.00         | $193293.98         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $122684832.00      | $21411220.57       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $40034.00          | $17037.83          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $226000.00         | $61291.98          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-08-01      | 3.0000%  | 0.0000% | $207237.00         | $79677.41          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $558.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.5000%  | 0.0000% | $1000.00           | $255.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $655.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-02-01      | 2.5000%  | 0.0000% | $35000.00          | $20715.12          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $14000.00          | $9469.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $1008.00           | $642.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.5000%  | 0.0000% | $7957170.00        | $6184140.63        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $17010356.00       | $12421075.95       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $776.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $804.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 4.5000%  | 0.0000% | $1008.00           | $816.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $393890.00         | $342589.02         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $829.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $942.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $12108658.00       | $11698792.33       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $952.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1066.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1021.00           | $1065.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1066.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $3694496.00        | $700814.85         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $7300000.00        | $1384748.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $55000.00          | $11820.88          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-08-01      | 5.0000%  | 0.0000% | $780000.00         | $206413.44         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 3.0000%  | 0.0000% | $2262384.00        | $413398.04         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 3.5000%  | 0.0000% | $212996.00         | $25177.36          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $503.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.0000%  | 0.0000% | $351209.00         | $112715.94         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1558974.00        | $924222.26         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $535.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 5.0000%  | 0.0000% | $600000.00         | $198654.10         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $170311.00         | $102421.31         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $682.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 3.5000%  | 0.0000% | $45000.00          | $23187.29          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1200.00           | $791.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1274.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 5.0000%  | 0.0000% | $13002.00          | $7080.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $29938.00          | $19923.27          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $658.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 2.5000%  | 0.0000% | $119116.00         | $83451.59          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $255413.00         | $173279.98         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $696.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.0000%  | 0.0000% | $1484164.00        | $1303089.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $1008.00           | $837.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $858.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $8004.00           | $6704.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $90000.00          | $82195.35          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $1149447.00        | $1015867.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $42000.00          | $30957.17          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $778.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $919.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 4.0000%  | 0.0000% | $1000.00           | $859.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $913.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $694120.00         | $631404.36         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1065.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $3079804.00        | $2943053.65        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2104.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $1281683.00        | $1358263.69        | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 6.0000%  | 0.0000% | $2020000.00        | $29935.98          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-07-01      | 6.5000%  | 0.0000% | $5399404.00        | $103700.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-05-01      | 4.0000%  | 0.0000% | $1000.00           | $69.70             | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $76.94             | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $176004.00         | $13879.61          | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-05-01      | 4.0000%  | 0.0000% | $710975.00         | $81738.21          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $830050.00         | $65962.85          | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-08-01      | 3.5000%  | 0.0000% | $64998.00          | $4848.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 2.5000%  | 0.0000% | $1000.00           | $235.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $137.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 2.5000%  | 0.0000% | $8412688.00        | $1925027.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 2.5000%  | 0.0000% | $113001.00         | $25562.63          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $407.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $558.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 5.0000%  | 0.0000% | $74022.00          | $66795.03          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $3660262.00        | $2895525.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $540000.00         | $436015.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $670.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $721.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 2.5000%  | 0.0000% | $277000.00         | $188512.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $279618.00         | $215237.89         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $60258.00          | $45556.18          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $792.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $80004.00          | $64166.38          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $3487643.00        | $2759201.65        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1347.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $761.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1601321.00        | $1065225.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $14000.00          | $11881.50          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 3.5000%  | 0.0000% | $3908610.00        | $3502867.78        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $979.23            | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-01-15      | 4.0000%  | 0.0000% | $2806.00           | $148.21            | Agency Mortgage-Backed Securities  |
| USTR          | 2026-04-30      | N/A      | 0.0000% | $400.00            | $392.56            | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $300.00            | $311.50            | U.S. Treasuries (including strips) |

### Security 132: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.150000%
- **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: ARP1C7HO3, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1C7HO3_4.15_1103
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $272196.00         | $280526.92         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $2454414.00        | $2525671.36        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $2437.00           | $1938.53           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $41894979.00       | $39577535.11       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $16786762.00       | $16026256.47       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $33026500.00       | $30855259.68       | Agency Mortgage-Backed Securities  |
| USTR          | 2026-11-15      | N/A      | 0.0000% | $2800.00           | $2703.19           | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 1.7500%  | 0.0000% | $1694400.00        | $2663468.62        | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $672700.00         | $576718.03         | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $300.00            | $241.06            | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $69.87             | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $184100.00         | $187693.60         | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $183500.00         | $187796.44         | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.36             | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $6351300.00        | $6333724.50        | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $2700.00           | $2649.65           | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $460300.00         | $464383.58         | U.S. Treasuries (including strips) |
| FMAC          | 2043-06-01      | 3.5000%  | 0.0000% | $1005.00           | $797.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-08-01      | 3.0000%  | 0.0000% | $3645322.00        | $2936680.66        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $17267003.00       | $13210637.17       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1116.00           | $929.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $114921.00         | $105266.85         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 1.5000%  | 0.0000% | $16841.00          | $9240.13           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $3010.00           | $1384.72           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $18308.00          | $14308.11          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1072.00           | $1038.22           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1838228.00        | $900079.29         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $917926.00         | $882221.71         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $1261536.00        | $1200017.26        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $50937198.00       | $19319313.50       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $6615402.00        | $5002394.27        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $7296571.00        | $5679661.77        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1252454.00        | $628252.38         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 7.0000%  | 0.0000% | $1140350.00        | $746684.33         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $753304.00         | $503448.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1667111.00        | $1411985.11        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $887.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $2142240.00        | $2102706.20        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $10954.00          | $11456.91          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2061-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1294.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $19909630.00       | $9701787.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-08-01      | 1.7546%  | 0.0000% | $1120388.00        | $974383.39         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $892960.00         | $756451.10         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $106845.00         | $81950.59          | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-01-01      | 4.4700%  | 0.0000% | $173146.00         | $176183.15         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $14654327.00       | $8754081.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $25177184.00       | $19105600.05       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $15828976.00       | $12466141.93       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $12220008.00       | $11328000.44       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $8460.00           | $8420.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $1009.00           | $477.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1056.00           | $648.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 2.5000%  | 0.0000% | $7700000.00        | $4788532.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $29662822.00       | $24083067.36       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $16779000.00       | $13875878.42       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1091.00           | $825.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1004.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $32519.00          | $19959.44          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $9562686.00        | $8421225.18        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $77128279.00       | $70038088.86       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $5006.00           | $4798.31           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2911.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $7063728.00        | $6720699.53        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $1248500.00        | $1106836.10        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $2250352.00        | $2294927.25        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $948.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 7.0000%  | 0.0000% | $361587.00         | $382038.08         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $2001.00           | $2080.09           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-04-01      | 3.0000%  | 0.0000% | $8487822.00        | $7543616.88        | Agency Mortgage-Backed Securities  |

### Security 133: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C7HP0, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7HP0_4.15_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2041-02-15      | 4.7500%  | 0.0000% | $3204400.00        | $3339785.45        | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 2.1250%  | 0.0000% | $900.00            | $1337.86           | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 3.7500%  | 0.0000% | $8415100.00        | $7761738.74        | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $67380300.00       | $57571629.98       | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.7500%  | 0.0000% | $233856000.00      | $267619806.85      | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $66.52             | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 1.8750%  | 0.0000% | $91700.00          | $65413.30          | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $224777600.00      | $170322052.64      | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $4816600.00        | $3318178.30        | U.S. Treasuries (including strips) |

### Security 134: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 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: ARP1C7HR6, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7HR6_4.16_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2051-12-20      | 2.0000%  | 0.0000% | $49030222.00       | $30058664.34       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $37596672.00       | $27772168.80       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 5.5000%  | 0.0000% | $36207778.00       | $28070812.56       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $25370735.00       | $26883150.23       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $25452568.00       | $26939858.58       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $33704920.00       | $32311204.03       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $30265973.00       | $31933979.18       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $24804097.00       | $26172409.25       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $13870898.00       | $14344277.09       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $25414169.00       | $25898846.91       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $28226066.00       | $29268595.75       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $22877471.00       | $25010780.76       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $23155131.00       | $24407845.05       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $26185951.00       | $27906219.58       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $24999907.00       | $25815514.07       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $25176583.00       | $26569376.75       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $24254146.00       | $25335444.34       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $28295570.00       | $28674249.61       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $25725613.00       | $26626603.29       | Agency Mortgage-Backed Securities |

### Security 135: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C7WU2, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7WU2_4.15_1103
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $179370100.00      | $175934961.77      | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $212631600.00      | $201318442.26      | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $195057500.00      | $194120904.23      | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $305600.00         | $315728.76         | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $90300900.00       | $91309925.25       | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | N/A      | 0.0000% | $100.00            | $37.75             | U.S. Treasuries (including strips) |

### Security 136: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 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: ARP1C7WX6, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7WX6_4.16_1103
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2041-06-20      | 4.5000%  | 0.0000% | $5744338.00        | $2955777.92        | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 4.0000%  | 0.0000% | $624116.00         | $378180.97         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 4.5000%  | 0.0000% | $35226373.00       | $32532066.74       | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-09-20      | 7.0000%  | 0.0000% | $14755904.00       | $15248888.93       | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-09-20      | 7.0000%  | 0.0000% | $50184932.00       | $51852344.79       | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-10-20      | 6.0000%  | 0.0000% | $2295752.00        | $2344047.73        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $4904161.00        | $5010260.89        | Agency Mortgage-Backed Securities  |
| GNMA          | 2027-02-20      | 3.0000%  | 0.0000% | $3809535.00        | $24281.57          | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-09-20      | 5.0000%  | 0.0000% | $5000000.00        | $40284.99          | Agency Mortgage-Backed Securities  |
| USTR          | 2025-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.48            | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $738000.00         | $762460.16         | U.S. Treasuries (including strips) |
| FMAC          | 2043-03-01      | 3.0000%  | 0.0000% | $23178000.00       | $3637483.36        | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-05-01      | 3.0000%  | 0.0000% | $2545000.00        | $517861.15         | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $11274975.00       | $3630061.56        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $15241975.00       | $3060725.74        | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-04-01      | 3.0000%  | 0.0000% | $2840000.00        | $591275.13         | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 3.0000%  | 0.0000% | $1100000.00        | $387160.70         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1165772.00        | $1156403.50        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $1338000.00        | $887481.73         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $4775571.00        | $2954406.75        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 2.5000%  | 0.0000% | $5000.00           | $3344.01           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $13959070.00       | $9542645.01        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $800000.00         | $560329.99         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 3.0000%  | 0.0000% | $4600000.00        | $3399687.36        | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-06-01      | 4.0000%  | 0.0000% | $15342092.00       | $3387972.52        | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $12308205.00       | $3397085.05        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $7540995.00        | $1108138.60        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $5096830.00        | $3921934.82        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $5106824.00        | $3286357.79        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $4160115.00        | $3460494.05        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $1395050.00        | $1347061.53        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $2101421.00        | $2035883.13        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1843810.00        | $1323878.14        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $3535755.00        | $2757665.49        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $3271374.00        | $2772800.59        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $1131257.00        | $841119.15         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1925831.00        | $1233455.21        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.5000%  | 0.0000% | $8470398.00        | $8038950.06        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $1247772.00        | $986087.71         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $2629040.00        | $2649118.84        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1181576.00        | $1123355.91        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $2055703.00        | $2064859.03        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1305193.00        | $1301958.09        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $2433228.00        | $2469523.34        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $4718095.00        | $4718611.93        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $1540174.00        | $1060378.26        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $630000.00         | $244732.97         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-07-01      | 2.5000%  | 0.0000% | $8000000.00        | $5369468.11        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $4000000.00        | $2656020.44        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $175000.00         | $126461.52         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $14000000.00       | $9504043.35        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $1072239.00        | $861617.64         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $1138740.00        | $1051422.47        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1385081.00        | $1453791.57        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $2033410.00        | $1679016.99        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $5848219.00        | $5540316.52        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $5605568.00        | $5031765.21        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $895000.00         | $147327.34         | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 4.5000%  | 0.0000% | $19480034.00       | $3298949.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $6042596.00        | $921120.76         | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-05-01      | 5.5000%  | 0.0000% | $1566220.00        | $9597.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1643128.00        | $1513591.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $1646108.00        | $1702549.90        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.5000%  | 0.0000% | $1612506.00        | $1729074.29        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $4102120.00        | $4041872.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1018875.00        | $1054968.77        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $3000000.00        | $2466652.11        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $2870866.00        | $2167363.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1129660.00        | $952073.38         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $1120659.00        | $1060673.19        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1923408.00        | $1576876.16        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $5860803.00        | $5891806.77        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $9102243.00        | $3935213.05        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $3345340.00        | $3475117.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1532814.00        | $1523815.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $2212768.00        | $1915373.11        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1510124.00        | $1593571.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1734660.00        | $1815985.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $5163371.00        | $5219096.26        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $2106709.00        | $1449154.53        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $2792981.00        | $2902302.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1063161.00        | $1108610.63        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1906078.00        | $1991947.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1529111.00        | $1606530.68        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $1204170.00        | $1200041.46        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $2044964.00        | $2168983.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $2115100.00        | $2230173.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1561217.00        | $1640870.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $1113636.00        | $1201983.01        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $2253410.00        | $2443293.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $1530000.00        | $1614544.14        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.5000%  | 0.0000% | $3321225.00        | $3577808.91        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.5000%  | 0.0000% | $1122090.00        | $1221547.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.5000%  | 0.0000% | $1956370.00        | $2118958.13        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.5000%  | 0.0000% | $1472733.00        | $1587146.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $7858525.00        | $7945067.30        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1424842.00        | $1522237.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $615502.00         | $659992.59         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $645835.00         | $687445.92         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1025928.00        | $1091191.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $667323.00         | $701619.63         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $4068470.00        | $4175699.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $4196975.00        | $4459706.73        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-09-01      | 4.0000%  | 0.0000% | $21985057.00       | $3667593.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $46333000.00       | $8174072.21        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $13906921.00       | $3703132.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $8577293.00        | $3351325.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $12212887.00       | $3421523.29        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.0000%  | 0.0000% | $15766055.00       | $3512332.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $5826162.00        | $2318213.05        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $4200000.00        | $2172207.26        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $3200000.00        | $1137672.63        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $1000000.00        | $405404.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $2600000.00        | $1573444.01        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $4795793.00        | $3058781.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $4154113.00        | $3799835.93        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $5028057.00        | $5076506.06        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $657293.00         | $445789.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $5900000.00        | $3974676.80        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $724678.00         | $489649.54         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $575284.00         | $412234.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $242539.00         | $172616.91         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $1785335.00        | $1239017.81        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $3600000.00        | $2752508.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 2.5000%  | 0.0000% | $2275653.00        | $1639770.11        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $4289072.00        | $3266785.54        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $1618129.00        | $734489.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $2116767.00        | $1892416.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $7047607.00        | $5305469.39        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1376698.00        | $1147984.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1820998.00        | $1432166.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-03-01      | 4.0000%  | 0.0000% | $12098997.00       | $3408120.90        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $465000.00         | $83841.18          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $48260000.00       | $10022649.05       | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $718000.00         | $259515.79         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $10500000.00       | $6238637.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $6358014.00        | $4304902.80        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $10000000.00       | $8255356.15        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $5181568.00        | $3784959.27        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1854258.00        | $1707593.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 7.0000%  | 0.0000% | $10863466.00       | $8343121.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $200000.00         | $189076.85         | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-06-01      | 4.0000%  | 0.0000% | $1050000.00        | $233628.85         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-01-01      | 4.0000%  | 0.0000% | $15000000.00       | $3548741.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $575000.00         | $265117.48         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $500000.00         | $263554.08         | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-06-01      | 6.5000%  | 0.0000% | $300000.00         | $121259.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $12000000.00       | $7466713.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $5555203.00        | $3475658.28        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $169000.00         | $105039.18         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 2.5000%  | 0.0000% | $485748.00         | $341973.75         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 2.5000%  | 0.0000% | $4957085.00        | $3455717.49        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 2.5000%  | 0.0000% | $8899367.00        | $6591969.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 2.5000%  | 0.0000% | $610000.00         | $461246.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 2.5000%  | 0.0000% | $1132629.00        | $854000.76         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 2.5000%  | 0.0000% | $5403670.00        | $4293304.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-25      | 4.5000%  | 0.0000% | $2100000.00        | $1638863.48        | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 4.0000%  | 0.0000% | $1050000.00        | $172147.57         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $4028000.00        | $2484355.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $537000.00         | $368808.09         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1339356.00        | $1353188.56        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1018114.00        | $1047351.69        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1364500.00        | $1069984.97        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1252762.00        | $1305302.40        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1024504.00        | $1068533.84        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $210695.00         | $213250.12         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1087449.00        | $1105428.85        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $4584932.00        | $4365083.36        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1533916.00        | $1594391.08        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $3757602.00        | $3798075.73        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1027646.00        | $1089111.24        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1269417.00        | $1342611.01        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1003212.00        | $1038152.17        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1302067.00        | $1316539.03        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1153872.00        | $1188078.01        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1338883.00        | $1388728.02        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $468064.00         | $480654.09         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1948787.00        | $2034504.68        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $8075081.00        | $7791389.33        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $3607950.00        | $3714859.79        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $1597338.00        | $1687529.44        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 7.0000%  | 0.0000% | $1499999.00        | $1584792.45        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $1431774.00        | $1538127.11        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 7.5000%  | 0.0000% | $1111541.00        | $1203927.07        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 7.0000%  | 0.0000% | $1623000.00        | $1710067.20        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 7.5000%  | 0.0000% | $2106826.00        | $2270044.71        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 7.5000%  | 0.0000% | $1259303.00        | $1368159.58        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $8945588.00        | $9565997.85        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $2162598.00        | $2226528.21        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $8189790.00        | $8536742.50        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $8093214.00        | $8252046.02        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $7806877.00        | $7967880.82        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $812027.00         | $854419.41         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 7.0000%  | 0.0000% | $2183859.00        | $2312604.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $2509252.00        | $2347693.36        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $2474761.00        | $2330204.78        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $8076000.00        | $8162214.73        | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-06-20      | 3.5000%  | 0.0000% | $2500000.00        | $74525.50          | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-06-20      | 3.5000%  | 0.0000% | $2000000.00        | $46147.21          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $95964882.00       | $76057748.88       | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-09-20      | 4.0000%  | 0.0000% | $2789562.00        | $1445428.12        | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-08-20      | 4.5000%  | 0.0000% | $1002544.00        | $532050.18         | Agency Mortgage-Backed Securities  |

### Security 137: FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST) 4.120000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C7WY4, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7WY4_4.12_1103
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 9.3400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50925270.28       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51203123.77       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50925270.28       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50925270.28       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $12437000.00       | $12667151.70       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51203123.77       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51203123.78       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 0.7500%  | 0.0000% | $50000000.00       | $63874998.47       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51203123.77       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 0.7500%  | 0.0000% | $50000000.00       | $63874998.46       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50925270.28       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50925270.28       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 0.7500%  | 0.0000% | $50000000.00       | $63874998.47       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $46782284.87       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49363280.32       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49363280.32       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49363280.32       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $46285000.00       | $45695588.57       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $46782284.87       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $49874997.04       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $46782284.87       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $49874997.04       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $49874997.04       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $49874997.04       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $23659300.00       | $22136722.26       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $49874997.04       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49785153.54       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49785153.54       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $50820181.49       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49785153.54       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $4106000.00        | $4189751.56        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49785153.54       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-01      | 3.5000%  | 0.0000% | $1100600.00        | $1097848.43        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49785153.54       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49785153.54       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $40152000.00       | $40810638.53       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $50820181.49       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $49874997.04       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $49874997.04       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50374999.57       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $50820184.07       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $25394000.00       | $25284883.83       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49785153.54       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49785153.54       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $50820184.07       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49785153.54       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49785153.54       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $21148000.00       | $21494905.06       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50374999.57       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50374999.57       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50374999.57       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50374999.57       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50374999.57       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50374999.57       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $4140000.00        | $4171049.95        | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50374999.57       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50374999.57       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271399.10       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271399.10       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $45152300.00       | $42688247.85       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $19235000.00       | $18229498.11       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271399.10       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51168476.23       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $50000000.00       | $47386270.09       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51168476.23       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271399.10       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $50000000.00       | $47386270.09       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271399.10       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51168476.23       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271399.10       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271397.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271397.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271397.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271397.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51168476.23       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $4543700.00        | $4295741.01        | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271397.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271397.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271397.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $34563000.00       | $35202601.62       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51168476.23       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271397.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271397.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271397.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271397.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51168476.23       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51168476.23       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51168476.23       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $51168476.23       | U.S. Treasuries (including strips) |

### Security 138: MIZUHO SECURITIES USA INC.

- **C.1 - Title:** MIZUHO SECURITIES USA INC. 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C7WZ1, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7WZ1_4.17_1103
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $150000000.00      | $196806595.62      | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $163042700.00      | $142691750.06      | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $1000.00           | $948.14            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $400.00            | $411.53            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $3299400.00        | $3384236.90        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $7345100.00        | $7355456.59        | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $1000.00           | $1007.19           | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $6618700.00        | $6759616.46        | U.S. Treasuries (including strips) |

### Security 139: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 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: ARP1C7X15, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7X15_4.17_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $985.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $1008.00           | $992.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $897.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 4.0000%  | 0.0000% | $1008.00           | $915.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $982.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $1008.00           | $870.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $995.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $942.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $940.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $9423053.00        | $9270592.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $790.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 4.5000%  | 0.0000% | $1024.00           | $992.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $996.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $984.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $10245150.00       | $10289238.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1029.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $818.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $249.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 3.0000%  | 0.0000% | $29480760.00       | $13871777.52       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $464.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $631.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $705.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $802.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $787.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $11125000.00       | $8315016.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $919.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $791.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $956.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1022.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1008.00           | $984.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 4.5000%  | 0.0000% | $1000.00           | $110.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-11-01      | 8.0000%  | 0.0000% | $1000.00           | $5.16              | Agency Mortgage-Backed Securities |
| FNMA          | 2028-06-01      | 2.5000%  | 0.0000% | $1000.00           | $45.19             | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 4.5000%  | 0.0000% | $1150020.00        | $55181.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 3.0000%  | 0.0000% | $1000.00           | $123.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-09-01      | 4.0000%  | 0.0000% | $1024.00           | $110.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-06-01      | 1.5000%  | 0.0000% | $1000.00           | $394.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $790.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $961.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $974.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 5.0000%  | 0.0000% | $1000.00           | $982.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2032-10-01      | 8.5000%  | 0.0000% | $1000.00           | $38.99             | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $976.08            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $773.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1287584.00        | $1281976.39        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $962.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $2046424.00        | $1953295.11        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.0000%  | 0.0000% | $1008.00           | $1005.11           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $970.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.31           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $867840.00         | $883917.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.20           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $1007.00           | $1057.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.77           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1022.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1004.46           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1424772.00        | $1490778.39        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $1025.12           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.75           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $967.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1006.44           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1000.55           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1018.66           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1011.38           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $983.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-12-01      | 4.0000%  | 0.0000% | $1422564.00        | $1405179.50        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 4.0000%  | 0.0000% | $1008.00           | $965.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.75           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $1014.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $1024.00           | $920.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $10703.00          | $9910.68           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $909.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $11315904.00       | $10276429.63       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $992.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.00           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $845.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $972.14            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.32           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $983.68            | Agency Mortgage-Backed Securities |
| GNMA          | 2041-03-15      | 4.0000%  | 0.0000% | $316520.00         | $12863.41          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-05-20      | 4.0000%  | 0.0000% | $286271.00         | $32200.30          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-07-20      | 4.0000%  | 0.0000% | $256005.00         | $12562.24          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-01-15      | 3.5000%  | 0.0000% | $1000.00           | $83.54             | Agency Mortgage-Backed Securities |
| GNMA          | 2027-06-15      | 2.5000%  | 0.0000% | $1946.00           | $27.83             | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-15      | 3.0000%  | 0.0000% | $1008.00           | $86.42             | Agency Mortgage-Backed Securities |
| GNMA          | 2042-07-20      | 4.0000%  | 0.0000% | $227982.00         | $13722.67          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-08-20      | 4.0000%  | 0.0000% | $596999.00         | $38050.26          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-10-20      | 3.5000%  | 0.0000% | $1000.00           | $87.43             | Agency Mortgage-Backed Securities |
| GNMA          | 2042-11-20      | 4.0000%  | 0.0000% | $1924030.00        | $158519.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-20      | 3.0000%  | 0.0000% | $1000.00           | $108.92            | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 4.0000%  | 0.0000% | $2970964.00        | $244562.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-20      | 3.5000%  | 0.0000% | $455064.00         | $46064.21          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-20      | 4.0000%  | 0.0000% | $1411736.00        | $80288.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-11-20      | 2.5000%  | 0.0000% | $1277934.00        | $44855.32          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-03-20      | 3.0000%  | 0.0000% | $264568.00         | $28192.75          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-03-20      | 4.0000%  | 0.0000% | $3043000.00        | $261281.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2031-12-20      | 2.5000%  | 0.0000% | $306779.00         | $34713.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-08-20      | 4.5000%  | 0.0000% | $2000.00           | $161.58            | Agency Mortgage-Backed Securities |
| GNMA          | 2046-12-20      | 3.0000%  | 0.0000% | $23264998.00       | $3222155.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-20      | 3.5000%  | 0.0000% | $2000.00           | $234.71            | Agency Mortgage-Backed Securities |
| GNMA          | 2032-10-20      | 3.0000%  | 0.0000% | $600000.00         | $68692.48          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-03-20      | 4.0000%  | 0.0000% | $1000.00           | $91.47             | Agency Mortgage-Backed Securities |
| GNMA          | 2048-05-20      | 4.5000%  | 0.0000% | $1000.00           | $73.05             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 3.0000%  | 0.0000% | $1000.00           | $70.51             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 3.5000%  | 0.0000% | $1000.00           | $33.21             | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 3.0000%  | 0.0000% | $1000.00           | $313.59            | Agency Mortgage-Backed Securities |
| GNMA          | 2049-12-20      | 3.0000%  | 0.0000% | $1000.00           | $173.16            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-05-20      | 4.5000%  | 0.0000% | $916855.00         | $101986.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-20      | 5.0000%  | 0.0000% | $1000.00           | $227.37            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 3.5000%  | 0.0000% | $2000.00           | $633.88            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $2726730.00        | $1396833.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 3.5000%  | 0.0000% | $16468439.00       | $7676576.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 4.0000%  | 0.0000% | $1688639.00        | $755746.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 2.5000%  | 0.0000% | $132344456.00      | $75839313.66       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $15550057.00       | $8366457.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $1000.00           | $570.44            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $13300567.00       | $7857953.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 3.5000%  | 0.0000% | $249997.00         | $156377.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $16529216.00       | $12870808.29       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-07-20      | 4.5000%  | 0.0000% | $33999.00          | $25614.40          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-07-20      | 4.0000%  | 0.0000% | $97251.00          | $63003.93          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 3.5000%  | 0.0000% | $47933.00          | $35099.25          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 3.5000%  | 0.0000% | $1000.00           | $748.57            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 4.0000%  | 0.0000% | $20298304.00       | $18261783.66       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $115000.00         | $66561.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 4.0000%  | 0.0000% | $36127.00          | $32290.75          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-07-20      | 4.5000%  | 0.0000% | $500000.00         | $391292.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-15      | 4.0000%  | 0.0000% | $55958.00          | $18571.60          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-15      | 4.5000%  | 0.0000% | $70000.00          | $51521.75          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 3.5000%  | 0.0000% | $29013.00          | $5652.58           | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 3.5000%  | 0.0000% | $224412.00         | $52890.12          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-15      | 3.0000%  | 0.0000% | $835000.00         | $307306.36         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-20      | 3.0000%  | 0.0000% | $138999.00         | $49884.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 3.0000%  | 0.0000% | $1000.00           | $496.02            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 4.0000%  | 0.0000% | $95000.00          | $26602.69          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.5000%  | 0.0000% | $200000.00         | $116607.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $693000.00         | $384688.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 4.5000%  | 0.0000% | $98191184.00       | $91774093.31       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 5.0000%  | 0.0000% | $2203791.00        | $2093112.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-03-15      | 5.3000%  | 0.0000% | $1156971.00        | $1174286.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 5.5000%  | 0.0000% | $1246610.00        | $840854.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-03-15      | 5.6600%  | 0.0000% | $1098127.00        | $1138415.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 6.3500%  | 0.0000% | $10565000.00       | $11568606.50       | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 5.6900%  | 0.0000% | $1241271.00        | $1295686.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 4.0000%  | 0.0000% | $26974217.00       | $25205847.89       | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $1024.00           | $94.60             | Agency Mortgage-Backed Securities |
| FMAC          | 2040-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $496.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $731.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $2193849.00        | $1919596.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $61504111.00       | $55111542.72       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $40898649.00       | $36164105.71       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $939.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $212.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $30744808.00       | $29290686.53       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-06-01      | 3.5000%  | 0.0000% | $1000.00           | $393.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $937.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $930.45            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $901.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $244.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $439.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-04-01      | 4.0000%  | 0.0000% | $1024.00           | $253.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $500.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $635.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $500.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $857.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $941.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $986.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $924.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $963.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $423.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-10-01      | 1.5000%  | 0.0000% | $195881.00         | $94919.34          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 3.5000%  | 0.0000% | $1000.00           | $377.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $786.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $1008.00           | $799.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $805.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1008.00           | $914.84            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-08-01      | 3.0000%  | 0.0000% | $1000.00           | $122.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $1008.00           | $988.87            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 4.5000%  | 0.0000% | $8000.00           | $7561.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2027-07-01      | 6.5000%  | 0.0000% | $1001.00           | $6.24              | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-25      | 3.0000%  | 0.0000% | $1024.00           | $798.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-11-01      | 3.5000%  | 0.0000% | $1008.00           | $59.82             | Agency Mortgage-Backed Securities |
| FNMA          | 2027-10-01      | 3.5000%  | 0.0000% | $1000.00           | $24.25             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $200.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $979.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $632216.00         | $634120.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $994.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $960.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $912.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $995.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $890.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1112372.00        | $1170101.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $961.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $1011.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $238.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 4.5000%  | 0.0000% | $1000.00           | $244.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $247.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2061-07-01      | 3.0000%  | 0.0000% | $1000.00           | $551.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $536404.00         | $221391.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $1004.00           | $251.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 4.3600%  | 0.0000% | $2048.00           | $2040.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $852.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $1008.00           | $631.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $951.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $997.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $820.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1008.00           | $735.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $701.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $958.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $993.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $775.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 3.9100%  | 0.0000% | $4983500.00        | $4946713.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.5000%  | 0.0000% | $1000.00           | $250.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $114.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-11-01      | 3.5000%  | 0.0000% | $1000.00           | $218.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $1024.00           | $487.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $244.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $21895106.00       | $8938122.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $398.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1200.00           | $600.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $58872626.00       | $31114378.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $1008.00           | $531.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $779.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $815.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $767.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $762.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $859.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $754.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $7570000.00        | $6025685.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $1008.00           | $916.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $887.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $1008.00           | $991.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.0000%  | 0.0000% | $1040.00           | $973.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.5000%  | 0.0000% | $1000.00           | $829.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $969.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1008.00           | $689.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $966.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1008.00           | $933.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $861000.00         | $830376.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $978.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $973.22            | Agency Mortgage-Backed Securities |

### Security 140: SOCIETE' GENERALE NY

- **C.1 - Title:** SOCIETE' GENERALE NY 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: ARP1C7X31, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7X31_4.16_1103
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2030-06-01      | 5.1760%  | 0.0000% | $67563765.00       | $24405.43          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 6.6650%  | 0.0000% | $13785124.00       | $183220.96         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $26110075.00       | $20944934.56       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1080100.00        | $784036.66         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $1060356.00        | $774760.53         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1120488.00        | $601074.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1117494.00        | $1033126.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1119890.00        | $921130.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $1047373.00        | $1066944.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $1066942.00        | $996264.68         | Agency Mortgage-Backed Securities |
| FMAC          | 2029-06-01      | 4.2630%  | 0.0000% | $35285000.00       | $14344.87          | Agency Mortgage-Backed Securities |
| FMAC          | 2030-11-01      | 5.4500%  | 0.0000% | $32000000.00       | $4361.97           | Agency Mortgage-Backed Securities |
| FMAC          | 2030-11-01      | 5.3480%  | 0.0000% | $27000000.00       | $22168.62          | Agency Mortgage-Backed Securities |
| FNMA          | 2026-11-01      | 4.1980%  | 0.0000% | $30000000.00       | $698.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-25      | 4.0000%  | 0.0000% | $9000000.00        | $8581587.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1128118.00        | $733751.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $1006360.00        | $1053704.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1634951.00        | $1563097.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1005407.00        | $1040067.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1057479.00        | $943096.48         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1003950.00        | $1047280.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1095029.00        | $1024046.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1508032.00        | $1591517.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 3.0000%  | 0.0000% | $16000000.00       | $13814296.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $26000000.00       | $9784552.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 3.5000%  | 0.0000% | $8000000.00        | $6491806.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $14000000.00       | $11774586.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.0000%  | 0.0000% | $614417.00         | $379212.83         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 7.0000%  | 0.0000% | $1812637.00        | $1911299.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 4.5000%  | 0.0000% | $170177256.00      | $165894624.00      | Agency Mortgage-Backed Securities |

### Security 141: STANDARD CHARTERED BANK

- **C.1 - Title:** STANDARD CHARTERED BANK 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: ARP1C7X49, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7X49_4.16_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2046-09-01      | 3.0000%  | 0.0000% | $2438.00           | $419.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $17047268.00       | $16250691.55       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $170226688.00      | $164261919.36      | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $1001.00           | $207.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $2153.00           | $471.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $3943.00           | $4106.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $996751.00         | $1058552.22        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $155379712.00      | $152792033.35      | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $167137595.00      | $164248433.17      | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $23208.00          | $4095.68           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $6135563.00        | $6174501.11        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 5.0000%  | 0.0000% | $1002.00           | $951.68            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $940.29            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1002.00           | $998.01            | Agency Mortgage-Backed Securities  |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $5083200.00        | $5201772.72        | U.S. Treasuries (including strips) |

### Security 142: 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: ARP1C7X64, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7X64_4.16_1103
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2043-05-20      | 4.0000%  | 0.0000% | $6503279.00        | $522360.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-20      | 3.5000%  | 0.0000% | $2397000.00        | $190108.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-08-20      | 3.0000%  | 0.0000% | $5300000.00        | $561793.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-20      | 4.0000%  | 0.0000% | $3478571.00        | $373657.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 2.5000%  | 0.0000% | $3356000.00        | $1285671.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 3.5000%  | 0.0000% | $2400000.00        | $827230.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 1.5000%  | 0.0000% | $9157770.00        | $5359408.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 1.5000%  | 0.0000% | $1313009.00        | $933543.22         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.0000%  | 0.0000% | $10267772.00       | $5429684.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.0000%  | 0.0000% | $1010710.00        | $591529.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 1.5000%  | 0.0000% | $12121432.00       | $7694391.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 3.5000%  | 0.0000% | $11227596.00       | $8194711.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 3.5000%  | 0.0000% | $34514000.00       | $26594320.31       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $308951.00         | $188885.33         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 6.5000%  | 0.0000% | $129934.00         | $92770.84          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-08-20      | 3.5000%  | 0.0000% | $1152758.00        | $191232.98         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-11-20      | 3.5000%  | 0.0000% | $1639430.00        | $529822.43         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-02-20      | 3.5000%  | 0.0000% | $1586162.00        | $527786.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 3.5000%  | 0.0000% | $898980.00         | $395301.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 2.0000%  | 0.0000% | $8090000.00        | $4214685.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-20      | 3.0000%  | 0.0000% | $1218378.00        | $121564.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $1618155.00        | $1424580.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.5000%  | 0.0000% | $2709457.00        | $2927282.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1440194.00        | $1484187.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $23783486.00       | $23778879.63       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $650580690.00      | $666649382.46      | Agency Mortgage-Backed Securities |
| GNMA          | 2046-08-20      | 3.5000%  | 0.0000% | $8751453.00        | $2209205.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-20      | 3.5000%  | 0.0000% | $14000000.00       | $1705369.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2026-04-20      | 4.0000%  | 0.0000% | $500000.00         | $652.25            | Agency Mortgage-Backed Securities |

### Security 143: FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST) 4.110000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8BU3, C.3 - LEI: N/A, C.5 - Other ID: ARP1C8BU3_4.11_1103
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50772579.46       | $50772579.46       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $1137102.68        | $1137102.68        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50772579.46       | $50772579.46       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50772579.46       | $50772579.46       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50772579.46       | $50772579.46       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $50772579.46       | $50772579.46       | U.S. Treasuries (including strips) |

### Security 144: Fixed Income Clearing Corporation (Bank of New York)

- **C.1 - Title:** Fixed Income Clearing Corporation (Bank of New York) 4.120000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8NC0, C.3 - LEI: N/A, C.5 - Other ID: ARP1C8NC0_4.12_1103
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Bank of New York)

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.20             | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $50000000.00       | $33261076.90       | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 1.8750%  | 0.0000% | $64180000.00       | $45782176.20       | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $35919889.13       | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $82000000.00       | $71404902.11       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $2228400.00        | $2217700.03        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $10825000.00       | $11255498.72       | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52103500.00       | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $50000000.00       | $51731883.15       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $5000000.00        | $5144449.34        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $46779000.00       | $47739909.30       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50977938.52       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $51461065.57       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** The HSBC Funds

**Date:** 2025-11-07

**By:** \s\James D Levy

**Name of Signing Officer:** James D Levy

**Title of Signing Officer:** Vice President