# EDGAR Filing Document

**Accession Number:** 0000798290
**File Stem:** 0001145549-25-038726
**Filing Date:** 2025-6
**Character Count:** 351178
**Document Hash:** 820909cd9569255941d6904a78993baa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038726.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038726

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**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:** 251028983

**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):** 2025-05-31

**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:** 47 days

- **WAL:** 112 days

- **Total Value of Portfolio Securities:** $38591488052.63

- **Amortized Cost of Portfolio Securities:** $38591508752.99

- **Cash:** $550683.00

- **Total Other Assets:** $93303844.91

- **Total Liabilities:** $467633101.71

- **Net Assets of Series:** $38217730179.19

- **Number of Shares Outstanding (Series):** 38219565257.7430

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $32510345916.86           | $32760345384.36            | 74.3600%                  | 74.9300%                   |
| 2025-05-02 | $30181408056.64           | $30431408074.14            | 72.2900%                  | 72.8900%                   |
| 2025-05-05 | $30925865646.91           | $30950865605.91            | 73.2200%                  | 73.2800%                   |
| 2025-05-06 | $30229851784.20           | $30254851748.95            | 72.6400%                  | 72.7000%                   |
| 2025-05-07 | $28844913747.24           | $28869913717.99            | 71.7000%                  | 71.7600%                   |
| 2025-05-08 | $28879841598.72           | $28904841575.97            | 71.7300%                  | 71.7900%                   |
| 2025-05-09 | $29135496958.51           | $29145427541.81            | 71.9300%                  | 71.9600%                   |
| 2025-05-12 | $31377244996.62           | $31387178654.92            | 73.4100%                  | 73.4300%                   |
| 2025-05-13 | $31812077367.65           | $31822012267.65            | 73.6800%                  | 73.7000%                   |
| 2025-05-14 | $31784397040.88           | $31794333256.18            | 73.6600%                  | 73.6800%                   |
| 2025-05-15 | $30271728917.39           | $30281666292.39            | 72.7000%                  | 72.7200%                   |
| 2025-05-16 | $30209939691.21           | $30319878682.01            | 72.6400%                  | 72.9100%                   |
| 2025-05-19 | $31431034216.55           | $31540976801.15            | 73.0100%                  | 73.2600%                   |
| 2025-05-20 | $30363532898.81           | $30723476365.21            | 72.3200%                  | 73.1800%                   |
| 2025-05-21 | $29347887384.69           | $29707831454.99            | 71.6300%                  | 72.5100%                   |
| 2025-05-22 | $28742060410.10           | $29002005523.40            | 71.3800%                  | 72.0300%                   |
| 2025-05-23 | $28141858980.89           | $28411244539.87            | 70.9300%                  | 71.6100%                   |
| 2025-05-27 | $28789660995.83           | $28809051279.72            | 71.8600%                  | 71.9100%                   |
| 2025-05-28 | $29437290994.18           | $29656682321.97            | 72.3100%                  | 72.8500%                   |
| 2025-05-29 | $28642191926.53           | $28861583646.42            | 71.7200%                  | 72.2600%                   |
| 2025-05-30 | $27390610581.52           | $27782399666.07            | 70.8000%                  | 71.8200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.3900%             |
| 2025-05-02 | 4.3900%             |
| 2025-05-05 | 4.3900%             |
| 2025-05-06 | 4.3800%             |
| 2025-05-07 | 4.3700%             |
| 2025-05-08 | 4.3700%             |
| 2025-05-09 | 4.3500%             |
| 2025-05-12 | 4.3500%             |
| 2025-05-13 | 4.3500%             |
| 2025-05-14 | 4.3400%             |
| 2025-05-15 | 4.3500%             |
| 2025-05-16 | 4.3500%             |
| 2025-05-19 | 4.3500%             |
| 2025-05-20 | 4.3500%             |
| 2025-05-21 | 4.3500%             |
| 2025-05-22 | 4.3500%             |
| 2025-05-23 | 4.3400%             |
| 2025-05-27 | 4.3400%             |
| 2025-05-28 | 4.3500%             |
| 2025-05-29 | 4.3500%             |
| 2025-05-30 | 4.3700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0001                      |
|  |  |
| 2025-05-02 | 1.0000                      |
|  |  |
| 2025-05-05 | 1.0000                      |
|  |  |
| 2025-05-06 | 1.0000                      |
|  |  |
| 2025-05-07 | 1.0000                      |
|  |  |
| 2025-05-08 | 1.0000                      |
|  |  |
| 2025-05-09 | 1.0000                      |
|  |  |
| 2025-05-12 | 1.0000                      |
|  |  |
| 2025-05-13 | 1.0000                      |
|  |  |
| 2025-05-14 | 1.0000                      |
|  |  |
| 2025-05-15 | 1.0000                      |
|  |  |
| 2025-05-16 | 1.0000                      |
|  |  |
| 2025-05-19 | 1.0000                      |
|  |  |
| 2025-05-20 | 1.0000                      |
|  |  |
| 2025-05-21 | 1.0000                      |
|  |  |
| 2025-05-22 | 1.0000                      |
|  |  |
| 2025-05-23 | 1.0000                      |
|  |  |
| 2025-05-27 | 1.0000                      |
|  |  |
| 2025-05-28 | 0.9999                      |
|  |  |
| 2025-05-29 | 0.9999                      |
|  |  |
| 2025-05-30 | 1.0000                      |
|  |  |

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

### Class: Class Y

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1691083359.78

- **Number of Shares Outstanding:** 1691135920.3410

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0001          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $267481008.38             | $260552405.92           |
| 2025-05-02 | $116979905.33             | $92207424.45            |
| 2025-05-05 | $161272344.77             | $101136006.11           |
| 2025-05-06 | $56794901.49              | $196721984.77           |
| 2025-05-07 | $38235126.14              | $210671849.39           |
| 2025-05-08 | $91060130.80              | $32453697.23            |
| 2025-05-09 | $115364125.61             | $49806474.47            |
| 2025-05-12 | $115949950.33             | $85361609.72            |
| 2025-05-13 | $383210653.37             | $59284008.74            |
| 2025-05-14 | $53862353.43              | $296741676.36           |
| 2025-05-15 | $47020921.86              | $222571212.43           |
| 2025-05-16 | $89928071.23              | $23979552.55            |
| 2025-05-19 | $28567160.92              | $102122477.34           |
| 2025-05-20 | $44548830.38              | $136396372.98           |
| 2025-05-21 | $166816525.31             | $51994140.35            |
| 2025-05-22 | $119296842.12             | $76877011.75            |
| 2025-05-23 | $152938002.96             | $135748239.39           |
| 2025-05-27 | $29866695.01              | $246255371.03           |
| 2025-05-28 | $190286489.46             | $34296865.10            |
| 2025-05-29 | $159510050.61             | $87624854.04            |
| 2025-05-30 | $100562731.02             | $186724092.30           |

**Total Gross Subscriptions (Month):** $2529552820.53

**Total Gross Redemptions (Month):** $2689527326.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1600%           |
| 2025-05-02 | 4.1600%           |
| 2025-05-05 | 4.1600%           |
| 2025-05-06 | 4.1500%           |
| 2025-05-07 | 4.1400%           |
| 2025-05-08 | 4.1400%           |
| 2025-05-09 | 4.1200%           |
| 2025-05-12 | 4.1200%           |
| 2025-05-13 | 4.1200%           |
| 2025-05-14 | 4.1200%           |
| 2025-05-15 | 4.1200%           |
| 2025-05-16 | 4.1200%           |
| 2025-05-19 | 4.1200%           |
| 2025-05-20 | 4.1200%           |
| 2025-05-21 | 4.1200%           |
| 2025-05-22 | 4.1200%           |
| 2025-05-23 | 4.1100%           |
| 2025-05-27 | 4.1100%           |
| 2025-05-28 | 4.1100%           |
| 2025-05-29 | 4.1200%           |
| 2025-05-30 | 4.1400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                                               | PARTNERSHIPS     | 5.4400%          | 0.0000%              |
| Depository institution or other banking institution |  | 22.8000%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.5100%          | 0.0000%              |

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1817320435.73

- **Number of Shares Outstanding:** 1817082920.2320

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0002          |
|  |  |
| 2025-05-02 | 1.0002          |
|  |  |
| 2025-05-05 | 1.0002          |
|  |  |
| 2025-05-06 | 1.0002          |
|  |  |
| 2025-05-07 | 1.0002          |
|  |  |
| 2025-05-08 | 1.0002          |
|  |  |
| 2025-05-09 | 1.0002          |
|  |  |
| 2025-05-12 | 1.0001          |
|  |  |
| 2025-05-13 | 1.0001          |
|  |  |
| 2025-05-14 | 1.0001          |
|  |  |
| 2025-05-15 | 1.0001          |
|  |  |
| 2025-05-16 | 1.0001          |
|  |  |
| 2025-05-19 | 1.0001          |
|  |  |
| 2025-05-20 | 1.0001          |
|  |  |
| 2025-05-21 | 1.0001          |
|  |  |
| 2025-05-22 | 1.0001          |
|  |  |
| 2025-05-23 | 1.0001          |
|  |  |
| 2025-05-27 | 1.0001          |
|  |  |
| 2025-05-28 | 1.0001          |
|  |  |
| 2025-05-29 | 1.0001          |
|  |  |
| 2025-05-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $31826814.53              | $1974540.55             |
| 2025-05-02 | $15117766.00              | $189013.17              |
| 2025-05-05 | $10864717.59              | $18213019.47            |
| 2025-05-06 | $1943926.16               | $18942981.90            |
| 2025-05-07 | $2203495.86               | $15786076.03            |
| 2025-05-08 | $15474619.58              | $1774392.40             |
| 2025-05-09 | $1872.04                  | $12090790.43            |
| 2025-05-12 | $1346.71                  | $6436647.95             |
| 2025-05-13 | $1318986.80               | $20822320.97            |
| 2025-05-14 | $1897126.46               | $10584317.65            |
| 2025-05-15 | $21560946.04              | $852921.51              |
| 2025-05-16 | $35956895.30              | $6331563.06             |
| 2025-05-19 | $150664.81                | $16804919.20            |
| 2025-05-20 | $10822105.18              | $2250746.80             |
| 2025-05-21 | $6814360.09               | $14169760.37            |
| 2025-05-22 | $4034276.50               | $32954433.26            |
| 2025-05-23 | $210869.45                | $2093187.61             |
| 2025-05-27 | $25372.36                 | $8166967.23             |
| 2025-05-28 | $26014.60                 | $4154685.41             |
| 2025-05-29 | $20955.51                 | $5404780.37             |
| 2025-05-30 | $12557400.72              | $4300008.79             |

**Total Gross Subscriptions (Month):** $172830532.29

**Total Gross Redemptions (Month):** $204298074.13

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9100%           |
| 2025-05-02 | 3.9100%           |
| 2025-05-05 | 3.9100%           |
| 2025-05-06 | 3.9000%           |
| 2025-05-07 | 3.8900%           |
| 2025-05-08 | 3.8900%           |
| 2025-05-09 | 3.8700%           |
| 2025-05-12 | 3.8700%           |
| 2025-05-13 | 3.8700%           |
| 2025-05-14 | 3.8600%           |
| 2025-05-15 | 3.8700%           |
| 2025-05-16 | 3.8700%           |
| 2025-05-19 | 3.8700%           |
| 2025-05-20 | 3.8700%           |
| 2025-05-21 | 3.8700%           |
| 2025-05-22 | 3.8700%           |
| 2025-05-23 | 3.8600%           |
| 2025-05-27 | 3.8600%           |
| 2025-05-28 | 3.8600%           |
| 2025-05-29 | 3.8700%           |
| 2025-05-30 | 3.8900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 88.1700%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.3700%          | 0.0000%              |

### Class: Class I

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $29370826292.43

- **Number of Shares Outstanding:** 29372935677.3600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 0.9999          |
|  |  |
| 2025-05-13 | 0.9999          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 0.9999          |
|  |  |
| 2025-05-20 | 0.9999          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 0.9999          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $1384974860.06            | $334388164.66           |
| 2025-05-02 | $1007514306.71            | $3478355870.78          |
| 2025-05-05 | $1156945305.97            | $743918999.38           |
| 2025-05-06 | $459039575.55             | $744421934.88           |
| 2025-05-07 | $870030134.36             | $1748145345.52          |
| 2025-05-08 | $259254899.34             | $447294964.90           |
| 2025-05-09 | $1360955444.92            | $1061803374.69          |
| 2025-05-12 | $1582652175.56            | $413623961.46           |
| 2025-05-13 | $1155858855.54            | $827476875.69           |
| 2025-05-14 | $886526369.10             | $883132407.97           |
| 2025-05-15 | $1627401450.48            | $1856413969.64          |
| 2025-05-16 | $1229118505.55            | $1586337948.32          |
| 2025-05-19 | $1595581333.56            | $781558087.62           |
| 2025-05-20 | $489684146.20             | $1152080435.07          |
| 2025-05-21 | $690059014.97             | $2432139949.38          |
| 2025-05-22 | $702680090.67             | $597613527.95           |
| 2025-05-23 | $600543700.47             | $1151559583.45          |
| 2025-05-27 | $1608299049.11            | $1404444645.99          |
| 2025-05-28 | $960036927.02             | $710158181.57           |
| 2025-05-29 | $756141105.70             | $931847644.39           |
| 2025-05-30 | $2104795352.68            | $2890126732.62          |

**Total Gross Subscriptions (Month):** $22488092603.52

**Total Gross Redemptions (Month):** $26176842605.93

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2600%           |
| 2025-05-02 | 4.2600%           |
| 2025-05-05 | 4.2600%           |
| 2025-05-06 | 4.2500%           |
| 2025-05-07 | 4.2400%           |
| 2025-05-08 | 4.2400%           |
| 2025-05-09 | 4.2200%           |
| 2025-05-12 | 4.2200%           |
| 2025-05-13 | 4.2200%           |
| 2025-05-14 | 4.2100%           |
| 2025-05-15 | 4.2200%           |
| 2025-05-16 | 4.2200%           |
| 2025-05-19 | 4.2200%           |
| 2025-05-20 | 4.2200%           |
| 2025-05-21 | 4.2200%           |
| 2025-05-22 | 4.2200%           |
| 2025-05-23 | 4.2100%           |
| 2025-05-27 | 4.2100%           |
| 2025-05-28 | 4.2100%           |
| 2025-05-29 | 4.2200%           |
| 2025-05-30 | 4.2400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | PARTNERSHIPS     | 6.0400%          | 0.0000%              |
| Other                     | PARTNERSHIPS     | 7.0300%          | 0.0000%              |
| Non-financial corporation |  | 8.8400%          | 0.0000%              |
| Non-financial corporation |  | 6.8100%          | 0.0000%              |
| Non-financial corporation |  | 5.2900%          | 0.0000%              |

### Class: Intermediary Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $2553370817.59

- **Number of Shares Outstanding:** 2553440615.4900

- **Expense Reimbursement/Waiver:** 280957.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0001          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $232555438.97             | $424135164.49           |
| 2025-05-02 | $85016261.38              | $103991097.18           |
| 2025-05-05 | $27567943.09              | $32202829.74            |
| 2025-05-06 | $232162333.20             | $4500000.00             |
| 2025-05-07 | $12658812.50              | $680669460.09           |
| 2025-05-08 | $538673580.88             | $16436386.66            |
| 2025-05-09 | $30665527.06              | $16593565.48            |
| 2025-05-12 | $97695134.03              | $0.00                   |
| 2025-05-13 | $102365306.70             | $37342130.54            |
| 2025-05-14 | $62567292.87              | $11875239.48            |
| 2025-05-15 | $3865542.08               | $204272028.42           |
| 2025-05-16 | $151283699.55             | $176341.05              |
| 2025-05-19 | $22247700.02              | $752874.56              |
| 2025-05-20 | $43724447.29              | $16650327.32            |
| 2025-05-21 | $219643439.97             | $12584645.78            |
| 2025-05-22 | $241300.00                | $257318648.18           |
| 2025-05-23 | $141605487.55             | $0.00                   |
| 2025-05-27 | $104538477.04             | $0.00                   |
| 2025-05-28 | $207890906.44             | $256773744.28           |
| 2025-05-29 | $30000000.00              | $160324555.72           |
| 2025-05-30 | $13716250.00              | $225589200.56           |

**Total Gross Subscriptions (Month):** $2360684880.62

**Total Gross Redemptions (Month):** $2462188239.53

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2300%           |
| 2025-05-02 | 4.2300%           |
| 2025-05-05 | 4.2300%           |
| 2025-05-06 | 4.2200%           |
| 2025-05-07 | 4.2100%           |
| 2025-05-08 | 4.2100%           |
| 2025-05-09 | 4.1900%           |
| 2025-05-12 | 4.1900%           |
| 2025-05-13 | 4.1900%           |
| 2025-05-14 | 4.1800%           |
| 2025-05-15 | 4.1900%           |
| 2025-05-16 | 4.1900%           |
| 2025-05-19 | 4.1900%           |
| 2025-05-20 | 4.1900%           |
| 2025-05-21 | 4.1900%           |
| 2025-05-22 | 4.1900%           |
| 2025-05-23 | 4.1800%           |
| 2025-05-27 | 4.1800%           |
| 2025-05-28 | 4.1900%           |
| 2025-05-29 | 4.1900%           |
| 2025-05-30 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 16.7100%         | 0.0000%              |
| Non-financial corporation |  | 64.0800%         | 0.0000%              |

### Class: Intermediary Service Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2486383072.20

- **Number of Shares Outstanding:** 2486248484.7400

- **Expense Reimbursement/Waiver:** 340967.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0002          |
|  |  |
| 2025-05-02 | 1.0001          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0001          |
|  |  |
| 2025-05-09 | 1.0001          |
|  |  |
| 2025-05-12 | 1.0001          |
|  |  |
| 2025-05-13 | 1.0001          |
|  |  |
| 2025-05-14 | 1.0001          |
|  |  |
| 2025-05-15 | 1.0001          |
|  |  |
| 2025-05-16 | 1.0001          |
|  |  |
| 2025-05-19 | 1.0001          |
|  |  |
| 2025-05-20 | 1.0001          |
|  |  |
| 2025-05-21 | 1.0001          |
|  |  |
| 2025-05-22 | 1.0001          |
|  |  |
| 2025-05-23 | 1.0001          |
|  |  |
| 2025-05-27 | 1.0001          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $53622946.84              | $43389426.08            |
| 2025-05-02 | $151181248.67             | $36804658.66            |
| 2025-05-05 | $99685965.98              | $117539139.88           |
| 2025-05-06 | $171121138.41             | $40824554.90            |
| 2025-05-07 | $58801859.61              | $12134641.78            |
| 2025-05-08 | $69916258.55              | $52768572.88            |
| 2025-05-09 | $54768141.80              | $195021887.10           |
| 2025-05-12 | $65247788.69              | $34647267.75            |
| 2025-05-13 | $65940417.50              | $32607247.37            |
| 2025-05-14 | $40988319.24              | $269268999.52           |
| 2025-05-15 | $93105365.78              | $46447136.61            |
| 2025-05-16 | $77603376.34              | $43017087.77            |
| 2025-05-19 | $112223485.66             | $337310975.67           |
| 2025-05-20 | $78681204.19              | $52048802.83            |
| 2025-05-21 | $57273462.80              | $31918365.41            |
| 2025-05-22 | $162194290.14             | $43923751.44            |
| 2025-05-23 | $58645843.80              | $21258483.27            |
| 2025-05-27 | $156564429.84             | $45825638.66            |
| 2025-05-28 | $51835495.99              | $59387654.92            |
| 2025-05-29 | $81621219.92              | $44480402.35            |
| 2025-05-30 | $72453616.29              | $266088376.86           |

**Total Gross Subscriptions (Month):** $1833475876.04

**Total Gross Redemptions (Month):** $1826713071.71

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2100%           |
| 2025-05-02 | 4.2100%           |
| 2025-05-05 | 4.2100%           |
| 2025-05-06 | 4.2000%           |
| 2025-05-07 | 4.1900%           |
| 2025-05-08 | 4.1900%           |
| 2025-05-09 | 4.1700%           |
| 2025-05-12 | 4.1700%           |
| 2025-05-13 | 4.1700%           |
| 2025-05-14 | 4.1700%           |
| 2025-05-15 | 4.1700%           |
| 2025-05-16 | 4.1700%           |
| 2025-05-19 | 4.1700%           |
| 2025-05-20 | 4.1700%           |
| 2025-05-21 | 4.1700%           |
| 2025-05-22 | 4.1700%           |
| 2025-05-23 | 4.1600%           |
| 2025-05-27 | 4.1600%           |
| 2025-05-28 | 4.1700%           |
| 2025-05-29 | 4.1700%           |
| 2025-05-30 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 26.1000%         | 0.0000%              |
| Non-financial corporation                           |  | 14.5100%         | 0.0000%              |

### Class: Class P

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $298746201.46

- **Number of Shares Outstanding:** 298721639.5800

- **Expense Reimbursement/Waiver:** 26371.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0002          |
|  |  |
| 2025-05-02 | 1.0002          |
|  |  |
| 2025-05-05 | 1.0002          |
|  |  |
| 2025-05-06 | 1.0002          |
|  |  |
| 2025-05-07 | 1.0002          |
|  |  |
| 2025-05-08 | 1.0001          |
|  |  |
| 2025-05-09 | 1.0001          |
|  |  |
| 2025-05-12 | 1.0001          |
|  |  |
| 2025-05-13 | 1.0001          |
|  |  |
| 2025-05-14 | 1.0001          |
|  |  |
| 2025-05-15 | 1.0001          |
|  |  |
| 2025-05-16 | 1.0001          |
|  |  |
| 2025-05-19 | 1.0001          |
|  |  |
| 2025-05-20 | 1.0001          |
|  |  |
| 2025-05-21 | 1.0001          |
|  |  |
| 2025-05-22 | 1.0001          |
|  |  |
| 2025-05-23 | 1.0001          |
|  |  |
| 2025-05-27 | 1.0001          |
|  |  |
| 2025-05-28 | 1.0001          |
|  |  |
| 2025-05-29 | 1.0001          |
|  |  |
| 2025-05-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $5944155.77               | $15360588.16            |
| 2025-05-02 | $8788805.66               | $726014.65              |
| 2025-05-05 | $139472.07                | $676778.58              |
| 2025-05-06 | $12185500.00              | $9816242.30             |
| 2025-05-07 | $12313707.14              | $12487615.96            |
| 2025-05-08 | $13274691.95              | $12682663.47            |
| 2025-05-09 | $11970855.01              | $12671009.94            |
| 2025-05-12 | $14718895.73              | $13594677.08            |
| 2025-05-13 | $10323000.00              | $13950806.30            |
| 2025-05-14 | $10759588.46              | $12038321.18            |
| 2025-05-15 | $16307313.02              | $8362072.43             |
| 2025-05-16 | $17470247.70              | $8391583.70             |
| 2025-05-19 | $7842014.73               | $8039174.73             |
| 2025-05-20 | $18344166.67              | $3925019.24             |
| 2025-05-21 | $700030.00                | $11268780.10            |
| 2025-05-22 | $1207171.50               | $1051111.22             |
| 2025-05-23 | $2827705.49               | $3938385.27             |
| 2025-05-27 | $3737659.06               | $10599452.55            |
| 2025-05-28 | $8026894.93               | $6867249.02             |
| 2025-05-29 | $3664418.12               | $7270044.05             |
| 2025-05-30 | $6163772.24               | $4322154.29             |

**Total Gross Subscriptions (Month):** $186710065.25

**Total Gross Redemptions (Month):** $178039744.22

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2100%           |
| 2025-05-02 | 4.2100%           |
| 2025-05-05 | 4.2100%           |
| 2025-05-06 | 4.2000%           |
| 2025-05-07 | 4.1900%           |
| 2025-05-08 | 4.1900%           |
| 2025-05-09 | 4.1700%           |
| 2025-05-12 | 4.1700%           |
| 2025-05-13 | 4.1700%           |
| 2025-05-14 | 4.1600%           |
| 2025-05-15 | 4.1700%           |
| 2025-05-16 | 4.1700%           |
| 2025-05-19 | 4.1700%           |
| 2025-05-20 | 4.1700%           |
| 2025-05-21 | 4.1700%           |
| 2025-05-22 | 4.1700%           |
| 2025-05-23 | 4.1600%           |
| 2025-05-27 | 4.1600%           |
| 2025-05-28 | 4.1700%           |
| 2025-05-29 | 4.1700%           |
| 2025-05-30 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 5.4700%          | 0.0000%              |
| Non-financial corporation |  | 13.4600%         | 0.0000%              |
| Non-financial corporation |  | 6.7800%          | 0.0000%              |
| Non-financial corporation |  | 14.7400%         | 0.0000%              |
| Non-financial corporation |  | 8.8600%          | 0.0000%              |
| Non-financial corporation |  | 5.4900%          | 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 4.215700%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 05999F9K6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6364300.81
- **C.18.a - Value (excl. sponsor support):** $6364300.81
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AKEA0, C.4 - ISIN: US3130AKEA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $60046951.20
- **C.18.a - Value (excl. sponsor support):** $60046951.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWTW0, C.4 - ISIN: US3130AWTW08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6835087.35
- **C.18.a - Value (excl. sponsor support):** $6835087.35
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.480000%
- **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):** $200090104.00
- **C.18.a - Value (excl. sponsor support):** $200090104.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.475000%
- **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):** $200093510.00
- **C.18.a - Value (excl. sponsor support):** $200093510.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3KS1, C.4 - ISIN: US3130B3KS16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50008429.00
- **C.18.a - Value (excl. sponsor support):** $50008429.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4GQ8, C.4 - ISIN: US3130B4GQ88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249999747.50
- **C.18.a - Value (excl. sponsor support):** $249999747.50
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **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 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4GS4, C.4 - ISIN: US3130B4GS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $90000896.40
- **C.18.a - Value (excl. sponsor support):** $90000896.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? 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 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4GW5, C.4 - ISIN: US3130B4GW56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999619.00
- **C.18.a - Value (excl. sponsor support):** $99999619.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4H46, C.4 - ISIN: US3130B4H465, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100002162.00
- **C.18.a - Value (excl. sponsor support):** $100002162.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **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 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4L66, C.4 - ISIN: US3130B4L665, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999637.00
- **C.18.a - Value (excl. sponsor support):** $99999637.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4M57, C.4 - ISIN: US3130B4M572, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999730.00
- **C.18.a - Value (excl. sponsor support):** $99999730.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4R37, C.4 - ISIN: US3130B4R373, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499998595.00
- **C.18.a - Value (excl. sponsor support):** $499998595.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4T84, C.4 - ISIN: US3130B4T841, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199999578.00
- **C.18.a - Value (excl. sponsor support):** $199999578.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4VD0, C.4 - ISIN: US3130B4VD01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174999702.50
- **C.18.a - Value (excl. sponsor support):** $174999702.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4W49, C.4 - ISIN: US3130B4W498, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999817.00
- **C.18.a - Value (excl. sponsor support):** $99999817.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4ZC8, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000630.00
- **C.18.a - Value (excl. sponsor support):** $100000630.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.315000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56V5, C.4 - ISIN: US3130B56V51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249998980.00
- **C.18.a - Value (excl. sponsor support):** $249998980.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SE9, C.4 - ISIN: US3130B5SE95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199998946.00
- **C.18.a - Value (excl. sponsor support):** $199998946.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TM0, C.4 - ISIN: US3130B5TM03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500007405.00
- **C.18.a - Value (excl. sponsor support):** $500007405.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5WF1, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $374998908.75
- **C.18.a - Value (excl. sponsor support):** $374998908.75
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **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 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5WR5, C.4 - ISIN: US3130B5WR52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200006196.00
- **C.18.a - Value (excl. sponsor support):** $200006196.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **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):** $100002863.00
- **C.18.a - Value (excl. sponsor support):** $100002863.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AK2, C.4 - ISIN: US3130B6AK21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250008705.00
- **C.18.a - Value (excl. sponsor support):** $250008705.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **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):** $100002830.00
- **C.18.a - Value (excl. sponsor support):** $100002830.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HS8, C.4 - ISIN: US3130B6HS83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250004437.50
- **C.18.a - Value (excl. sponsor support):** $250004437.50
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 27: 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: 313313HW1, C.4 - ISIN: US313313HW12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9954716.70
- **C.18.a - Value (excl. sponsor support):** $9954716.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **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 28: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.550000%
- **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):** $250519252.50
- **C.18.a - Value (excl. sponsor support):** $250519252.50
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 29: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPD28, C.4 - ISIN: US3133EPD286, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200036498.00
- **C.18.a - Value (excl. sponsor support):** $200036498.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **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 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.500000%
- **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):** $70030066.40
- **C.18.a - Value (excl. sponsor support):** $70030066.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH99, C.4 - ISIN: US3133EPH998, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275133886.50
- **C.18.a - Value (excl. sponsor support):** $275133886.50
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPLU7, C.4 - ISIN: US3133EPLU75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9439000.00
- **C.18.a - Value (excl. sponsor support):** $9439000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPMZ5, C.4 - ISIN: US3133EPMZ53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75004093.50
- **C.18.a - Value (excl. sponsor support):** $75004093.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.650000%
- **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):** $50127133.00
- **C.18.a - Value (excl. sponsor support):** $50127133.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPP82, C.4 - ISIN: US3133EPP827, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100037664.00
- **C.18.a - Value (excl. sponsor support):** $100037664.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRK3, C.4 - ISIN: US3133EPRK30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $218418025.65
- **C.18.a - Value (excl. sponsor support):** $218418025.65
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **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):** $50023747.50
- **C.18.a - Value (excl. sponsor support):** $50023747.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPSH9, C.4 - ISIN: US3133EPSH91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149197471.83
- **C.18.a - Value (excl. sponsor support):** $149197471.83
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPUG8, C.4 - ISIN: US3133EPUG80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $325058214.00
- **C.18.a - Value (excl. sponsor support):** $325058214.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPUJ2, C.4 - ISIN: US3133EPUJ20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $22004005.32
- **C.18.a - Value (excl. sponsor support):** $22004005.32
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **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):** $200100500.00
- **C.18.a - Value (excl. sponsor support):** $200100500.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVL6, C.4 - ISIN: US3133EPVL66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $265226637.04
- **C.18.a - Value (excl. sponsor support):** $265226637.04
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVX0, C.4 - ISIN: US3133EPVX05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59566243.50
- **C.18.a - Value (excl. sponsor support):** $59566243.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-18
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **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 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPW92, C.4 - ISIN: US3133EPW922, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100007913.00
- **C.18.a - Value (excl. sponsor support):** $100007913.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **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 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWR2, C.4 - ISIN: US3133EPWR28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400101484.00
- **C.18.a - Value (excl. sponsor support):** $400101484.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZF5, C.4 - ISIN: US3133EPZF52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100038245.00
- **C.18.a - Value (excl. sponsor support):** $100038245.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **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):** $250033757.50
- **C.18.a - Value (excl. sponsor support):** $250033757.50
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **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):** $200025120.00
- **C.18.a - Value (excl. sponsor support):** $200025120.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **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):** $100015926.00
- **C.18.a - Value (excl. sponsor support):** $100015926.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7A3, C.4 - ISIN: US3133ER7A33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30000674.70
- **C.18.a - Value (excl. sponsor support):** $30000674.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.500000%
- **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):** $100015314.00
- **C.18.a - Value (excl. sponsor support):** $100015314.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **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):** $10006415.30
- **C.18.a - Value (excl. sponsor support):** $10006415.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **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):** $40004155.20
- **C.18.a - Value (excl. sponsor support):** $40004155.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **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):** $125017281.25
- **C.18.a - Value (excl. sponsor support):** $125017281.25
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **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):** $50023431.50
- **C.18.a - Value (excl. sponsor support):** $50023431.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **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):** $174965603.75
- **C.18.a - Value (excl. sponsor support):** $174965603.75
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **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):** $15001654.20
- **C.18.a - Value (excl. sponsor support):** $15001654.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **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):** $150025212.00
- **C.18.a - Value (excl. sponsor support):** $150025212.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **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):** $60006065.40
- **C.18.a - Value (excl. sponsor support):** $60006065.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **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):** $50005274.50
- **C.18.a - Value (excl. sponsor support):** $50005274.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **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):** $200224486.00
- **C.18.a - Value (excl. sponsor support):** $200224486.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQN4, C.4 - ISIN: US3133ERQN44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150037720.50
- **C.18.a - Value (excl. sponsor support):** $150037720.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **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):** $10000908.20
- **C.18.a - Value (excl. sponsor support):** $10000908.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **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):** $279987044.40
- **C.18.a - Value (excl. sponsor support):** $279987044.40
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **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):** $100019733.00
- **C.18.a - Value (excl. sponsor support):** $100019733.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.510000%
- **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):** $175022834.00
- **C.18.a - Value (excl. sponsor support):** $175022834.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 67: 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: 3133ERW80, C.4 - ISIN: US3133ERW803, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150049234.50
- **C.18.a - Value (excl. sponsor support):** $150049234.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.395000%
- **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):** $60018641.40
- **C.18.a - Value (excl. sponsor support):** $60018641.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.500000%
- **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):** $350030009.00
- **C.18.a - Value (excl. sponsor support):** $350030009.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **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):** $175068738.25
- **C.18.a - Value (excl. sponsor support):** $175068738.25
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **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):** $250032782.50
- **C.18.a - Value (excl. sponsor support):** $250032782.50
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **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):** $15002128.80
- **C.18.a - Value (excl. sponsor support):** $15002128.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.510000%
- **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):** $85012370.05
- **C.18.a - Value (excl. sponsor support):** $85012370.05
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 74: 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: 3133ETAN7, C.4 - ISIN: US3133ETAN73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100013327.00
- **C.18.a - Value (excl. sponsor support):** $100013327.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **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 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **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):** $100015161.00
- **C.18.a - Value (excl. sponsor support):** $100015161.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **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):** $75012663.00
- **C.18.a - Value (excl. sponsor support):** $75012663.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 77: 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: 3133ETKA4, C.4 - ISIN: US3133ETKA43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20001007.20
- **C.18.a - Value (excl. sponsor support):** $20001007.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **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 78: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.450000%
- **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):** $73044215.37
- **C.18.a - Value (excl. sponsor support):** $73044215.37
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 79: 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 4.263800%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 7839989D1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1464236768.78
- **C.18.a - Value (excl. sponsor support):** $1464236768.78
- **C.19 - Percentage of Net Assets:** 3.8300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 80: FIXED INCOME CLEARING CORPORATION (STATE STREET BANK)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (STATE STREET BANK) 4.340000%
- **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_4.34_0602
- **C.18 - Value (incl. sponsor support):** $4255000000.00
- **C.18.a - Value (excl. sponsor support):** $4255000000.00
- **C.19 - Percentage of Net Assets:** 11.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2042-05-15      | 3.2500%  | 0.0000% | $550777000.00      | $446471744.00      | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $500000000.00      | $336208395.00      | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $650006300.00      | $461795922.80      | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $2000000000.00     | $1305524020.00     | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $601468700.00      | $579045116.80      | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $35905500.00       | $31246060.86       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $245606900.00      | $320611519.00      | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $393028400.00      | $398691672.00      | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $451150800.00      | $460505637.40      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill 4.297000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $154309561.80
- **C.18.a - Value (excl. sponsor support):** $154309561.80
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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? 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 4.317000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MG9, C.4 - ISIN: US912797MG92, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248063542.50
- **C.18.a - Value (excl. sponsor support):** $248063542.50
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? 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 4.313000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $515856248.25
- **C.18.a - Value (excl. sponsor support):** $515856248.25
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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 84: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.306000%
- **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):** $195863112.00
- **C.18.a - Value (excl. sponsor support):** $195863112.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 85: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.297000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NV5, C.4 - ISIN: US912797NV50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $269428950.00
- **C.18.a - Value (excl. sponsor support):** $269428950.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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 4.294000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NW3, C.4 - ISIN: US912797NW34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249296042.50
- **C.18.a - Value (excl. sponsor support):** $249296042.50
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **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 87: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.286000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NX1, C.4 - ISIN: US912797NX17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249093142.50
- **C.18.a - Value (excl. sponsor support):** $249093142.50
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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 88: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.298000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198945666.00
- **C.18.a - Value (excl. sponsor support):** $198945666.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **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 89: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.306000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198780312.00
- **C.18.a - Value (excl. sponsor support):** $198780312.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **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 90: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.154000%
- **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):** $121358382.50
- **C.18.a - Value (excl. sponsor support):** $121358382.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 91: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.324000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PN1, C.4 - ISIN: US912797PN17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1040996281.50
- **C.18.a - Value (excl. sponsor support):** $1040996281.50
- **C.19 - Percentage of Net Assets:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.325000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PP6, C.4 - ISIN: US912797PP64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $693425831.00
- **C.18.a - Value (excl. sponsor support):** $693425831.00
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.338000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PQ4, C.4 - ISIN: US912797PQ48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $643347204.50
- **C.18.a - Value (excl. sponsor support):** $643347204.50
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.290000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199320514.00
- **C.18.a - Value (excl. sponsor support):** $199320514.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 95: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.297000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $482668517.10
- **C.18.a - Value (excl. sponsor support):** $482668517.10
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $492114205.00
- **C.18.a - Value (excl. sponsor support):** $492114205.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.296000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $924439014.40
- **C.18.a - Value (excl. sponsor support):** $924439014.40
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.325000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QK6, C.4 - ISIN: US912797QK68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $366611454.90
- **C.18.a - Value (excl. sponsor support):** $366611454.90
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **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? 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 4.324000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QL4, C.4 - ISIN: US912797QL42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $643519636.50
- **C.18.a - Value (excl. sponsor support):** $643519636.50
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 100: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.326000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $524281989.00
- **C.18.a - Value (excl. sponsor support):** $524281989.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.296000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $392741016.00
- **C.18.a - Value (excl. sponsor support):** $392741016.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 4.303000%
- **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):** $196206362.00
- **C.18.a - Value (excl. sponsor support):** $196206362.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 103: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.314000%
- **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):** $196037906.00
- **C.18.a - Value (excl. sponsor support):** $196037906.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 104: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.324000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QT7, C.4 - ISIN: US912797QT77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $296521938.00
- **C.18.a - Value (excl. sponsor support):** $296521938.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **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? 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 4.328000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395033704.00
- **C.18.a - Value (excl. sponsor support):** $395033704.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.332000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394706368.00
- **C.18.a - Value (excl. sponsor support):** $394706368.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $295813926.00
- **C.18.a - Value (excl. sponsor support):** $295813926.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: 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):** $98727887.00
- **C.18.a - Value (excl. sponsor support):** $98727887.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 109: 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):** $216044576.00
- **C.18.a - Value (excl. sponsor support):** $216044576.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 110: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.288000%
- **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):** $97468239.00
- **C.18.a - Value (excl. sponsor support):** $97468239.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 111: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.245000%
- **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):** $389129920.00
- **C.18.a - Value (excl. sponsor support):** $389129920.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 112: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.184000%
- **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):** $388931504.00
- **C.18.a - Value (excl. sponsor support):** $388931504.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 113: 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):** $200597386.00
- **C.18.a - Value (excl. sponsor support):** $200597386.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 114: 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):** $398493092.00
- **C.18.a - Value (excl. sponsor support):** $398493092.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 115: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150302289.00
- **C.18.a - Value (excl. sponsor support):** $150302289.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100246084.00
- **C.18.a - Value (excl. sponsor support):** $100246084.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **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 117: 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):** $259956288.80
- **C.18.a - Value (excl. sponsor support):** $259956288.80
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 118: Federated Govt Oblg Pr Shares

- **C.1 - Title:** Federated Govt Oblg Pr Shares 4.230000%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 927XCDII9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $68625232.37
- **C.18.a - Value (excl. sponsor support):** $68625232.37
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 119: Dreyfus Government Cash Management, Institutional Shares

- **C.1 - Title:** Dreyfus Government Cash Management, Institutional Shares 4.203200%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 975LFWII1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7716502.81
- **C.18.a - Value (excl. sponsor support):** $7716502.81
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 120: Fixed Income Clearing Corporation (Bank of New York)

- **C.1 - Title:** Fixed Income Clearing Corporation (Bank of New York) 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18OZU7, C.3 - LEI: N/A, C.5 - Other ID: ARP18OZU7_4.34_0602
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 3.9200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2048-11-15      | 3.3750%  | 0.0000% | $233569300.00      | $180644290.20      | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $654977700.00      | $405473161.38      | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $500000000.00      | $417488014.08      | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $108257400.00      | $111763834.90      | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $441000000.00      | $414630704.44      | U.S. Treasuries (including strips) |

### Security 121: BNP PARIBAS FORTIS SA

- **C.1 - Title:** BNP PARIBAS FORTIS SA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P1B3, C.3 - LEI: N/A, C.5 - Other ID: ARP18P1B3_4.35_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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      | 5.5480%  | 0.0000% | $1997921.00        | $317074.62         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 6.8870%  | 0.0000% | $31906.00          | $23486.98          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-03-01      | 6.3650%  | 0.0000% | $3004830.00        | $41904.36          | Agency Mortgage-Backed Securities |
| FMAC          | 2040-06-01      | 4.5000%  | 0.0000% | $49862230.00       | $3086135.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 3.5000%  | 0.0000% | $3898368.00        | $624384.65         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-04-01      | 4.0000%  | 0.0000% | $5296139.00        | $1801094.88        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-08-01      | 4.5000%  | 0.0000% | $23717412.00       | $529902.79         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 4.0000%  | 0.0000% | $637776.00         | $83006.00          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-11-01      | 3.5000%  | 0.0000% | $1193131.00        | $96467.91          | Agency Mortgage-Backed Securities |
| FMAC          | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $251.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $2871000.00        | $351303.61         | Agency Mortgage-Backed Securities |
| FMAC          | 2046-10-01      | 3.0000%  | 0.0000% | $1220000.00        | $298845.77         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-12-01      | 4.0000%  | 0.0000% | $1980886.00        | $285837.28         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $36928477.00       | $10177154.89       | Agency Mortgage-Backed Securities |
| FMAC          | 2037-10-01      | 3.0000%  | 0.0000% | $1099000.00        | $739147.30         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-09-01      | 3.5000%  | 0.0000% | $199023.00         | $91200.11          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $2387974.00        | $1621835.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $400310.00         | $286386.85         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $830000.00         | $695043.19         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $1149891.00        | $813945.10         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $201000.00         | $157362.73         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $7305736.00        | $5573421.95        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $15354051.00       | $11775321.33       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $24324679.00       | $22398426.81       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $3980540.00        | $3038525.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1354112.00        | $1380234.75        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.0000%  | 0.0000% | $2670858.00        | $1466064.78        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $55000.00          | $31335.77          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $5807000.00        | $3624300.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $8941936.00        | $7938657.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.5000%  | 0.0000% | $3336004.00        | $2818093.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-03-01      | 2.7700%  | 0.0000% | $266531.00         | $201405.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2032-11-01      | 1.2200%  | 0.0000% | $863760.00         | $669822.37         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.0000%  | 0.0000% | $30000.00          | $6614.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 1.5000%  | 0.0000% | $25309.00          | $16154.76          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $17455899.00       | $11302005.01       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $10298136.00       | $7918680.82        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 6.5000%  | 0.0000% | $1022181.00        | $675601.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $4986104.00        | $4029571.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $44529.00          | $37830.10          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 7.5000%  | 0.0000% | $1021910.00        | $1073497.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $12503328.00       | $11801904.45       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $8947592.00        | $8813193.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 7.0000%  | 0.0000% | $1751670.00        | $1717426.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1526638.00        | $1409065.76        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $11575664.00       | $11837038.37       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $8627756.00        | $8765753.62        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $777782.00         | $488911.76         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1210190.00        | $968482.34         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $4497178.00        | $3659710.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $10528528.00       | $7171852.03        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 4.5000%  | 0.0000% | $14905107.00       | $12102127.84       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $15372.00          | $15219.83          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $14336.00          | $13180.28          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $37533.00          | $38481.19          | Agency Mortgage-Backed Securities |
| FMAC          | 2030-06-01      | 4.6250%  | 0.0000% | $41181406.00       | $14789.81          | Agency Mortgage-Backed Securities |
| FMAC          | 2045-09-01      | 7.3400%  | 0.0000% | $3889733.00        | $353725.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 3.7300%  | 0.0000% | $123921.00         | $119546.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 7.0000%  | 0.0000% | $4371927.00        | $22262.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 5.6200%  | 0.0000% | $10400000.00       | $4989.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-01      | 6.4800%  | 0.0000% | $640000.00         | $5756.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 5.7490%  | 0.0000% | $2672101.00        | $5710.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $516035.00         | $95535.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $304583.00         | $49878.78          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 6.6380%  | 0.0000% | $866073.00         | $6215.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-10-01      | 4.0000%  | 0.0000% | $585141.00         | $34730.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 4.5000%  | 0.0000% | $198663.00         | $21839.90          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-05-01      | 3.5600%  | 0.0000% | $247643.00         | $212960.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 4.0000%  | 0.0000% | $179125.00         | $33394.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 4.0000%  | 0.0000% | $1670016.00        | $518912.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $131.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $102451.00         | $14768.51          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.5000%  | 0.0000% | $550000.00         | $39710.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $786997.00         | $107272.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-03-01      | 6.5000%  | 0.0000% | $5969630.00        | $72631.95          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 5.5000%  | 0.0000% | $76997000.00       | $586275.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 6.1430%  | 0.0000% | $2400000.00        | $19067.67          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 6.3000%  | 0.0000% | $991069.00         | $8107.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 6.5180%  | 0.0000% | $4930000.00        | $42137.29          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 7.0530%  | 0.0000% | $350000.00         | $5715.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1194862.00        | $1218660.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $1040867.00        | $1087383.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 7.5000%  | 0.0000% | $156561.00         | $166625.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $233164.00         | $201796.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $533925.00         | $474663.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $21952.00          | $22130.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.5000%  | 0.0000% | $103621.00         | $107273.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $9659147.00        | $9963915.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1272151.00        | $1301993.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1033801.00        | $1027546.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $402620.00         | $409151.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1100.00           | $1143.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2028-12-01      | 3.8800%  | 0.0000% | $370000.00         | $363574.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 2.8900%  | 0.0000% | $2627.00           | $2275.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 2.8000%  | 0.0000% | $2867437.00        | $2231839.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-11-01      | 2.4750%  | 0.0000% | $1796.00           | $1622.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 4.5000%  | 0.0000% | $3907000.00        | $734837.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 5.9100%  | 0.0000% | $1001.00           | $276.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 4.0000%  | 0.0000% | $15000000.00       | $2611469.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 6.9530%  | 0.0000% | $6062560.00        | $6167641.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 7.1160%  | 0.0000% | $250000.00         | $38452.15          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-10-01      | 3.0000%  | 0.0000% | $13637932.00       | $2516377.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $399000.00         | $146040.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $1256854.00        | $140549.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5900%  | 0.0000% | $1010.00           | $692.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-11-01      | 2.1600%  | 0.0000% | $1000.00           | $669.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2032-02-01      | 2.2400%  | 0.0000% | $8985.00           | $7841.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 2.5700%  | 0.0000% | $4795.00           | $3779.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-08-01      | 3.7500%  | 0.0000% | $1002.00           | $941.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 4.9900%  | 0.0000% | $586120.00         | $571359.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-03-01      | 4.4700%  | 0.0000% | $65134.00          | $64248.95          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $2188410.00        | $2140252.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $8275712.00        | $7839304.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $15266371.00       | $15484263.70       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1030.00           | $1023.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $607416.00         | $490927.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 7.0000%  | 0.0000% | $1632171.00        | $1466235.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $209087.00         | $206709.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1186417.00        | $805924.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $87197.00          | $72188.59          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $345420.00         | $344128.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1470811.00        | $1511174.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1298207.00        | $1345613.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 7.5000%  | 0.0000% | $1014525.00        | $1072848.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 5.1300%  | 0.0000% | $175704.00         | $171937.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-05-01      | 4.3000%  | 0.0000% | $474905.00         | $471685.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-03-01      | 5.2100%  | 0.0000% | $12330.00          | $12676.32          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 5.0000%  | 0.0000% | $656142.00         | $194659.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $122684847.00      | $21608473.19       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $21999.00          | $13785.37          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 2.5000%  | 0.0000% | $35000.00          | $21634.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $77000.00          | $52181.64          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $13839892.00       | $10452459.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.5000%  | 0.0000% | $7957170.00        | $6353901.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $17010356.00       | $13023035.82       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $50593.00          | $45205.81          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $12108658.00       | $11356696.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $3694488.00        | $710809.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $6401000.00        | $1231534.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 5.0000%  | 0.0000% | $780000.00         | $213186.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $14525.00          | $7765.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 5.0000%  | 0.0000% | $600000.00         | $207744.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 3.5000%  | 0.0000% | $45000.00          | $23311.65          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 5.0000%  | 0.0000% | $12999.00          | $7456.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $410348.00         | $250116.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $26975.00          | $17763.77          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $12723.00          | $8346.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $20060532.00       | $13607005.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 2.5000%  | 0.0000% | $24123.00          | $16719.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 4.0000%  | 0.0000% | $272727.00         | $203643.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $5576513.00        | $5045667.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 3.5000%  | 0.0000% | $1410219.00        | $1149228.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $3079804.00        | $3189935.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $1281683.00        | $1359387.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.0000%  | 0.0000% | $463827.00         | $377212.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 6.0000%  | 0.0000% | $2020000.00        | $30380.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $176002.00         | $13981.88          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $830056.00         | $66358.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 3.5000%  | 0.0000% | $64998.00          | $5228.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 2.5000%  | 0.0000% | $113000.00         | $25340.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 2.0000%  | 0.0000% | $4500000.00        | $2846806.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $251000.00         | $193387.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 2.5000%  | 0.0000% | $277000.00         | $190612.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $209878.00         | $163859.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $80000.00          | $64123.42          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 5.0000%  | 0.0000% | $4175000.00        | $267533.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 4.5000%  | 0.0000% | $11930992.00       | $455590.27         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $5899056.00        | $5773213.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $5636746.00        | $5708189.35        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $24972799.00       | $24167347.03       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $2376500.00        | $2460479.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.14           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1050.00           | $1086.52           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 5.0000%  | 0.0000% | $3990942.00        | $3828368.53        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $157099.00         | $146749.09         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $4424483.00        | $4513956.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $6406336.00        | $6526294.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-05-20      | 3.5000%  | 0.0000% | $49027390.00       | $5914089.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-08-20      | 3.5000%  | 0.0000% | $50000000.00       | $6033928.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $297.86            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 3.0000%  | 0.0000% | $1000.00           | $692.28            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 4.0000%  | 0.0000% | $7434252.00        | $5473959.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $11136113.00       | $5734731.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $330368.00         | $190718.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 4.5000%  | 0.0000% | $273600.00         | $231150.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 5.5000%  | 0.0000% | $1024.00           | $828.29            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $38226559.00       | $31130142.71       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1024.00           | $707.31            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $768.57            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 4.0000%  | 0.0000% | $7067662.00        | $5410638.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $201900.00         | $156640.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 5.5000%  | 0.0000% | $1516.00           | $1115.94           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 5.5000%  | 0.0000% | $32367128.00       | $24691551.49       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 6.0000%  | 0.0000% | $3253736.00        | $2043756.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 5.5000%  | 0.0000% | $1000.00           | $859.92            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 4.0000%  | 0.0000% | $1280.00           | $1139.25           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.5000%  | 0.0000% | $1003.00           | $665.77            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 5.0000%  | 0.0000% | $11261084.00       | $10493059.83       | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $103025.00         | $36625.05          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 2.0000%  | 0.0000% | $1581650.00        | $888875.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-15      | 4.0000%  | 0.0000% | $1606592.00        | $1441296.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $3788816.00        | $3977007.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $1332.00           | $1305.71           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $5740032.00        | $5671714.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1312.00           | $1304.25           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $1822253.00        | $1860540.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $1008.00           | $1029.15           | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 2.0000%  | 0.0000% | $1008.00           | $461.83            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $10324927.00       | $6089139.24        | Agency Mortgage-Backed Securities |

### Security 122: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P1S6, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP18P1S6_4.35_0602
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2051-10-01      | 2.5000%  | 0.0000% | $2247.00           | $1351.26           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $786.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $845.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $3072.00           | $2680.80           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $6136126.00        | $5798263.12        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $5732000.00        | $5404396.98        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $944.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $15389359.00       | $12690201.19       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $15003968.00       | $14011570.33       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 7.0000%  | 0.0000% | $111476.00         | $113780.77         | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-03-01      | 3.5000%  | 0.0000% | $983801.00         | $781672.83         | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-11-01      | 3.0000%  | 0.0000% | $8331291.00        | $6320319.60        | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-05-01      | 4.1900%  | 0.0000% | $1091.00           | $1068.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 4.0000%  | 0.0000% | $58257158.00       | $10145242.62       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $1049803.00        | $761600.55         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $2032.00           | $1972.20           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $3739912.00        | $3262453.82        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $10981.00          | $9288.69           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $6530816.00        | $5082324.81        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.89           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $946.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $2016.00           | $1953.00           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1439552.00        | $1433057.64        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $4161.00           | $2572.26           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $44000000.00       | $33935869.24       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $861.73            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $204157.00         | $176930.65         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $2640682.00        | $2227252.55        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $1040830.00        | $1082112.13        | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-03-01      | 5.4100%  | 0.0000% | $642044.00         | $468133.10         | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 3.4000%  | 0.0000% | $1023.00           | $478.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $35093286.00       | $7599457.14        | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 6.7360%  | 0.0000% | $28325408.00       | $7055485.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 2.9700%  | 0.0000% | $1380095.00        | $1290229.42        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-08-01      | 3.2100%  | 0.0000% | $5000000.00        | $4487812.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $204224.00         | $32817.57          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-05-01      | 3.0000%  | 0.0000% | $28700000.00       | $5411927.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $24549500.00       | $6191590.19        | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-04-01      | 6.0000%  | 0.0000% | $1003.00           | $10.05             | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $839.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 7.0000%  | 0.0000% | $977255.00         | $829039.40         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1937.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1667111.00        | $1415391.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $998738.00         | $1051522.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $104468.00         | $106605.90         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.66           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $23626.00          | $24365.67          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1676734.00        | $1697854.63        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1124287.00        | $1118904.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1094693.00        | $1096043.72        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1001.00           | $943.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $1001.00           | $1049.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1351345.00        | $1438024.27        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $307106.00         | $307245.37         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $2040.00           | $2034.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $963.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $15042826.00       | $4050077.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $40000000.00       | $9193472.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2060-06-01      | 2.5000%  | 0.0000% | $47511079.00       | $22038119.55       | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $158.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $19909630.00       | $9402134.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-06-01      | 2.9600%  | 0.0000% | $5070923.00        | $4277328.97        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 2.1500%  | 0.0000% | $5000000.00        | $4354973.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 2.9000%  | 0.0000% | $6000000.00        | $5617219.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 2.3800%  | 0.0000% | $5327000.00        | $4938870.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 2.4300%  | 0.0000% | $7482980.00        | $6618972.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-10-01      | 3.4500%  | 0.0000% | $1036.00           | $924.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-11-01      | 1.6600%  | 0.0000% | $6050000.00        | $5171515.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-02-01      | 2.1650%  | 0.0000% | $6240000.00        | $5365470.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-04-01      | 2.3700%  | 0.0000% | $6923500.00        | $6123907.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 4.5900%  | 0.0000% | $1634.00           | $1605.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 4.3800%  | 0.0000% | $1028.00           | $1028.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $10388205.00       | $10622853.41       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $7150660.00        | $6796252.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1002.00           | $918.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1696550.00        | $1058421.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-12-01      | 4.3000%  | 0.0000% | $1000.00           | $998.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-12-01      | 4.4000%  | 0.0000% | $29200.00          | $29209.96          | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-01-01      | 4.4700%  | 0.0000% | $1571768.00        | $1581226.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1408.00           | $862.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $1024.00           | $641.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $17901761.00       | $11044616.18       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $28792226.00       | $18783891.92       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1025.00           | $783.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $19336896.00       | $15225040.60       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $22717391.00       | $21193878.00       | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $34159984.00       | $10917078.14       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $1024.00           | $323.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $502890.00         | $154253.40         | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-01-01      | 3.5000%  | 0.0000% | $13174791.00       | $6473728.27        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $18042420.00       | $8704783.25        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $2064674.00        | $973853.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.5000%  | 0.0000% | $31868188.00       | $18674665.13       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.0000%  | 0.0000% | $22242962.00       | $13185475.85       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $813.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $30100.00          | $25272.94          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $2725892.00        | $2390419.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $7694940.00        | $6191853.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1159.00           | $1138.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1514618.00        | $1028821.22        | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $1006.00           | $17.04             | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 6.5000%  | 0.0000% | $1000.00           | $74.47             | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $1028186.00        | $1063412.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-04-01      | 6.0000%  | 0.0000% | $1000.00           | $14.50             | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $8123112.00        | $8103490.31        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $32200171.00       | $33312365.51       | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-05-20      | 4.5000%  | 0.0000% | $1000.00           | $73.33             | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-12-20      | 3.0000%  | 0.0000% | $1000.00           | $632.01            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 3.0000%  | 0.0000% | $1024.00           | $675.51            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $318023.00         | $204301.34         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 3.0000%  | 0.0000% | $1000.00           | $683.20            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $12054400.00       | $9352186.86        | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-12-20      | 3.0000%  | 0.0000% | $1000.00           | $765.24            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 4.0000%  | 0.0000% | $155504.00         | $137640.66         | Agency Mortgage-Backed Securities  |
| GNMA          | 2072-10-20      | 7.3410%  | 0.0000% | $1000.00           | $922.76            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $1000.00           | $259.63            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $1000.00           | $81.34             | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-15      | 2.5000%  | 0.0000% | $1000.00           | $668.11            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $799.78            | Agency Mortgage-Backed Securities  |
| GNMA          | 2072-01-20      | 5.9560%  | 0.0000% | $7490.00           | $6906.12           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-15      | 6.5000%  | 0.0000% | $1000.00           | $1052.47           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-05-20      | 7.0000%  | 0.0000% | $1000.00           | $830.02            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1048.48           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $477.47            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $832.57            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $914.22            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 7.5000%  | 0.0000% | $6788080.00        | $7296564.24        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1027.95           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 3.5000%  | 0.0000% | $12710964.00       | $11198032.32       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 3.5000%  | 0.0000% | $1024.00           | $905.02            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 3.5000%  | 0.0000% | $1000.00           | $886.27            | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $726816.00         | $747036.19         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-09-20      | 6.5000%  | 0.0000% | $142087.00         | $145429.69         | Agency Mortgage-Backed Securities  |
| USTR          | 2026-11-15      | N/A      | 0.0000% | $28900.00          | $27418.01          | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $300.00            | $296.37            | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $291400.00         | $288398.68         | U.S. Treasuries (including strips) |

### Security 123: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P2Z9, C.3 - LEI: N/A, C.5 - Other ID: ARP18P2Z9_4.34_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2027-11-15      | 6.1250%  | 0.0000% | $99890200.00       | $105285429.83      | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $42100.00          | $40485.72          | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $109.20            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $700.00            | $705.41            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $167148900.00      | $170173550.27      | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $100.35            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $2051700.00        | $2064443.90        | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $227781300.00      | $232435272.40      | U.S. Treasuries (including strips) |

### Security 124: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P313, C.3 - LEI: N/A, C.5 - Other ID: ARP18P313_4.35_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2059-09-15      | 5.8500%  | 0.0000% | $22385.00          | $23212.95          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 5.8500%  | 0.0000% | $60192.00          | $62418.31          | Agency Mortgage-Backed Securities |
| GNMA          | 2060-01-15      | 6.2000%  | 0.0000% | $1430000.00        | $1523288.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-11-15      | 4.9300%  | 0.0000% | $5294500.00        | $5142881.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-01-15      | 5.6000%  | 0.0000% | $3648300.00        | $3735348.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-01-15      | 5.6000%  | 0.0000% | $5900000.00        | $6040774.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-11-15      | 4.9800%  | 0.0000% | $1285000.00        | $1254848.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-11-15      | 4.9800%  | 0.0000% | $495000.00         | $483385.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-06-15      | 5.7000%  | 0.0000% | $7623700.00        | $7878999.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.2200%  | 0.0000% | $4475000.00        | $4195078.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2074-12-20      | 4.5480%  | 0.0000% | $450578.00         | $451605.94         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-11-15      | 4.9800%  | 0.0000% | $1760000.00        | $1718702.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-11-15      | 4.9800%  | 0.0000% | $3537500.00        | $3454494.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-11-15      | 4.9800%  | 0.0000% | $1315000.00        | $1281615.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2062-01-15      | 5.8200%  | 0.0000% | $75000.00          | $78064.79          | Agency Mortgage-Backed Securities |
| GNMA          | 2060-02-15      | 5.8800%  | 0.0000% | $3816300.00        | $3979890.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.6000%  | 0.0000% | $6924966.00        | $7081784.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.6000%  | 0.0000% | $4571633.00        | $4675159.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.6000%  | 0.0000% | $6618051.00        | $6787262.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.9900%  | 0.0000% | $23333.00          | $24708.85          | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.9900%  | 0.0000% | $294955.00         | $301831.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.6400%  | 0.0000% | $3300000.00        | $3408006.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.6400%  | 0.0000% | $3140000.00        | $3242770.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.6400%  | 0.0000% | $5300000.00        | $5469538.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.6400%  | 0.0000% | $5960000.00        | $6155066.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2075-02-20      | 6.9470%  | 0.0000% | $2749079.00        | $2845876.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2075-02-20      | 6.9920%  | 0.0000% | $2608009.00        | $2768638.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2075-03-20      | 6.9480%  | 0.0000% | $2473305.00        | $2615820.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 5.8430%  | 0.0000% | $13120334.00       | $14245282.73       | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 7.4270%  | 0.0000% | $1553709.00        | $1645360.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2075-03-20      | 6.9260%  | 0.0000% | $4260307.00        | $4521463.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 6.1370%  | 0.0000% | $1114011.00        | $1188796.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 5.8390%  | 0.0000% | $11407274.00       | $12039985.74       | Agency Mortgage-Backed Securities |
| GNMA          | 2075-02-20      | 7.0970%  | 0.0000% | $807090.00         | $867385.16         | Agency Mortgage-Backed Securities |
| GNMA          | 2075-03-20      | 4.1960%  | 0.0000% | $621117.00         | $600411.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2075-03-20      | 7.0300%  | 0.0000% | $546697.00         | $580370.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 6.0090%  | 0.0000% | $13758361.00       | $14623343.42       | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 6.9480%  | 0.0000% | $326900.00         | $348589.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 7.5660%  | 0.0000% | $521167.00         | $552691.78         | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 5.7520%  | 0.0000% | $7664581.00        | $8149193.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 5.9760%  | 0.0000% | $2866847.00        | $3052658.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 6.0350%  | 0.0000% | $1103646.00        | $1171454.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 5.8720%  | 0.0000% | $681019.00         | $720132.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 6.7210%  | 0.0000% | $616406.00         | $644128.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 5.8320%  | 0.0000% | $688894.00         | $689559.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 7.7490%  | 0.0000% | $591318.00         | $610907.33         | Agency Mortgage-Backed Securities |
| GNMA          | 2075-02-20      | 6.9330%  | 0.0000% | $901112.00         | $951935.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2075-03-20      | 6.0850%  | 0.0000% | $699645.00         | $741798.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 5.6320%  | 0.0000% | $34683021.00       | $36884417.86       | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 6.2110%  | 0.0000% | $13776367.00       | $14777375.82       | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.6400%  | 0.0000% | $6189275.00        | $6352306.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.4400%  | 0.0000% | $7840000.00        | $7979883.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 5.8290%  | 0.0000% | $2220005.00        | $2338012.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-06-20      | 5.5000%  | 0.0000% | $500000.00         | $0.92              | Agency Mortgage-Backed Securities |
| GNMA          | 2072-07-20      | 6.0390%  | 0.0000% | $17378658.00       | $17164343.33       | Agency Mortgage-Backed Securities |
| GNMA          | 2059-07-20      | 5.4600%  | 0.0000% | $400000.00         | $829.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $26693336.00       | $25017541.11       | Agency Mortgage-Backed Securities |
| FMAC          | 2027-08-20      | 8.0000%  | 0.0000% | $2251745.00        | $6672.92           | Agency Mortgage-Backed Securities |
| FMAC          | 2030-11-15      | 8.0000%  | 0.0000% | $2800000.00        | $8051.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2027-10-20      | 6.2000%  | 0.0000% | $4991605.00        | $12880.66          | Agency Mortgage-Backed Securities |
| FMAC          | 2039-01-15      | 7.0000%  | 0.0000% | $1128123.00        | $17107.94          | Agency Mortgage-Backed Securities |
| FMAC          | 2039-02-20      | 7.0000%  | 0.0000% | $202033.00         | $21718.87          | Agency Mortgage-Backed Securities |
| GNMA          | 2063-04-20      | 4.0150%  | 0.0000% | $590000.00         | $17534.58          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-02-15      | 5.2700%  | 0.0000% | $3482.00           | $3463.48           | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-15      | 3.6800%  | 0.0000% | $1156711.00        | $1000245.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-05-15      | 4.6500%  | 0.0000% | $233001.00         | $222316.59         | Agency Mortgage-Backed Securities |
| GNMA          | 2072-06-20      | 6.0010%  | 0.0000% | $1000000.00        | $1073324.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2072-05-20      | 5.9970%  | 0.0000% | $1000000.00        | $1094408.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2072-07-20      | 6.0840%  | 0.0000% | $1000000.00        | $1034712.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2072-07-20      | 6.1090%  | 0.0000% | $1000000.00        | $1151225.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-03-15      | 5.7700%  | 0.0000% | $15000.00          | $15474.69          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-15      | 3.9600%  | 0.0000% | $1519615.00        | $1376092.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-07-15      | 5.6500%  | 0.0000% | $226700.00         | $232658.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-15      | 4.5300%  | 0.0000% | $353244.00         | $335307.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-01-15      | 5.7400%  | 0.0000% | $66000.00          | $67672.20          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-01-15      | 5.7400%  | 0.0000% | $125000.00         | $128167.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-15      | 5.4100%  | 0.0000% | $544221.00         | $547704.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2072-09-20      | 6.4180%  | 0.0000% | $12611520.00       | $13563475.90       | Agency Mortgage-Backed Securities |
| GNMA          | 2059-12-15      | 5.2300%  | 0.0000% | $1353100.00        | $1344865.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-12-15      | 5.1800%  | 0.0000% | $5920000.00        | $5871658.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-12-15      | 5.1800%  | 0.0000% | $6175736.00        | $6125306.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2062-11-15      | 2.7400%  | 0.0000% | $1607737.00        | $1321392.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-05-15      | 5.7500%  | 0.0000% | $115600.00         | $118995.80         | Agency Mortgage-Backed Securities |
| GNMA          | 2071-09-20      | 5.9640%  | 0.0000% | $2000000.00        | $1974318.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-15      | 3.6000%  | 0.0000% | $3494769.00        | $3079981.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-01-15      | 2.7000%  | 0.0000% | $1325452.00        | $1091917.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-04-15      | 2.6500%  | 0.0000% | $3134540.00        | $2556936.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-03-15      | 2.8000%  | 0.0000% | $1990366.00        | $1564532.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-02-15      | 2.4000%  | 0.0000% | $1560401.00        | $1199458.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-02-15      | 2.5000%  | 0.0000% | $1331072.00        | $1076220.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2071-09-20      | 5.7530%  | 0.0000% | $2010351.00        | $2314918.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2071-08-20      | 5.8070%  | 0.0000% | $2161975.00        | $2331737.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-15      | 4.0500%  | 0.0000% | $405261.00         | $370459.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-10-15      | 2.6200%  | 0.0000% | $1873434.00        | $1531549.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-15      | 2.7000%  | 0.0000% | $2325386.00        | $1913407.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-01-15      | 4.1400%  | 0.0000% | $10201.00          | $9347.89           | Agency Mortgage-Backed Securities |
| GNMA          | 2064-03-15      | 3.0800%  | 0.0000% | $2982671.00        | $2900340.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-05-15      | 2.6000%  | 0.0000% | $672636.00         | $547753.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2071-11-20      | 5.8060%  | 0.0000% | $3200000.00        | $3463993.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2071-11-20      | 5.8270%  | 0.0000% | $2000000.00        | $2118378.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-11-15      | 3.6900%  | 0.0000% | $8840624.00        | $7833880.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-15      | 2.6400%  | 0.0000% | $4124726.00        | $3372238.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-12-15      | 2.7000%  | 0.0000% | $322219.00         | $265204.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-04-15      | 2.7000%  | 0.0000% | $418370.00         | $341892.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2072-01-20      | 5.8190%  | 0.0000% | $2000000.00        | $2110630.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-07-15      | 2.9000%  | 0.0000% | $3196737.00        | $2658387.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-15      | 3.0800%  | 0.0000% | $726199.00         | $616372.98         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-01-15      | 2.7400%  | 0.0000% | $5772504.00        | $4722916.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-15      | 3.6400%  | 0.0000% | $1447396.00        | $1278192.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2072-06-20      | 6.1080%  | 0.0000% | $1000000.00        | $1046319.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2072-10-20      | 6.4800%  | 0.0000% | $1000000.00        | $941640.17         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-15      | 3.9000%  | 0.0000% | $1161357.00        | $1053630.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2058-10-15      | 5.6000%  | 0.0000% | $13100.00          | $13305.51          | Agency Mortgage-Backed Securities |
| GNMA          | 2058-10-15      | 5.6000%  | 0.0000% | $20900.00          | $21227.87          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-03-15      | 5.3850%  | 0.0000% | $40150.00          | $40224.52          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-03-15      | 3.2400%  | 0.0000% | $1319377.00        | $1162165.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-15      | 5.3200%  | 0.0000% | $600000.00         | $600035.11         | Agency Mortgage-Backed Securities |
| GNMA          | 2072-05-20      | 6.2260%  | 0.0000% | $14553844.00       | $13955519.11       | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.8500%  | 0.0000% | $1795591.00        | $1870881.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-15      | 5.7000%  | 0.0000% | $511300.00         | $526672.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-03-15      | 5.3000%  | 0.0000% | $1622504.00        | $1616157.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-06-15      | 5.4500%  | 0.0000% | $8600.00           | $8660.49           | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.6900%  | 0.0000% | $4607600.00        | $4758522.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2058-09-15      | 5.3800%  | 0.0000% | $55000.00          | $54986.29          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-15      | 5.5500%  | 0.0000% | $25400.00          | $25574.31          | Agency Mortgage-Backed Securities |
| GNMA          | 2058-09-15      | 5.3800%  | 0.0000% | $669676.00         | $671756.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2058-10-15      | 6.5000%  | 0.0000% | $27410.00          | $29497.63          | Agency Mortgage-Backed Securities |
| GNMA          | 2058-03-15      | 5.1700%  | 0.0000% | $17810.00          | $17531.36          | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-15      | 5.5000%  | 0.0000% | $5618383.00        | $5736585.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2058-11-15      | 6.7500%  | 0.0000% | $17500.00          | $18620.40          | Agency Mortgage-Backed Securities |
| GNMA          | 2058-10-15      | 6.2200%  | 0.0000% | $10000.00          | $10535.26          | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-15      | 7.0500%  | 0.0000% | $15084853.00       | $14903761.86       | Agency Mortgage-Backed Securities |
| GNMA          | 2058-08-15      | 5.5000%  | 0.0000% | $11600.00          | $11726.47          | Agency Mortgage-Backed Securities |
| GNMA          | 2058-10-15      | 5.6200%  | 0.0000% | $12750.00          | $12982.87          | Agency Mortgage-Backed Securities |
| GNMA          | 2058-10-15      | 6.3400%  | 0.0000% | $49667.00          | $52857.38          | Agency Mortgage-Backed Securities |
| GNMA          | 2058-10-15      | 6.3400%  | 0.0000% | $16800.00          | $17879.15          | Agency Mortgage-Backed Securities |
| GNMA          | 2058-11-15      | 6.2800%  | 0.0000% | $9334.00           | $9903.00           | Agency Mortgage-Backed Securities |
| GNMA          | 2058-10-15      | 5.9800%  | 0.0000% | $30000.00          | $31182.94          | Agency Mortgage-Backed Securities |
| GNMA          | 2058-10-15      | 5.3300%  | 0.0000% | $43000.00          | $42884.01          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-04-15      | 5.5500%  | 0.0000% | $45000.00          | $45552.36          | Agency Mortgage-Backed Securities |
| GNMA          | 2058-07-15      | 5.6200%  | 0.0000% | $9000.00           | $9152.96           | Agency Mortgage-Backed Securities |
| GNMA          | 2073-06-20      | 6.1070%  | 0.0000% | $3000000.00        | $3032657.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2058-08-15      | 5.7500%  | 0.0000% | $20000.00          | $20501.25          | Agency Mortgage-Backed Securities |
| GNMA          | 2058-09-15      | 5.3600%  | 0.0000% | $22942.00          | $22913.90          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-05-15      | 5.0800%  | 0.0000% | $5436.00           | $5322.93           | Agency Mortgage-Backed Securities |
| GNMA          | 2060-01-15      | 5.2200%  | 0.0000% | $247050.00         | $246529.48         | Agency Mortgage-Backed Securities |
| GNMA          | 2058-12-15      | 6.0300%  | 0.0000% | $7050.00           | $7348.70           | Agency Mortgage-Backed Securities |
| GNMA          | 2059-02-15      | 5.6200%  | 0.0000% | $68700.00          | $70172.85          | Agency Mortgage-Backed Securities |
| GNMA          | 2058-11-15      | 6.7300%  | 0.0000% | $57500.00          | $62746.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-03-15      | 5.2500%  | 0.0000% | $30000.00          | $29795.26          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-03-15      | 5.5500%  | 0.0000% | $89559.00          | $90712.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-15      | 5.9300%  | 0.0000% | $16000.00          | $16652.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-15      | 5.9300%  | 0.0000% | $21000.00          | $21855.85          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-15      | 5.9300%  | 0.0000% | $15000.00          | $15611.32          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 5.6000%  | 0.0000% | $3841100.00        | $3912441.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 5.6000%  | 0.0000% | $3104900.00        | $3162567.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-10-15      | 5.1600%  | 0.0000% | $1853500.00        | $1830751.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2058-12-15      | 6.9100%  | 0.0000% | $137500.00         | $152063.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2066-05-15      | 10.7500% | 0.0000% | $9070766.00        | $9596867.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-03-15      | 10.5000% | 0.0000% | $9151925.00        | $9680543.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-03-15      | 5.4500%  | 0.0000% | $35000.00          | $35203.52          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-06-15      | 5.5800%  | 0.0000% | $2166000.00        | $2202077.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-08-15      | 5.3600%  | 0.0000% | $2827000.00        | $2829336.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 5.9900%  | 0.0000% | $12000.00          | $12596.21          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-07-15      | 5.9900%  | 0.0000% | $22800.00          | $23852.46          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-08-15      | 5.4900%  | 0.0000% | $615600.00         | $621581.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-10-15      | 5.0500%  | 0.0000% | $1692100.00        | $1661490.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-06-15      | 5.9600%  | 0.0000% | $104800.00         | $109817.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-08-15      | 5.4400%  | 0.0000% | $95450.00          | $96050.95          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-08-15      | 5.2500%  | 0.0000% | $934700.00         | $928452.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-07-15      | 5.6900%  | 0.0000% | $670000.00         | $689432.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 5.7000%  | 0.0000% | $4429950.00        | $4546019.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-03-15      | 5.2100%  | 0.0000% | $360300.00         | $357126.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 5.4800%  | 0.0000% | $640000.00         | $647423.15         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 5.4800%  | 0.0000% | $1220000.00        | $1242770.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 5.4800%  | 0.0000% | $434250.00         | $439286.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 5.4800%  | 0.0000% | $480000.00         | $485567.36         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.7200%  | 0.0000% | $7163000.00        | $7489675.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.7200%  | 0.0000% | $3673000.00        | $3807768.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.7200%  | 0.0000% | $7274000.00        | $7557042.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.7200%  | 0.0000% | $5650000.00        | $5920351.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.9500%  | 0.0000% | $6528000.00        | $6893000.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-08-15      | 5.6900%  | 0.0000% | $2622500.00        | $2692207.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-08-15      | 5.6900%  | 0.0000% | $3360700.00        | $3450029.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-10-15      | 5.1000%  | 0.0000% | $20000.00          | $19709.84          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 5.8500%  | 0.0000% | $2058578.00        | $2134718.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-12-15      | 5.5200%  | 0.0000% | $47000.00          | $47829.57          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-12-15      | 5.5200%  | 0.0000% | $47000.00          | $47829.57          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-11-15      | 4.7300%  | 0.0000% | $7722500.00        | $7455337.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-10-15      | 5.5800%  | 0.0000% | $3594700.00        | $3668055.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-15      | 5.1900%  | 0.0000% | $4600000.00        | $4569591.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2061-11-15      | 5.6200%  | 0.0000% | $894091.00         | $914970.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 5.8500%  | 0.0000% | $8845.00           | $9172.15           | Agency Mortgage-Backed Securities |

### Security 125: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P321, C.3 - LEI: N/A, C.5 - Other ID: ARP18P321_4.34_0602
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2027-05-15      | 2.3750%  | 0.0000% | $102492000.00      | $99541057.61       | U.S. Treasuries (including strips) |
| USTR          | 2025-06-30      | 2.7500%  | 0.0000% | $96500700.00       | $97450559.09       | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 0.7500%  | 0.0000% | $100941000.00      | $98208679.35       | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $13719200.00       | $11935736.43       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $100360000.00      | $93157118.44       | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $107631800.00      | $90735809.76       | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $93983700.00       | $89088412.65       | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 4.8750%  | 0.0000% | $43098200.00       | $44420757.52       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $87370000.00       | $89461921.05       | U.S. Treasuries (including strips) |

### Security 126: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P339, C.3 - LEI: N/A, C.5 - Other ID: ARP18P339_4.35_0602
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 2.4900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2053-07-20      | 4.5000%  | 0.0000% | $39252733.00       | $34117304.97       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 6.5000%  | 0.0000% | $269191152.00      | $155907094.29      | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 5.5000%  | 0.0000% | $119058990.00      | $98983938.77       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 5.5000%  | 0.0000% | $91914668.00       | $83495914.17       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 4.5000%  | 0.0000% | $369818703.00      | $344970279.20      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $159539944.00      | $158987226.80      | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $184861952.00      | $92538242.20       | Agency Mortgage-Backed Securities |

### Security 127: FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST) 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P347, C.3 - LEI: N/A, C.5 - Other ID: ARP18P347_4.33_0602
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 3.9200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $51499999.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $51499999.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-16      | 2.4357%  | 0.0000% | $50000000.00       | $53937499.49       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $51499999.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $51504098.00       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $51499999.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $51504098.00       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-16      | 2.4357%  | 0.0000% | $50000000.00       | $53937499.48       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $51499999.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $51504098.00       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $51504098.00       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-02      | 1.2500%  | 0.0000% | $50000000.00       | $45977458.56       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $51499999.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $51504098.00       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $51499999.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $51504098.00       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $51499999.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $51499999.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $51499999.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $51504098.00       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $51504098.00       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $51499999.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $51499999.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $51499999.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $51499999.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $7620600.00        | $7849217.85        | U.S. Treasuries (including strips) |
| USTR          | 2028-10-02      | 4.6250%  | 0.0000% | $33764200.00       | $34779893.33       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $51504098.00       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $51504098.00       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-02      | 1.2500%  | 0.0000% | $50000000.00       | $45977458.57       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $51499999.51       | U.S. Treasuries (including strips) |

### Security 128: MIZUHO SECURITIES USA INC.

- **C.1 - Title:** MIZUHO SECURITIES USA INC. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P3C9, C.3 - LEI: N/A, C.5 - Other ID: ARP18P3C9_4.35_0602
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2027-09-30      | 0.3750%  | 0.0000% | $45651300.00       | $42091719.95       | U.S. Treasuries (including strips) |
| USTR          | 2025-08-31      | 5.0000%  | 0.0000% | $3000000.00        | $3040914.39        | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $188951000.00      | $188780693.55      | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $96013900.00       | $96949669.23       | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $7929600.00        | $7744702.53        | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $17029400.00       | $17136521.87       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $1259000.00        | $1255800.84        | U.S. Treasuries (including strips) |

### Security 129: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P3E5, C.3 - LEI: N/A, C.5 - Other ID: ARP18P3E5_4.35_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2037-12-01      | 5.5000%  | 0.0000% | $3054.00           | $142.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $2854.00           | $111.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $30386.00          | $418.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 6.0000%  | 0.0000% | $6553.00           | $114.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-12-01      | 2.8350%  | 0.0000% | $1145.00           | $915.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-05-01      | 5.0000%  | 0.0000% | $1002.00           | $7.01              | Agency Mortgage-Backed Securities |
| FMAC          | 2030-07-01      | 3.5000%  | 0.0000% | $9845.00           | $391.25            | Agency Mortgage-Backed Securities |
| FMAC          | 2025-10-01      | 3.5000%  | 0.0000% | $30000000.00       | $42549.30          | Agency Mortgage-Backed Securities |
| FMAC          | 2040-05-01      | 5.0000%  | 0.0000% | $1355.00           | $42.95             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-02-01      | 5.5000%  | 0.0000% | $17681869.00       | $76160.31          | Agency Mortgage-Backed Securities |
| FMAC          | 2028-05-01      | 2.0000%  | 0.0000% | $674593.00         | $41874.09          | Agency Mortgage-Backed Securities |
| FMAC          | 2042-04-01      | 3.5000%  | 0.0000% | $10214384.00       | $1917785.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2042-11-01      | 3.5000%  | 0.0000% | $10040.00          | $1351.48           | Agency Mortgage-Backed Securities |
| FMAC          | 2030-08-01      | 3.0000%  | 0.0000% | $733162.00         | $56950.32          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.5000%  | 0.0000% | $1001.00           | $218.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-07-01      | 3.0000%  | 0.0000% | $5247552.00        | $4465239.34        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 1.5000%  | 0.0000% | $8895.00           | $7650.59           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-02-01      | 2.0000%  | 0.0000% | $574753.00         | $277661.91         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $5858248.00        | $2669139.77        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $444.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $711.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.0000%  | 0.0000% | $251735.00         | $191567.00         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $2680805.00        | $1962209.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $805.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $822354.00         | $650297.33         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 6.0000%  | 0.0000% | $31000.00          | $24827.12          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $39466240.00       | $35170406.06       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $3041.00           | $2072.20           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $54743168.00       | $50508754.96       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $897.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $3008.00           | $2204.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1404808.00        | $1259504.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $13466794.00       | $11164485.34       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1837.71           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $15671312.00       | $12588521.61       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 4.0000%  | 0.0000% | $23278218.00       | $17784387.90       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1933885.00        | $1898591.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $33937823.00       | $21563525.62       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 2.0000%  | 0.0000% | $278396.00         | $186869.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $862276.00         | $698420.30         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $2102907.00        | $1727780.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1831274.00        | $1502947.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $3297000.00        | $2767656.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $852948.00         | $743087.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $37054701.00       | $33123263.90       | Agency Mortgage-Backed Securities |
| FMAC          | 2041-04-01      | 5.0000%  | 0.0000% | $2401891.00        | $304331.68         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-07-01      | 5.0000%  | 0.0000% | $1000.00           | $83.25             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-07-01      | 5.0000%  | 0.0000% | $2379980.00        | $331180.93         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.5000%  | 0.0000% | $1001.00           | $140.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-09-01      | 4.0000%  | 0.0000% | $5813000.00        | $1462620.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-05-01      | 4.0000%  | 0.0000% | $3663136.00        | $721063.77         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-05-01      | 4.0000%  | 0.0000% | $26775000.00       | $3876472.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-07-01      | 4.0000%  | 0.0000% | $51546176.00       | $8114967.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $242.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $28652451.00       | $8006347.81        | Agency Mortgage-Backed Securities |
| FMAC          | 2042-05-01      | 3.5000%  | 0.0000% | $1024.00           | $262.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $6289568.00        | $3400550.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $701.45            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $4080099.00        | $2424911.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1493.28           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $2024.00           | $1533.88           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1964.87           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $645.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $796.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $770.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2024.00           | $1603.45           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1448.67           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $8211000.00        | $6981402.12        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $983.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 4.0000%  | 0.0000% | $1481280.00        | $242120.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $250.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.5000%  | 0.0000% | $1024.00           | $272.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $47604928.00       | $13213013.23       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $1120.00           | $236.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1024.00           | $234.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $151.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $16984919.00       | $3446285.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $2000.00           | $371.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $15184800.00       | $2290319.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $2180.00           | $480.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-08-01      | 3.5000%  | 0.0000% | $2024.00           | $592.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2057-01-01      | 4.0000%  | 0.0000% | $4312320.00        | $1543218.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2057-09-01      | 3.5000%  | 0.0000% | $31379392.00       | $11429490.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $4096.00           | $1501.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 4.0000%  | 0.0000% | $2048.00           | $658.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $666.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 2.9800%  | 0.0000% | $12416400.00       | $10746624.60       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 4.5000%  | 0.0000% | $1120.00           | $186.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 4.3600%  | 0.0000% | $59673395.00       | $58066279.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $17244000.00       | $2751665.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 5.0000%  | 0.0000% | $48948804.00       | $8021053.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.0000%  | 0.0000% | $11173152.00       | $3816948.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $865000.00         | $274058.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $386.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $503.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $3363376.00        | $2080842.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $769.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3414208.00        | $2502880.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $831.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $7703000.00        | $6910854.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $12394032.00       | $11318957.26       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $4677400.00        | $3655202.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1188000.00        | $1144665.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2008.00           | $1654.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $12617247.00       | $2313885.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 5.0000%  | 0.0000% | $28924416.00       | $4403593.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $869670.00         | $261578.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $313.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $1024.00           | $201.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $493.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $1008.00           | $497.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $5332000.00        | $2271943.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $608.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1008.00           | $625.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $68299800.00       | $48734543.30       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $3072.00           | $2340.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $806.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $2198750.00        | $1808923.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $856.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $918.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $831.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $6394970.00        | $5427601.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $5190176.00        | $4431972.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $3732384.00        | $3453771.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $8520600.00        | $7607222.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1024.00           | $941.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $880.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $847.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $878.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 4.5000%  | 0.0000% | $2024.00           | $1711.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $973.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $3929776.00        | $3832724.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $1024.00           | $845.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $877.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $774.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $854.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $1466608.00        | $1308279.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $5031738.00        | $4900000.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $828.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $1024.00           | $840.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $3902144.00        | $3731804.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $883.41            | Agency Mortgage-Backed Securities |
| GNMA          | 2046-04-20      | 3.5000%  | 0.0000% | $903920.00         | $95706.40          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-20      | 4.0000%  | 0.0000% | $1024.00           | $92.39             | Agency Mortgage-Backed Securities |
| GNMA          | 2047-03-20      | 4.0000%  | 0.0000% | $1000.00           | $88.98             | Agency Mortgage-Backed Securities |
| GNMA          | 2046-12-20      | 3.0000%  | 0.0000% | $1000.00           | $139.23            | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 4.0000%  | 0.0000% | $1000.00           | $80.67             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-01-20      | 4.0000%  | 0.0000% | $1000.00           | $80.87             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-20      | 4.0000%  | 0.0000% | $1000.00           | $82.84             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-04-20      | 3.0000%  | 0.0000% | $1000.00           | $133.91            | Agency Mortgage-Backed Securities |
| GNMA          | 2049-05-20      | 5.5000%  | 0.0000% | $1000.00           | $88.36             | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 3.0000%  | 0.0000% | $1000.00           | $692.28            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 2.5000%  | 0.0000% | $1000.00           | $652.75            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 3.0000%  | 0.0000% | $1000.00           | $693.94            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 3.5000%  | 0.0000% | $1000.00           | $471.85            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $1000.00           | $511.93            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 3.5000%  | 0.0000% | $1000.00           | $496.86            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $1024.00           | $556.08            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 5.0000%  | 0.0000% | $1000.00           | $311.11            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $557.10            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 3.5000%  | 0.0000% | $1000.00           | $660.28            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 6.0000%  | 0.0000% | $10601360.00       | $7234813.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 6.5000%  | 0.0000% | $1000.00           | $475.60            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 5.5000%  | 0.0000% | $11701394.00       | $8926512.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 3.5000%  | 0.0000% | $1000.00           | $736.42            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $19395856.00       | $15036140.89       | Agency Mortgage-Backed Securities |
| GNMA          | 2058-04-15      | 2.4000%  | 0.0000% | $1000.00           | $806.49            | Agency Mortgage-Backed Securities |
| GNMA          | 2058-12-15      | 6.9800%  | 0.0000% | $1000.00           | $1058.31           | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 6.0400%  | 0.0000% | $1000.00           | $1050.96           | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.1900%  | 0.0000% | $1000.00           | $994.10            | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.3900%  | 0.0000% | $1000.00           | $1013.40           | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.0000%  | 0.0000% | $1000.00           | $276.10            | Agency Mortgage-Backed Securities |

### Security 130: SOCIETE' GENERALE NY

- **C.1 - Title:** SOCIETE' GENERALE NY 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P3F2, C.3 - LEI: N/A, C.5 - Other ID: ARP18P3F2_4.35_0602
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2038-12-15      | 5.5000%  | 0.0000% | $2000.00           | $25.88             | Agency Mortgage-Backed Securities |
| GNMA          | 2039-12-15      | 4.0000%  | 0.0000% | $1000.00           | $255.59            | Agency Mortgage-Backed Securities |
| GNMA          | 2046-01-20      | 4.0000%  | 0.0000% | $23157.00          | $1979.66           | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-20      | 4.0000%  | 0.0000% | $18838.00          | $1699.60           | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-20      | 3.5000%  | 0.0000% | $999000.00         | $54358.77          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-20      | 3.5000%  | 0.0000% | $93712.00          | $10333.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-20      | 4.0000%  | 0.0000% | $5096.00           | $489.54            | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-20      | 4.0000%  | 0.0000% | $2020.00           | $202.10            | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 3.5000%  | 0.0000% | $217924.00         | $26361.23          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-20      | 2.5000%  | 0.0000% | $3139002.00        | $493323.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-20      | 3.0000%  | 0.0000% | $2014.00           | $265.17            | Agency Mortgage-Backed Securities |
| GNMA          | 2046-11-20      | 3.5000%  | 0.0000% | $585882.00         | $73284.17          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-01-20      | 3.5000%  | 0.0000% | $1000.00           | $130.59            | Agency Mortgage-Backed Securities |
| GNMA          | 2047-02-20      | 3.5000%  | 0.0000% | $7414888.00        | $912056.32         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-08-20      | 4.0000%  | 0.0000% | $13949168.00       | $1323825.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-08-20      | 4.5000%  | 0.0000% | $1000.00           | $81.32             | Agency Mortgage-Backed Securities |
| GNMA          | 2047-06-20      | 4.0000%  | 0.0000% | $326007.00         | $32150.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 3.0000%  | 0.0000% | $349000.00         | $46949.40          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 4.0000%  | 0.0000% | $5488895.00        | $541281.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-20      | 3.0000%  | 0.0000% | $9744376.00        | $1447605.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-20      | 4.0000%  | 0.0000% | $478000.00         | $52720.81          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 4.0000%  | 0.0000% | $4994825.00        | $158438.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 5.0000%  | 0.0000% | $1000.00           | $77.29             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 3.0000%  | 0.0000% | $1000.00           | $70.47             | Agency Mortgage-Backed Securities |
| GNMA          | 2034-12-20      | 3.0000%  | 0.0000% | $1996000.00        | $295256.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 3.0000%  | 0.0000% | $2000.00           | $168.35            | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 5.0000%  | 0.0000% | $2052589.00        | $280060.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-09-20      | 4.0000%  | 0.0000% | $1003.00           | $29.49             | Agency Mortgage-Backed Securities |
| GNMA          | 2048-10-20      | 5.0000%  | 0.0000% | $1000.00           | $70.24             | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-20      | 4.5000%  | 0.0000% | $4969427.00        | $374524.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2037-09-20      | 6.0000%  | 0.0000% | $46000.00          | $8155.35           | Agency Mortgage-Backed Securities |
| GNMA          | 2049-01-20      | 4.0000%  | 0.0000% | $1000.00           | $39.97             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-01-20      | 4.5000%  | 0.0000% | $1000.00           | $65.82             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-02-20      | 3.5000%  | 0.0000% | $19869000.00       | $2071374.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-02-20      | 4.5000%  | 0.0000% | $3234164.00        | $240676.55         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-01-20      | 5.0000%  | 0.0000% | $4042890.00        | $269826.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2034-03-20      | 4.0000%  | 0.0000% | $1010989.00        | $117216.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-20      | 4.0000%  | 0.0000% | $1001.00           | $82.93             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-20      | 4.5000%  | 0.0000% | $1000.00           | $76.11             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-20      | 5.0000%  | 0.0000% | $1000.00           | $70.20             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-20      | 5.5000%  | 0.0000% | $2625040.00        | $216058.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-04-20      | 4.0000%  | 0.0000% | $986473.00         | $78638.42          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-20      | 5.5000%  | 0.0000% | $2500000.00        | $239669.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2034-07-20      | 3.0000%  | 0.0000% | $1000.00           | $121.40            | Agency Mortgage-Backed Securities |
| GNMA          | 2034-08-20      | 3.0000%  | 0.0000% | $1000.00           | $129.22            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-01-20      | 2.5000%  | 0.0000% | $1000.00           | $403.32            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 2.0000%  | 0.0000% | $109000.00         | $54389.68          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $4484240.00        | $2004069.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 3.0000%  | 0.0000% | $2017857.00        | $757287.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 4.0000%  | 0.0000% | $1672365.00        | $564608.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 2.5000%  | 0.0000% | $1000.00           | $456.59            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 4.0000%  | 0.0000% | $4011.00           | $1455.47           | Agency Mortgage-Backed Securities |
| GNMA          | 2034-12-20      | 3.0000%  | 0.0000% | $210000.00         | $31120.30          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $77000.00          | $10152.66          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 3.0000%  | 0.0000% | $1039.00           | $174.62            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 3.0000%  | 0.0000% | $1000.00           | $161.44            | Agency Mortgage-Backed Securities |
| GNMA          | 2035-04-20      | 2.5000%  | 0.0000% | $1489000.00        | $197304.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-05-20      | 4.0000%  | 0.0000% | $1000.00           | $207.12            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 3.5000%  | 0.0000% | $701000.00         | $162554.25         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-09-20      | 2.5000%  | 0.0000% | $1000.00           | $317.42            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 2.5000%  | 0.0000% | $222823.00         | $85869.35          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 3.5000%  | 0.0000% | $2137174.00        | $683002.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $1000.00           | $469.79            | Agency Mortgage-Backed Securities |
| GNMA          | 2035-11-20      | 2.5000%  | 0.0000% | $457623.00         | $169207.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 3.0000%  | 0.0000% | $6126.00           | $2080.62           | Agency Mortgage-Backed Securities |
| GNMA          | 2035-12-20      | 2.5000%  | 0.0000% | $1000.00           | $365.16            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.5000%  | 0.0000% | $113000.00         | $43001.50          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 3.0000%  | 0.0000% | $1281.00           | $449.73            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $98000.00          | $69294.93          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 0.5000%  | 0.0000% | $457082.00         | $408922.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 1.0000%  | 0.0000% | $375607.00         | $339368.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2037-05-20      | 1.5000%  | 0.0000% | $466120.00         | $313154.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 4.5000%  | 0.0000% | $1000.00           | $749.30            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-04-20      | 2.0000%  | 0.0000% | $91000.00          | $41796.71          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 3.0000%  | 0.0000% | $199027.00         | $91030.31          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 4.0000%  | 0.0000% | $4104.00           | $1651.33           | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $531.95            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 3.5000%  | 0.0000% | $2816164.00        | $1328810.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 4.0000%  | 0.0000% | $5372.00           | $2278.15           | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 3.5000%  | 0.0000% | $1198163.00        | $595313.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 4.0000%  | 0.0000% | $1024.00           | $491.92            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-08-20      | 3.0000%  | 0.0000% | $144707.00         | $68360.04          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 3.5000%  | 0.0000% | $3457.00           | $1966.02           | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 4.0000%  | 0.0000% | $421730.00         | $211923.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2036-09-20      | 3.5000%  | 0.0000% | $2004.00           | $951.18            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 4.0000%  | 0.0000% | $1120.00           | $623.95            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 5.0000%  | 0.0000% | $16165.00          | $7005.52           | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 3.0000%  | 0.0000% | $1000.00           | $623.12            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 3.5000%  | 0.0000% | $435000.00         | $287220.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 5.0000%  | 0.0000% | $64644.00          | $32589.25          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-12-20      | 1.5000%  | 0.0000% | $1000.00           | $557.87            | Agency Mortgage-Backed Securities |
| GNMA          | 2037-01-20      | 1.5000%  | 0.0000% | $1480638.00        | $865244.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-01-20      | 5.5000%  | 0.0000% | $2089208.00        | $1140352.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-01-20      | 5.0000%  | 0.0000% | $79000.00          | $41457.80          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 3.0000%  | 0.0000% | $7144.00           | $4712.72           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 6.0000%  | 0.0000% | $297799.00         | $203230.54         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 4.5000%  | 0.0000% | $1120.00           | $949.20            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1024.00           | $707.31            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-07-20      | 3.5000%  | 0.0000% | $3752979.00        | $2780825.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-07-20      | 4.5000%  | 0.0000% | $1000.00           | $797.21            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-07-20      | 4.5000%  | 0.0000% | $114980.00         | $87797.48          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-07-20      | 5.0000%  | 0.0000% | $44994.00          | $34074.54          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 5.5000%  | 0.0000% | $1000.00           | $690.68            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 2.5000%  | 0.0000% | $1039824.00        | $941384.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $493588.00         | $382941.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 5.5000%  | 0.0000% | $2140090.00        | $1530731.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 5.0000%  | 0.0000% | $16000.00          | $12487.88          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 3.5000%  | 0.0000% | $163532.00         | $51296.68          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 3.0000%  | 0.0000% | $336700.00         | $224342.07         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 3.5000%  | 0.0000% | $1000.00           | $540.60            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 3.0000%  | 0.0000% | $287321.00         | $195164.22         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 5.5000%  | 0.0000% | $11000.00          | $8097.19           | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 6.0000%  | 0.0000% | $2963332.00        | $1834144.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 6.5000%  | 0.0000% | $21024.00          | $9653.73           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 4.0000%  | 0.0000% | $165787.00         | $129274.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 5.0000%  | 0.0000% | $124000.00         | $97948.67          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $1824642.00        | $1137464.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 5.5000%  | 0.0000% | $1058.00           | $792.41            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 7.0000%  | 0.0000% | $204000.00         | $89320.04          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-11-20      | 3.5000%  | 0.0000% | $91003.00          | $66567.77          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $593755.00         | $483596.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 5.5000%  | 0.0000% | $1000.00           | $762.86            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 5.0000%  | 0.0000% | $51100.00          | $42210.34          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $154231.00         | $119563.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 6.0000%  | 0.0000% | $1024.00           | $677.02            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 5.5000%  | 0.0000% | $194000.00         | $131941.84         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 5.5000%  | 0.0000% | $283605.00         | $266282.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-08-20      | 4.5000%  | 0.0000% | $1000.00           | $923.87            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 5.5000%  | 0.0000% | $5024.00           | $4754.28           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 7.0000%  | 0.0000% | $1163570.00        | $813367.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 5.0000%  | 0.0000% | $1000.00           | $866.78            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 6.5000%  | 0.0000% | $106000.00         | $57431.51          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 3.5000%  | 0.0000% | $79000.00          | $57642.79          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $22000.00          | $18104.63          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 6.5000%  | 0.0000% | $1460160.00        | $845678.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 6.0000%  | 0.0000% | $8038.00           | $5774.82           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $1626869.00        | $932931.97         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 6.0000%  | 0.0000% | $2032774.00        | $1469032.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 5.5000%  | 0.0000% | $1297.00           | $1211.79           | Agency Mortgage-Backed Securities |
| GNMA          | 2059-07-15      | 3.3600%  | 0.0000% | $19420640.00       | $18394699.38       | Agency Mortgage-Backed Securities |
| GNMA          | 2072-05-20      | 6.0100%  | 0.0000% | $2000.00           | $2037.25           | Agency Mortgage-Backed Securities |
| GNMA          | 2057-11-15      | 4.5000%  | 0.0000% | $1000.00           | $939.17            | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-15      | 4.4700%  | 0.0000% | $1000.00           | $942.46            | Agency Mortgage-Backed Securities |
| GNMA          | 2057-11-15      | 4.5000%  | 0.0000% | $1000.00           | $939.17            | Agency Mortgage-Backed Securities |
| GNMA          | 2058-06-15      | 5.2400%  | 0.0000% | $1000.00           | $991.37            | Agency Mortgage-Backed Securities |
| GNMA          | 2063-04-15      | 4.9000%  | 0.0000% | $1000.00           | $976.01            | Agency Mortgage-Backed Securities |
| GNMA          | 2058-03-15      | 4.7400%  | 0.0000% | $1024.00           | $982.88            | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-15      | 4.7400%  | 0.0000% | $21264.00          | $20066.99          | Agency Mortgage-Backed Securities |
| GNMA          | 2057-12-15      | 3.9700%  | 0.0000% | $1000.00           | $908.08            | Agency Mortgage-Backed Securities |
| GNMA          | 2058-05-15      | 4.5500%  | 0.0000% | $1000.00           | $949.50            | Agency Mortgage-Backed Securities |
| GNMA          | 2048-05-20      | 4.0000%  | 0.0000% | $714997.00         | $190433.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $152.68            | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-15      | 4.0000%  | 0.0000% | $1001356.00        | $360649.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2072-05-20      | 5.9420%  | 0.0000% | $13000000.00       | $14057594.47       | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 3.5000%  | 0.0000% | $289256.00         | $55489.54          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 3.5000%  | 0.0000% | $1000.00           | $230.55            | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 4.0000%  | 0.0000% | $190271.00         | $52212.82          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $286044.00         | $177964.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.5000%  | 0.0000% | $596000.00         | $310671.59         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.5000%  | 0.0000% | $400000.00         | $233253.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-07-20      | 6.5000%  | 0.0000% | $2454420.00        | $893710.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2036-04-20      | 5.5000%  | 0.0000% | $1000.00           | $370.83            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 2.5000%  | 0.0000% | $1000.00           | $169.21            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $2069.00           | $986.72            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $599.79            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 2.5000%  | 0.0000% | $1002.00           | $301.66            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $1001.00           | $401.13            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $440.52            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 2.5000%  | 0.0000% | $1000.00           | $534.72            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $1001.00           | $510.39            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 3.5000%  | 0.0000% | $640000.00         | $476395.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $1002.00           | $351.36            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $522.36            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 3.0000%  | 0.0000% | $1000.00           | $624.86            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $3000.00           | $1878.58           | Agency Mortgage-Backed Securities |
| GNMA          | 2052-01-20      | 3.0000%  | 0.0000% | $3153952.00        | $2158056.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2058-04-15      | 4.3500%  | 0.0000% | $1000.00           | $936.86            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-01-20      | 3.0000%  | 0.0000% | $1012.00           | $661.18            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $1001.00           | $726.64            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $707.96            | Agency Mortgage-Backed Securities |
| GNMA          | 2072-01-20      | 5.9290%  | 0.0000% | $1024.00           | $1026.69           | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-20      | 3.0000%  | 0.0000% | $95000.00          | $62396.74          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 4.0000%  | 0.0000% | $1000.00           | $688.01            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 3.0000%  | 0.0000% | $1000.00           | $585.92            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 5.0000%  | 0.0000% | $1028.00           | $981.19            | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-20      | 3.5000%  | 0.0000% | $1000.00           | $874.18            | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-15      | 3.0000%  | 0.0000% | $1000.00           | $101.21            | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-15      | 3.5000%  | 0.0000% | $1000.00           | $172.78            | Agency Mortgage-Backed Securities |
| GNMA          | 2045-11-20      | 3.5000%  | 0.0000% | $1235426.00        | $394041.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.8500%  | 0.0000% | $531840.00         | $554140.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2058-04-15      | 2.4000%  | 0.0000% | $1008.00           | $812.94            | Agency Mortgage-Backed Securities |
| GNMA          | 2058-05-15      | 5.2100%  | 0.0000% | $537554.00         | $531320.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-01-15      | 5.5300%  | 0.0000% | $1000.00           | $1024.57           | Agency Mortgage-Backed Securities |
| GNMA          | 2073-01-20      | 7.0070%  | 0.0000% | $1000.00           | $873.31            | Agency Mortgage-Backed Securities |
| GNMA          | 2073-03-20      | 7.0200%  | 0.0000% | $1000.00           | $897.42            | Agency Mortgage-Backed Securities |
| GNMA          | 2057-12-15      | 4.8200%  | 0.0000% | $4447590.00        | $4289619.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2058-01-15      | 5.7000%  | 0.0000% | $1000.00           | $1019.20           | Agency Mortgage-Backed Securities |
| GNMA          | 2058-04-15      | 4.7300%  | 0.0000% | $2989748.00        | $2870004.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2057-12-15      | 6.2500%  | 0.0000% | $390100.00         | $393493.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2073-03-20      | 6.9600%  | 0.0000% | $4176232.00        | $4084993.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 7.5000%  | 0.0000% | $1416361.00        | $66913.52          | Agency Mortgage-Backed Securities |
| GNMA          | 2058-04-15      | 4.9200%  | 0.0000% | $8658688.00        | $8408275.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-01-15      | 5.1300%  | 0.0000% | $2016.00           | $1987.54           | Agency Mortgage-Backed Securities |
| GNMA          | 2058-04-15      | 5.0800%  | 0.0000% | $1000.00           | $978.73            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $834.31            | Agency Mortgage-Backed Securities |
| GNMA          | 2073-04-20      | 6.9050%  | 0.0000% | $1000.00           | $966.38            | Agency Mortgage-Backed Securities |
| GNMA          | 2057-11-15      | 6.3800%  | 0.0000% | $1000.00           | $1065.16           | Agency Mortgage-Backed Securities |
| GNMA          | 2061-11-15      | 5.7200%  | 0.0000% | $1000.00           | $1026.89           | Agency Mortgage-Backed Securities |
| GNMA          | 2073-09-20      | 6.9910%  | 0.0000% | $1000.00           | $949.01            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 7.5000%  | 0.0000% | $1344188.00        | $1225101.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2073-11-20      | 6.9140%  | 0.0000% | $1000.00           | $977.95            | Agency Mortgage-Backed Securities |
| GNMA          | 2059-07-15      | 5.8600%  | 0.0000% | $1000.00           | $1037.09           | Agency Mortgage-Backed Securities |
| GNMA          | 2059-07-15      | 6.4400%  | 0.0000% | $1000.00           | $1060.68           | Agency Mortgage-Backed Securities |
| GNMA          | 2059-03-15      | 5.6600%  | 0.0000% | $1000.00           | $1023.38           | Agency Mortgage-Backed Securities |
| GNMA          | 2059-05-15      | 6.2700%  | 0.0000% | $1000.00           | $1058.91           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 8.0000%  | 0.0000% | $1172404.00        | $1244909.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-02-15      | 5.7500%  | 0.0000% | $999000.00         | $1032728.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 5.2000%  | 0.0000% | $1000.00           | $992.36            | Agency Mortgage-Backed Securities |
| GNMA          | 2056-10-15      | 5.2200%  | 0.0000% | $1000.00           | $991.97            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 7.5000%  | 0.0000% | $1001.00           | $1044.69           | Agency Mortgage-Backed Securities |
| GNMA          | 2060-02-15      | 5.7900%  | 0.0000% | $2226.00           | $2306.59           | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.5300%  | 0.0000% | $10349490.00       | $10610946.29       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 7.0000%  | 0.0000% | $1024.00           | $1046.45           | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 7.0000%  | 0.0000% | $18044126.00       | $17161418.31       | Agency Mortgage-Backed Securities |
| GNMA          | 2074-08-20      | 6.9460%  | 0.0000% | $1000.00           | $998.58            | Agency Mortgage-Backed Securities |
| GNMA          | 2059-12-15      | 5.4600%  | 0.0000% | $1000.00           | $1013.01           | Agency Mortgage-Backed Securities |
| GNMA          | 2059-12-15      | 5.7300%  | 0.0000% | $1000.00           | $1023.01           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-15      | 5.1800%  | 0.0000% | $1000.00           | $989.05            | Agency Mortgage-Backed Securities |
| GNMA          | 2059-11-15      | 5.3600%  | 0.0000% | $1000.00           | $1002.51           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $234918.00         | $242300.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-01-15      | 5.6000%  | 0.0000% | $1178049.00        | $1206157.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-07-15      | 5.3500%  | 0.0000% | $552254.00         | $550278.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.3900%  | 0.0000% | $13600.00          | $13782.21          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $999.00            | Agency Mortgage-Backed Securities |
| GNMA          | 2059-12-15      | 4.9600%  | 0.0000% | $1000.00           | $980.96            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1017.77           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $2667.00           | $2658.55           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $360377.00         | $359154.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.0000%  | 0.0000% | $1001.00           | $971.45            | Agency Mortgage-Backed Securities |
| GNMA          | 2060-01-15      | 5.3600%  | 0.0000% | $1991000.00        | $2002660.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1001.83           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $1858478.00        | $1866593.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $1124398.00        | $1132117.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-02-15      | 5.8800%  | 0.0000% | $1000.00           | $1042.87           | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-15      | 6.2200%  | 0.0000% | $418068.00         | $447833.00         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $101138.00         | $101503.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $998.44            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $1019454.00        | $1018822.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $71361.00          | $71738.29          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.0000%  | 0.0000% | $2051751.00        | $1955451.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $998.46            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $2198332.00        | $2196527.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $329098.00         | $332743.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $613481.00         | $615693.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $998.58            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1017.89           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1040.59           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $835.42            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $287871.00         | $297530.07         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1030.96           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $644536.00         | $658689.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $2016.00           | $2060.27           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $352192.00         | $359925.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $999.67            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1001.00           | $1039.71           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1065134.00        | $1113536.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $77916.00          | $81294.53          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $1770749.00        | $1770655.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1022.59           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $13823.00          | $13815.37          | Agency Mortgage-Backed Securities |
| GNMA          | 2075-04-20      | 6.8570%  | 0.0000% | $1000.00           | $1064.18           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1040.89           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1022.19           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $1059412.00        | $1116315.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $378910.00         | $390424.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $1095052.00        | $1129289.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $310295.00         | $318679.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.32           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1018.00           | $1017.16           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1008.00           | $1008.38           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1004.00           | $1039.02           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1034.28           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1002.00           | $1024.00           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $641236.00         | $660688.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $406753.00         | $425151.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1008.00           | $1050.95           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1536.00           | $1581.04           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1006.64           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1278156.00        | $1283343.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 3.5000%  | 0.0000% | $782199.00         | $687685.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $1087.00           | $1069.98           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-01-20      | 5.5000%  | 0.0000% | $414459.00         | $411309.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1001.54           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1124.00           | $1117.36           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1091.00           | $1087.22           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1000.13           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $999.27            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $2003.00           | $2001.77           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1002.13           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $81097.00          | $81179.20          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1020.99           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $1001.00           | $1003.04           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $1169697.00        | $1194288.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1510281.00        | $1514870.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $38012.00          | $39579.82          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $119330.00         | $123392.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.79           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $2135630.00        | $2229567.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1033.87           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $513354.00         | $530382.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $998.13            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $984.27            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $168896.00         | $169234.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1002.86           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1001.84           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $340709.00         | $354397.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-06-15      | 5.3100%  | 0.0000% | $1189400.00        | $1194807.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-20      | 3.0000%  | 0.0000% | $357000.00         | $76330.93          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-08-20      | 3.0000%  | 0.0000% | $1000.00           | $296.15            | Agency Mortgage-Backed Securities |
| GNMA          | 2046-11-20      | 3.0000%  | 0.0000% | $1000.00           | $248.64            | Agency Mortgage-Backed Securities |
| GNMA          | 2046-11-20      | 3.0000%  | 0.0000% | $1000.00           | $149.13            | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-15      | 4.0000%  | 0.0000% | $1000.00           | $258.27            | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-15      | 4.5000%  | 0.0000% | $1000.00           | $326.64            | Agency Mortgage-Backed Securities |
| GNMA          | 2033-08-15      | 5.0000%  | 0.0000% | $4450000.00        | $49109.77          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-12-15      | 5.5000%  | 0.0000% | $4713198.00        | $73258.30          | Agency Mortgage-Backed Securities |
| GNMA          | 2035-07-20      | 6.0000%  | 0.0000% | $1974993.00        | $36169.05          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-07-20      | 5.5000%  | 0.0000% | $1991.00           | $15.24             | Agency Mortgage-Backed Securities |
| GNMA          | 2042-03-20      | 3.5000%  | 0.0000% | $1000.00           | $26.27             | Agency Mortgage-Backed Securities |
| GNMA          | 2040-08-20      | 6.0000%  | 0.0000% | $1001.00           | $29.39             | Agency Mortgage-Backed Securities |
| GNMA          | 2040-09-20      | 4.0000%  | 0.0000% | $2001.00           | $47.89             | Agency Mortgage-Backed Securities |
| GNMA          | 2040-12-20      | 4.0000%  | 0.0000% | $1000.00           | $17.32             | Agency Mortgage-Backed Securities |
| GNMA          | 2041-03-20      | 4.5000%  | 0.0000% | $749999.00         | $30923.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-02-20      | 4.0000%  | 0.0000% | $1487000.00        | $39327.86          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-07-15      | 5.0000%  | 0.0000% | $1000.00           | $24.67             | Agency Mortgage-Backed Securities |
| GNMA          | 2039-08-15      | 4.0000%  | 0.0000% | $1000.00           | $65.42             | Agency Mortgage-Backed Securities |
| GNMA          | 2040-11-20      | 4.0000%  | 0.0000% | $1001.00           | $109.17            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-09-15      | 5.0000%  | 0.0000% | $2000.00           | $187.15            | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 7.0000%  | 0.0000% | $2009888.00        | $294857.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 3.5000%  | 0.0000% | $1000.00           | $116.76            | Agency Mortgage-Backed Securities |
| GNMA          | 2046-01-20      | 3.5000%  | 0.0000% | $913360.00         | $91219.71          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 3.5000%  | 0.0000% | $1000.00           | $297.14            | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 3.0000%  | 0.0000% | $1169.00           | $443.57            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $1008.00           | $524.65            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $2000.00           | $1322.57           | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 2.5000%  | 0.0000% | $354560.00         | $194867.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 3.5000%  | 0.0000% | $1000.00           | $38.49             | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 3.0000%  | 0.0000% | $100000.00         | $46152.09          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 3.5000%  | 0.0000% | $1024.00           | $395.50            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 3.0000%  | 0.0000% | $1080.00           | $455.48            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 3.5000%  | 0.0000% | $1024.00           | $466.48            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 2.5000%  | 0.0000% | $1024.00           | $563.88            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 3.0000%  | 0.0000% | $1024.00           | $517.23            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 2.5000%  | 0.0000% | $31546.00          | $16151.69          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 5.0000%  | 0.0000% | $755000.00         | $601857.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $781.18            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $608.75            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 2.5000%  | 0.0000% | $1024.00           | $679.27            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $1000.00           | $666.33            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $2000.00           | $1179.51           | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 2.5000%  | 0.0000% | $1000.00           | $655.35            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 2.5000%  | 0.0000% | $1828704.00        | $1113925.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 5.0000%  | 0.0000% | $1000.00           | $794.51            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $836.95            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 5.0000%  | 0.0000% | $1000.00           | $833.29            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $362926.00         | $330147.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 4.5000%  | 0.0000% | $1000.00           | $858.81            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 4.0000%  | 0.0000% | $2522624.00        | $2261112.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2038-03-15      | 5.5000%  | 0.0000% | $1793299.00        | $17707.84          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-06-15      | 5.5000%  | 0.0000% | $1002.00           | $7.09              | Agency Mortgage-Backed Securities |
| GNMA          | 2030-09-20      | 3.5000%  | 0.0000% | $1000.00           | $207.26            | Agency Mortgage-Backed Securities |
| GNMA          | 2035-02-15      | 5.5000%  | 0.0000% | $25007.00          | $361.66            | Agency Mortgage-Backed Securities |
| GNMA          | 2038-06-15      | 5.5000%  | 0.0000% | $8828000.00        | $96008.36          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $114245808.00      | $60885492.47       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $20147987.00       | $20181826.67       | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-15      | 3.0000%  | 0.0000% | $1000.00           | $161.66            | Agency Mortgage-Backed Securities |
| GNMA          | 2042-09-15      | 3.5000%  | 0.0000% | $1000.00           | $136.72            | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-15      | 3.0000%  | 0.0000% | $1000.00           | $125.60            | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-15      | 3.0000%  | 0.0000% | $2076187.00        | $346893.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-09-15      | 3.0000%  | 0.0000% | $4991211.00        | $397664.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $2958.00           | $327.64            | Agency Mortgage-Backed Securities |
| GNMA          | 2042-11-15      | 3.5000%  | 0.0000% | $2395.00           | $163.81            | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-15      | 3.0000%  | 0.0000% | $1911517.00        | $289135.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-20      | 3.5000%  | 0.0000% | $4639713.00        | $440176.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-04-20      | 3.5000%  | 0.0000% | $1000.00           | $68.81             | Agency Mortgage-Backed Securities |
| GNMA          | 2042-08-20      | 3.0000%  | 0.0000% | $1661114.00        | $102977.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-10-20      | 3.5000%  | 0.0000% | $2087972.00        | $183308.59         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-01-20      | 3.0000%  | 0.0000% | $104800.00         | $11443.90          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-20      | 3.0000%  | 0.0000% | $98172.00          | $11874.69          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-20      | 3.0000%  | 0.0000% | $1000.00           | $129.58            | Agency Mortgage-Backed Securities |
| GNMA          | 2043-10-20      | 3.0000%  | 0.0000% | $2634776.00        | $365645.98         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-20      | 3.0000%  | 0.0000% | $526772.00         | $43584.80          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-20      | 4.0000%  | 0.0000% | $19205176.00       | $1924053.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-20      | 4.5000%  | 0.0000% | $2973001.00        | $192012.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 3.0000%  | 0.0000% | $157011.00         | $20546.65          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-07-20      | 4.0000%  | 0.0000% | $7540.00           | $485.13            | Agency Mortgage-Backed Securities |
| GNMA          | 2044-08-20      | 4.0000%  | 0.0000% | $13734640.00       | $902106.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-09-20      | 3.5000%  | 0.0000% | $6691118.00        | $519804.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-10-20      | 4.5000%  | 0.0000% | $3699.00           | $245.12            | Agency Mortgage-Backed Securities |
| GNMA          | 2044-11-20      | 4.5000%  | 0.0000% | $7956.00           | $456.14            | Agency Mortgage-Backed Securities |
| GNMA          | 2044-12-20      | 3.0000%  | 0.0000% | $1002.00           | $82.64             | Agency Mortgage-Backed Securities |
| GNMA          | 2044-12-20      | 4.5000%  | 0.0000% | $16502206.00       | $1056437.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-04-20      | 3.0000%  | 0.0000% | $407279.00         | $37062.64          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-04-20      | 3.5000%  | 0.0000% | $480419.00         | $35843.41          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-20      | 3.5000%  | 0.0000% | $11279500.00       | $904494.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-20      | 4.0000%  | 0.0000% | $23903502.00       | $2118482.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-07-20      | 3.0000%  | 0.0000% | $25000.00          | $2782.93           | Agency Mortgage-Backed Securities |
| GNMA          | 2045-07-20      | 3.5000%  | 0.0000% | $1254803.00        | $111653.98         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-08-20      | 3.0000%  | 0.0000% | $193001.00         | $24901.30          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-08-20      | 3.5000%  | 0.0000% | $341747.00         | $32025.61          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-09-20      | 3.5000%  | 0.0000% | $1349542.00        | $125899.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-10-20      | 3.5000%  | 0.0000% | $48996.00          | $4593.92           | Agency Mortgage-Backed Securities |
| GNMA          | 2045-11-20      | 3.5000%  | 0.0000% | $4930481.00        | $495719.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2030-11-20      | 3.0000%  | 0.0000% | $499000.00         | $42316.17          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-12-20      | 3.5000%  | 0.0000% | $506769.00         | $52892.50          | Agency Mortgage-Backed Securities |

### Security 131: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P3G0, C.3 - LEI: N/A, C.5 - Other ID: ARP18P3G0_4.35_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2046-06-01      | 3.5000%  | 0.0000% | $100000.00         | $17271.95          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 3.0000%  | 0.0000% | $39196000.00       | $5764875.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 3.0000%  | 0.0000% | $24000.00          | $3581.56           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-04-01      | 3.5000%  | 0.0000% | $103000.00         | $20726.36          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 2.5000%  | 0.0000% | $31836.00          | $23990.40          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-10-01      | 2.0000%  | 0.0000% | $1005000.00        | $483271.24         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 3.0000%  | 0.0000% | $58900000.00       | $49408173.59       | Agency Mortgage-Backed Securities |
| GNMA          | 2042-11-20      | 3.0000%  | 0.0000% | $1048000.00        | $112090.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-20      | 3.5000%  | 0.0000% | $13177494.00       | $1548164.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-20      | 2.5000%  | 0.0000% | $54446142.00       | $8556726.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-05-20      | 3.5000%  | 0.0000% | $544217195.00      | $62991082.27       | Agency Mortgage-Backed Securities |
| GNMA          | 2047-03-20      | 3.5000%  | 0.0000% | $752000.00         | $89434.21          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-20      | 4.5000%  | 0.0000% | $53066759.00       | $4761508.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-12-20      | 4.0000%  | 0.0000% | $1261000.00        | $137852.22         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 5.0000%  | 0.0000% | $5121669.00        | $513169.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-03-20      | 4.0000%  | 0.0000% | $10800000.00       | $989076.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 4.0000%  | 0.0000% | $25895363.00       | $2088900.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2033-11-20      | 4.0000%  | 0.0000% | $525000.00         | $69344.14          | Agency Mortgage-Backed Securities |
| GNMA          | 2033-12-20      | 4.0000%  | 0.0000% | $1528813.00        | $155814.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-05-20      | 6.0000%  | 0.0000% | $113723.00         | $14481.91          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.0000%  | 0.0000% | $1051977.00        | $660361.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 5.5000%  | 0.0000% | $784830.00         | $542065.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 5.0000%  | 0.0000% | $3485272.00        | $2768750.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 4.5000%  | 0.0000% | $10547500.00       | $8770586.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 6.5000%  | 0.0000% | $75000.00          | $54695.10          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-20      | 3.5000%  | 0.0000% | $432226.00         | $140922.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-11-20      | 3.5000%  | 0.0000% | $2027726.00        | $529507.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 4.0000%  | 0.0000% | $4327689.00        | $1003464.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-15      | 3.7900%  | 0.0000% | $57488.00          | $53873.50          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-04-15      | 4.1000%  | 0.0000% | $12684.00          | $11609.50          | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-15      | 4.3500%  | 0.0000% | $4613499.00        | $4346156.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-11-15      | 4.3500%  | 0.0000% | $581746.00         | $538261.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 2.5000%  | 0.0000% | $8639141.00        | $5048547.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 3.0000%  | 0.0000% | $13153931.00       | $9146268.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $11512589.00       | $8153003.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 2.5000%  | 0.0000% | $6001088.00        | $4098677.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2057-03-15      | 1.9400%  | 0.0000% | $10440000.00       | $7898557.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2057-05-15      | 2.4400%  | 0.0000% | $4194700.00        | $3407825.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-07-15      | 5.5900%  | 0.0000% | $757045.00         | $714773.16         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 5.5000%  | 0.0000% | $319717.00         | $310041.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-20      | 3.0000%  | 0.0000% | $1218378.00        | $119475.55         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-15      | 4.2500%  | 0.0000% | $2889575.00        | $2686246.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 6.5000%  | 0.0000% | $1049979.00        | $936592.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 6.0000%  | 0.0000% | $190000.00         | $190154.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 6.5000%  | 0.0000% | $14861521.00       | $10370535.43       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 6.0000%  | 0.0000% | $1405725.00        | $947060.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.5000%  | 0.0000% | $1736021.00        | $1631868.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $5057457.00        | $4794773.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 7.0000%  | 0.0000% | $1050717.00        | $894792.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 7.0000%  | 0.0000% | $1460329.00        | $1296422.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 5.5000%  | 0.0000% | $2651510.00        | $2596508.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 5.5000%  | 0.0000% | $2253230.00        | $2254218.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $1358798.00        | $1410718.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $1155240.00        | $1201296.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 6.0000%  | 0.0000% | $359520.00         | $367294.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $1460314.00        | $1140718.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 6.5000%  | 0.0000% | $454984.00         | $398433.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 6.5000%  | 0.0000% | $1286371.00        | $1327672.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $1389642.00        | $1443302.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 6.5000%  | 0.0000% | $1541003.00        | $1614554.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 6.5000%  | 0.0000% | $2915386.00        | $2762281.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 6.5000%  | 0.0000% | $1823895.00        | $1892986.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 7.0000%  | 0.0000% | $1223611.00        | $1183606.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $1498871.00        | $1510324.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $1064675.00        | $1072028.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $1495607.00        | $1503736.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $3768392.00        | $3865011.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 3.5000%  | 0.0000% | $286070570.00      | $253161909.97      | Agency Mortgage-Backed Securities |
| GNMA          | 2040-03-20      | 6.0000%  | 0.0000% | $1222804.00        | $1256359.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2037-11-20      | 6.0000%  | 0.0000% | $575000.00         | $6539.75           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-05-20      | 6.0000%  | 0.0000% | $460000.00         | $6478.91           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-06-20      | 5.0000%  | 0.0000% | $1849300.00        | $68251.84          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-07-20      | 5.0000%  | 0.0000% | $1193997.00        | $40908.27          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-08-20      | 6.0000%  | 0.0000% | $527360.00         | $15484.06          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-07-20      | 4.5000%  | 0.0000% | $4000000.00        | $178233.42         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-09-20      | 4.0000%  | 0.0000% | $141253023.00      | $7032933.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2041-11-20      | 4.0000%  | 0.0000% | $15931449.00       | $860753.11         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-09-20      | 4.5000%  | 0.0000% | $61000.00          | $5191.17           | Agency Mortgage-Backed Securities |
| GNMA          | 2041-07-20      | 4.5000%  | 0.0000% | $964993.00         | $6855.20           | Agency Mortgage-Backed Securities |

### Security 132: STANDARD CHARTERED BANK

- **C.1 - Title:** STANDARD CHARTERED BANK 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P3H8, C.3 - LEI: N/A, C.5 - Other ID: ARP18P3H8_4.35_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2026-01-31      | 4.5463%  | 0.0000% | $4200.00           | $4220.47           | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.02            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $102.85            | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $100.39            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $103.07            | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $49000.00          | $51102.31          | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $3605800.00        | $3789024.90        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.4833%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $200.00            | $203.05            | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $36317000.00       | $36841783.66       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 3.7500%  | 0.0000% | $5458000.00        | $5486649.58        | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $98.79             | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.57            | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $103.14            | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $2500.00           | $2519.60           | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $2201900.00        | $2211007.71        | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $300.00            | $301.49            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $99.86             | U.S. Treasuries (including strips) |
| FMAC          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $170.37            | Agency Mortgage-Backed Securities  |
| FMAC          | 2026-10-01      | 3.5000%  | 0.0000% | $50974.00          | $395.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $164185357.00      | $37373308.00       | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $132.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $214.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-04-01      | 3.0000%  | 0.0000% | $188838.00         | $41797.62          | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-04-01      | 2.5000%  | 0.0000% | $3513.00           | $1413.29           | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-12-01      | 3.5000%  | 0.0000% | $1030.00           | $268.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-10-01      | 2.0000%  | 0.0000% | $25757.00          | $11520.85          | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-07-01      | 3.0000%  | 0.0000% | $2011.00           | $1477.54           | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-06-01      | 2.0000%  | 0.0000% | $1120.00           | $388.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-06-01      | 5.5000%  | 0.0000% | $1000.00           | $753.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-01-01      | 3.5000%  | 0.0000% | $1242.00           | $496.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $404.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $922.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-08-01      | 3.0000%  | 0.0000% | $1462012.00        | $671744.32         | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-08-01      | 3.5000%  | 0.0000% | $79810.00          | $12359.42          | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $120.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $19445825.00       | $14361754.57       | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $1185.00           | $230.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $109254.00         | $67576.53          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $95715.00          | $49919.48          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $611.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $1001.00           | $121.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-01-01      | 3.5000%  | 0.0000% | $1135.00           | $147.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $3012.00           | $431.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $178.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $6445228.00        | $4652824.94        | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-12-20      | 4.0000%  | 0.0000% | $1000.00           | $75.46             | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $36277.00          | $27881.28          | Agency Mortgage-Backed Securities  |
| GNMA          | 2063-07-15      | 2.7400%  | 0.0000% | $1000.00           | $827.79            | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-06-15      | 5.0300%  | 0.0000% | $25213.00          | $25506.81          | Agency Mortgage-Backed Securities  |
| GNMA          | 2059-10-15      | 5.9000%  | 0.0000% | $1025.00           | $1069.91           | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-15      | 6.2200%  | 0.0000% | $24161.00          | $25881.18          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $42919.00          | $43818.47          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $48305.00          | $48420.36          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $126832145.00      | $128453099.39      | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-11-20      | 6.0000%  | 0.0000% | $34205.00          | $389.47            | Agency Mortgage-Backed Securities  |
| USTR          | 2025-06-17      | N/A      | 0.0000% | $100.00            | $99.82             | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 6.1250%  | 0.0000% | $1200.00           | $1265.42           | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 4.5000%  | 0.0000% | $57100.00          | $58435.52          | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 4.7500%  | 0.0000% | $93800.00          | $97419.59          | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $600.00            | $574.23            | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 4.5000%  | 0.0000% | $10400.00          | $10301.86          | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $200.00            | $200.19            | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 4.2500%  | 0.0000% | $1100.00           | $1035.56           | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $24300.00          | $19538.36          | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $108.07            | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $74.65             | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $79.65             | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 3.6250%  | 0.0000% | $144700.00         | $123541.58         | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 3.6250%  | 0.0000% | $66500.00          | $56460.98          | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $84.90             | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $44700.00          | $31049.39          | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 3.0000%  | 0.0000% | $500.00            | $375.19            | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $3500.00           | $2586.11           | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $500.00            | $322.91            | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $72.12             | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $18900.00          | $17848.33          | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $73.37             | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 3.0000%  | 0.0000% | $800.00            | $587.85            | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $74.28             | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.13             | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $500.00            | $364.39            | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $1147300.00        | $709496.16         | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $3200.00           | $1851.12           | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 1.1250%  | 0.0000% | $37200.00          | $22615.54          | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $300.00            | $154.18            | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $3200.00           | $1996.67           | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $61.98             | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $71.20             | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $56.75             | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $1362700.00        | $739494.05         | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $25000000.00       | $24551728.52       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $48890600.00       | $47570645.47       | U.S. Treasuries (including strips) |
| USTR          | 2025-05-31      | 2.8750%  | 0.0000% | $4255700.00        | $4316539.56        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $97.75             | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $800.00            | $755.55            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 2.1250%  | 0.0000% | $2850000.00        | $2823151.92        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $98.38             | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $132.25            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $25003000.00       | $24308547.10       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.18             | U.S. Treasuries (including strips) |
| USTR          | 2025-06-30      | 2.7500%  | 0.0000% | $600.00            | $605.99            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $98.08             | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $200.00            | $183.43            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 1.3750%  | 0.0000% | $200.00            | $194.16            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $2500.00           | $2433.92           | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $93.77             | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $200.00            | $170.09            | U.S. Treasuries (including strips) |
| USTR          | 2025-05-31      | 0.2500%  | 0.0000% | $16000000.00       | $16019890.11       | U.S. Treasuries (including strips) |
| USTR          | 2025-07-31      | 0.2500%  | 0.0000% | $69900.00          | $69483.73          | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $92.84             | U.S. Treasuries (including strips) |
| USTR          | 2025-11-30      | 0.3750%  | 0.0000% | $100.00            | $98.24             | U.S. Treasuries (including strips) |
| USTR          | 2031-01-15      | 0.1250%  | 0.0000% | $22500000.00       | $25390636.16       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $97.57             | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $93.19             | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $300.00            | $290.78            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $91.79             | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $84.75             | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $200.00            | $183.75            | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $91.97             | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $96.33             | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $87.20             | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $96.96             | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $94.90             | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $7800.00           | $7633.60           | U.S. Treasuries (including strips) |
| USTR          | 2025-06-15      | 2.8750%  | 0.0000% | $100.00            | $101.23            | U.S. Treasuries (including strips) |
| USTR          | 2025-08-15      | 3.1250%  | 0.0000% | $25000000.00       | $25155072.52       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.1250%  | 0.0000% | $21914700.00       | $21720175.96       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $8999100.00        | $8922261.41        | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $24089000.00       | $23632567.92       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $400.00            | $396.87            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 3.6250%  | 0.0000% | $300.00            | $298.83            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $400.00            | $403.01            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $35400.00          | $36123.01          | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $103.60            | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $400.00            | $412.00            | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $700.00            | $724.11            | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $200.00            | $208.88            | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $300.00            | $311.39            | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $200.00            | $205.03            | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $49277000.00       | $49300686.17       | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** The HSBC Funds

**Date:** 2025-06-06

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

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

**Title of Signing Officer:** Vice President