# EDGAR Filing Document

**Accession Number:** 0001272950
**File Stem:** 0001193125-26-207667
**Filing Date:** 2026-5
**Character Count:** 514271
**Document Hash:** ba1228fcc17ffc5b4f5123d7a11ac1c1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-207667.hdr.sgml**: 20260506

**ACCESSION NUMBER**: 0001193125-26-207667

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260506

**DATE AS OF CHANGE**: 20260506

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21475
- **FILM NUMBER:** 26945942

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-04-30

**Registrant Full Name:** RBC Funds Trust

**CIK Number of Registrant:** 0001272950

**LEI of Registrant:** 549300456VUEP58RCU35

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

**LEI of Series:** 54930052Y1FH4FTCFW93

**EDGAR Series Identifier:** S000001806

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 44 days

- **WAL:** 103 days

- **Total Value of Portfolio Securities:** $19390805603.53

- **Amortized Cost of Portfolio Securities:** $19393240887.00

- **Cash:** $0.00

- **Total Other Assets:** $40565766.28

- **Total Liabilities:** $59847494.21

- **Net Assets of Series:** $19373959159.07

- **Number of Shares Outstanding (Series):** 19374057713.4790

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $12602615287.80           | $13801289939.64            | 66.8000%                  | 73.1500%                   |
| 2026-04-02 | $12142636205.98           | $14141614244.97            | 63.4900%                  | 73.9400%                   |
| 2026-04-06 | $13145514261.64           | $15358336031.63            | 65.3100%                  | 76.3100%                   |
| 2026-04-07 | $12222780849.79           | $14335699740.05            | 62.4200%                  | 73.2100%                   |
| 2026-04-08 | $13678462754.22           | $14741468681.38            | 69.7400%                  | 75.1600%                   |
| 2026-04-09 | $13679283661.18           | $15741800549.49            | 66.6900%                  | 76.7500%                   |
| 2026-04-10 | $13463822789.65           | $15526570978.08            | 66.3200%                  | 76.4900%                   |
| 2026-04-13 | $13497332764.26           | $15560158052.70            | 66.3800%                  | 76.5300%                   |
| 2026-04-14 | $13785823931.36           | $15848726319.82            | 66.8500%                  | 76.8600%                   |
| 2026-04-15 | $14581442354.80           | $15544421843.29            | 71.6700%                  | 76.4100%                   |
| 2026-04-16 | $13318731121.72           | $15481266342.48            | 65.6800%                  | 76.3400%                   |
| 2026-04-17 | $12706548178.02           | $14869314698.86            | 64.6000%                  | 75.5900%                   |
| 2026-04-20 | $13053013592.47           | $15215857213.35            | 65.2000%                  | 76.0100%                   |
| 2026-04-21 | $13103430958.59           | $15266351679.51            | 64.3200%                  | 74.9400%                   |
| 2026-04-22 | $15453284166.81           | $16409548575.30            | 72.5000%                  | 76.9900%                   |
| 2026-04-23 | $14265813383.86           | $16332515603.91            | 67.2100%                  | 76.9400%                   |
| 2026-04-24 | $13045706704.41           | $15212641727.09            | 65.1900%                  | 76.0200%                   |
| 2026-04-27 | $13347231475.10           | $15568927115.34            | 65.7100%                  | 76.6500%                   |
| 2026-04-28 | $11953386797.35           | $14375044482.89            | 60.1800%                  | 72.3700%                   |
| 2026-04-29 | $14101653211.14           | $15223515175.35            | 69.5800%                  | 75.1200%                   |
| 2026-04-30 | $12379480786.60           | $14401425912.80            | 63.7000%                  | 74.1100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7100%             |
| 2026-04-02 | 3.7200%             |
| 2026-04-06 | 3.7100%             |
| 2026-04-07 | 3.7100%             |
| 2026-04-08 | 3.7100%             |
| 2026-04-09 | 3.7000%             |
| 2026-04-10 | 3.6800%             |
| 2026-04-13 | 3.6800%             |
| 2026-04-14 | 3.6900%             |
| 2026-04-15 | 3.6900%             |
| 2026-04-16 | 3.7000%             |
| 2026-04-17 | 3.7200%             |
| 2026-04-20 | 3.7200%             |
| 2026-04-21 | 3.7200%             |
| 2026-04-22 | 3.7100%             |
| 2026-04-23 | 3.7100%             |
| 2026-04-24 | 3.7200%             |
| 2026-04-27 | 3.7200%             |
| 2026-04-28 | 3.7200%             |
| 2026-04-29 | 3.7200%             |
| 2026-04-30 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 0.9999                      |
|  |  |
| 2026-04-02 | 0.9998                      |
|  |  |
| 2026-04-06 | 0.9999                      |
|  |  |
| 2026-04-07 | 0.9999                      |
|  |  |
| 2026-04-08 | 0.9999                      |
|  |  |
| 2026-04-09 | 0.9999                      |
|  |  |
| 2026-04-10 | 0.9999                      |
|  |  |
| 2026-04-13 | 0.9999                      |
|  |  |
| 2026-04-14 | 0.9999                      |
|  |  |
| 2026-04-15 | 0.9999                      |
|  |  |
| 2026-04-16 | 0.9999                      |
|  |  |
| 2026-04-17 | 0.9999                      |
|  |  |
| 2026-04-20 | 0.9999                      |
|  |  |
| 2026-04-21 | 0.9999                      |
|  |  |
| 2026-04-22 | 0.9999                      |
|  |  |
| 2026-04-23 | 0.9999                      |
|  |  |
| 2026-04-24 | 0.9999                      |
|  |  |
| 2026-04-27 | 0.9999                      |
|  |  |
| 2026-04-28 | 0.9999                      |
|  |  |
| 2026-04-29 | 0.9999                      |
|  |  |
| 2026-04-30 | 0.9999                      |
|  |  |

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

### Class: Institutional Class 1

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $14220872119.48

- **Number of Shares Outstanding:** 14221039755.6190

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9998          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $157824522.63             | $1616919794.41          |
| 2026-04-02 | $624089678.16             | $293359786.01           |
| 2026-04-06 | $1166920289.86            | $169403785.60           |
| 2026-04-07 | $148487799.99             | $757622530.48           |
| 2026-04-08 | $308357168.83             | $75343517.09            |
| 2026-04-09 | $1110936007.83            | $220143681.69           |
| 2026-04-10 | $450619101.93             | $654695731.68           |
| 2026-04-13 | $411604566.02             | $390698264.19           |
| 2026-04-14 | $484814644.12             | $517420705.87           |
| 2026-04-15 | $516121237.24             | $634306590.12           |
| 2026-04-16 | $747371346.65             | $656275619.96           |
| 2026-04-17 | $242108819.46             | $776850059.56           |
| 2026-04-20 | $551284174.39             | $151413681.65           |
| 2026-04-21 | $627578762.46             | $309963539.28           |
| 2026-04-22 | $1201041471.86            | $195327167.59           |
| 2026-04-23 | $631526697.27             | $818146340.57           |
| 2026-04-24 | $190158874.13             | $1316441137.69          |
| 2026-04-27 | $729879672.41             | $453980098.42           |
| 2026-04-28 | $178078247.67             | $874659233.69           |
| 2026-04-29 | $916641476.87             | $228802228.35           |
| 2026-04-30 | $920072599.27             | $1739566232.41          |

**Total Gross Subscriptions (Month):** $12315517159.05

**Total Gross Redemptions (Month):** $12851339726.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5800%           |
| 2026-04-02 | 3.5800%           |
| 2026-04-06 | 3.5800%           |
| 2026-04-07 | 3.5800%           |
| 2026-04-08 | 3.5700%           |
| 2026-04-09 | 3.5700%           |
| 2026-04-10 | 3.5500%           |
| 2026-04-13 | 3.5500%           |
| 2026-04-14 | 3.5500%           |
| 2026-04-15 | 3.5600%           |
| 2026-04-16 | 3.5700%           |
| 2026-04-17 | 3.5800%           |
| 2026-04-20 | 3.5900%           |
| 2026-04-21 | 3.5900%           |
| 2026-04-22 | 3.5800%           |
| 2026-04-23 | 3.5800%           |
| 2026-04-24 | 3.5800%           |
| 2026-04-27 | 3.5800%           |
| 2026-04-28 | 3.5800%           |
| 2026-04-29 | 3.5800%           |
| 2026-04-30 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 17.8100%         | 0.0000%              |
| Broker-dealer                                       |  | 8.1800%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.2600%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.2700%          | 0.0000%              |
| Broker-dealer                                       |  | 5.2600%          | 0.0000%              |

### Class: Institutional Class 2

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3211130109.24

- **Number of Shares Outstanding:** 3211055700.2800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $10306533.92              | $7239028.66             |
| 2026-04-02 | $0.00                     | $74927233.59            |
| 2026-04-06 | $40767563.52              | $10968274.86            |
| 2026-04-07 | $0.00                     | $36236605.65            |
| 2026-04-08 | $0.00                     | $85213280.26            |
| 2026-04-09 | $6210190.18               | $0.00                   |
| 2026-04-10 | $0.00                     | $21914934.00            |
| 2026-04-13 | $32777244.02              | $2501873.27             |
| 2026-04-14 | $58102905.40              | $26121315.14            |
| 2026-04-15 | $0.00                     | $89049770.12            |
| 2026-04-16 | $0.00                     | $55873553.19            |
| 2026-04-17 | $26323587.60              | $0.00                   |
| 2026-04-20 | $0.00                     | $60583828.90            |
| 2026-04-21 | $0.00                     | $20521586.91            |
| 2026-04-22 | $26565389.16              | $42888885.61            |
| 2026-04-23 | $5474409.42               | $0.00                   |
| 2026-04-24 | $1894885.06               | $0.00                   |
| 2026-04-27 | $30594601.20              | $7331599.03             |
| 2026-04-28 | $0.00                     | $1438888.43             |
| 2026-04-29 | $0.00                     | $31316836.01            |
| 2026-04-30 | $0.00                     | $10840103.38            |

**Total Gross Subscriptions (Month):** $239017309.48

**Total Gross Redemptions (Month):** $584967597.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4400%           |
| 2026-04-02 | 3.4400%           |
| 2026-04-06 | 3.4400%           |
| 2026-04-07 | 3.4400%           |
| 2026-04-08 | 3.4400%           |
| 2026-04-09 | 3.4300%           |
| 2026-04-10 | 3.4100%           |
| 2026-04-13 | 3.4100%           |
| 2026-04-14 | 3.4100%           |
| 2026-04-15 | 3.4200%           |
| 2026-04-16 | 3.4300%           |
| 2026-04-17 | 3.4500%           |
| 2026-04-20 | 3.4500%           |
| 2026-04-21 | 3.4500%           |
| 2026-04-22 | 3.4400%           |
| 2026-04-23 | 3.4400%           |
| 2026-04-24 | 3.4400%           |
| 2026-04-27 | 3.4500%           |
| 2026-04-28 | 3.4500%           |
| 2026-04-29 | 3.4500%           |
| 2026-04-30 | 3.4500%           |

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

### Class: Investor

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $367065686.47

- **Number of Shares Outstanding:** 367106492.5800

- **Expense Reimbursement/Waiver:** 38086.12

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9998          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9998          |
|  |  |
| 2026-04-10 | 0.9998          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9998          |
|  |  |
| 2026-04-17 | 0.9998          |
|  |  |
| 2026-04-20 | 0.9998          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9998          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9997          |
|  |  |
| 2026-04-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $6587375.41               | $0.00                   |
| 2026-04-02 | $276112.75                | $0.00                   |
| 2026-04-06 | $553381.97                | $0.00                   |
| 2026-04-07 | $3068149.28               | $0.00                   |
| 2026-04-08 | $0.00                     | $6470993.50             |
| 2026-04-09 | $0.00                     | $323852.50              |
| 2026-04-10 | $0.00                     | $668837.38              |
| 2026-04-13 | $0.00                     | $1405327.10             |
| 2026-04-14 | $0.00                     | $1556705.59             |
| 2026-04-15 | $0.00                     | $3221595.79             |
| 2026-04-16 | $0.00                     | $2991564.73             |
| 2026-04-17 | $0.00                     | $1336793.80             |
| 2026-04-20 | $0.00                     | $2301593.61             |
| 2026-04-21 | $676825.82                | $0.00                   |
| 2026-04-22 | $811984.49                | $0.00                   |
| 2026-04-23 | $0.00                     | $1441742.08             |
| 2026-04-24 | $991664.97                | $0.00                   |
| 2026-04-27 | $871949.59                | $0.00                   |
| 2026-04-28 | $0.00                     | $127947.86              |
| 2026-04-29 | $0.00                     | $142992.30              |
| 2026-04-30 | $0.00                     | $4496546.78             |

**Total Gross Subscriptions (Month):** $13837444.28

**Total Gross Redemptions (Month):** $26486493.02

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 2.7100%           |
| 2026-04-02 | 2.7200%           |
| 2026-04-06 | 2.7100%           |
| 2026-04-07 | 2.7100%           |
| 2026-04-08 | 2.7100%           |
| 2026-04-09 | 2.7000%           |
| 2026-04-10 | 2.6800%           |
| 2026-04-13 | 2.6800%           |
| 2026-04-14 | 2.6900%           |
| 2026-04-15 | 2.6900%           |
| 2026-04-16 | 2.7000%           |
| 2026-04-17 | 2.7200%           |
| 2026-04-20 | 2.7200%           |
| 2026-04-21 | 2.7200%           |
| 2026-04-22 | 2.7100%           |
| 2026-04-23 | 2.7100%           |
| 2026-04-24 | 2.7200%           |
| 2026-04-27 | 2.7200%           |
| 2026-04-28 | 2.7200%           |
| 2026-04-29 | 2.7200%           |
| 2026-04-30 | 2.7200%           |

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

### Class: A

- **Minimum Initial Investment:** $250.00

- **Net Assets of Class:** $1574891243.88

- **Number of Shares Outstanding:** 1574855765.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $30927224.90              | $6540120.13             |
| 2026-04-02 | $6375438.98               | $11629164.96            |
| 2026-04-06 | $7990771.22               | $3863774.33             |
| 2026-04-07 | $5466197.82               | $13907000.25            |
| 2026-04-08 | $5323660.29               | $13833964.03            |
| 2026-04-09 | $13031748.60              | $13789720.97            |
| 2026-04-10 | $15146791.55              | $5355272.57             |
| 2026-04-13 | $3762314.52               | $22765712.96            |
| 2026-04-14 | $6574993.07               | $13977208.84            |
| 2026-04-15 | $6449999.91               | $8457878.58             |
| 2026-04-16 | $7140808.96               | $7740469.63             |
| 2026-04-17 | $33120319.89              | $3862131.26             |
| 2026-04-20 | $12703540.22              | $6767965.20             |
| 2026-04-21 | $7521898.45               | $6260971.85             |
| 2026-04-22 | $8706592.58               | $6915347.32             |
| 2026-04-23 | $6204604.87               | $9124642.52             |
| 2026-04-24 | $7925188.77               | $6068717.74             |
| 2026-04-27 | $5899047.51               | $7104954.94             |
| 2026-04-28 | $6004788.78               | $6719801.58             |
| 2026-04-29 | $6281670.96               | $14361552.71            |
| 2026-04-30 | $11209118.63              | $10064966.58            |

**Total Gross Subscriptions (Month):** $213766720.48

**Total Gross Redemptions (Month):** $199111338.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4800%           |
| 2026-04-02 | 3.4900%           |
| 2026-04-06 | 3.4800%           |
| 2026-04-07 | 3.4800%           |
| 2026-04-08 | 3.4800%           |
| 2026-04-09 | 3.4700%           |
| 2026-04-10 | 3.4500%           |
| 2026-04-13 | 3.4500%           |
| 2026-04-14 | 3.4600%           |
| 2026-04-15 | 3.4600%           |
| 2026-04-16 | 3.4700%           |
| 2026-04-17 | 3.4900%           |
| 2026-04-20 | 3.4900%           |
| 2026-04-21 | 3.4900%           |
| 2026-04-22 | 3.4800%           |
| 2026-04-23 | 3.4800%           |
| 2026-04-24 | 3.4900%           |
| 2026-04-27 | 3.4900%           |
| 2026-04-28 | 3.4900%           |
| 2026-04-29 | 3.4900%           |
| 2026-04-30 | 3.4900%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: CITIGROUP GLOBAL MARKETS INC REPO 3.71 05/22/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.71 05/22/2026 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173106435, C.5 - Other ID: 1731064355
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $37600.00          | $38413.66          | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $700.00            | $775.08            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $97151700.00       | $99901971.21       | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.12             | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $102600.00         | $99927.27          | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $1948900.00        | $1958858.34        | U.S. Treasuries (including strips) |

### Security 2: WELLS FARGO SECURITIES LLC REPO 3.7 05/01/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.7 05/01/2026 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173111241, C.5 - Other ID: 1731112410
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $74094799.00       | $46893631.86       | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $55217540.00       | $55106368.62       | Agency Debentures and Agency Strips |

### Security 3: CITIGROUP GLOBAL MARKETS INC REPO 3.7 06/03/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.7 06/03/2026 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173115993, C.5 - Other ID: 1731159930
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $117539000.00      | $102000064.96      | U.S. Treasuries (including strips) |

### Security 4: WELLS FARGO SECURITIES LLC REPO 3.7 06/05/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.7 06/05/2026 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173155827, C.5 - Other ID: 1731558276
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $161166223.00      | $102000000.42      | Agency Debentures and Agency Strips |

### Security 5: WELLS FARGO SECURITIES LLC REPO 3.7 06/15/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.7 06/15/2026 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173168732, C.5 - Other ID: 1731687327
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2054-06-20      | 5.5000%  | 0.0000% | $136920782.00      | $102000000.37      | Agency Debentures and Agency Strips |

### Security 6: CITIGROUP GLOBAL MARKETS INC REPO 3.72 06/18/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.72 06/18/2026 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173168735, C.5 - Other ID: 1731687356
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2045-06-20      | 3.0000%  | 0.0000% | $631074.00         | $383188.68         | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $1000.00           | $989.92            | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 4.0000%  | 0.0000% | $41217.00          | $38302.35          | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 4.5000%  | 0.0000% | $2028208.00        | $1953413.70        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 4.5000%  | 0.0000% | $102917996.00      | $99624105.54       | Agency Debentures and Agency Strips |

### Security 7: WELLS FARGO SECURITIES LLC REPO 3.69 07/01/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.69 07/01/2026 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173188449, C.5 - Other ID: 1731884493
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2054-06-20      | 5.5000%  | 0.0000% | $70240885.00       | $52326390.42       | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $49987233.00       | $49673610.07       | Agency Debentures and Agency Strips |

### Security 8: CITIGROUP GLOBAL MARKETS INC REPO 3.69 07/23/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.69 07/23/2026 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173212474, C.5 - Other ID: 1732124747
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $1000.00           | $989.92            | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 4.0000%  | 0.0000% | $41372.00          | $38446.39          | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 4.5000%  | 0.0000% | $2035861.00        | $1960784.48        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 4.5000%  | 0.0000% | $103306091.00      | $99999779.56       | Agency Debentures and Agency Strips |

### Security 9: WELLS FARGO SECURITIES LLC REPO 3.69 08/03/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.69 08/03/2026 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173218856, C.5 - Other ID: 1732188562
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $102205775.00      | $102000000.59      | Agency Debentures and Agency Strips |

### Security 10: WELLS FARGO SECURITIES LLC REPO 3.65 05/01/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.65 05/01/2026 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173221675, C.5 - Other ID: 1732216753
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 6.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2052-05-20      | 4.0000%  | 0.0000% | $1556868384.00     | $1065375154.30     | Agency Debentures and Agency Strips |
| GNMA          | 2066-11-15      | 5.9100%  | 0.0000% | $100000.00         | $106758.18         | Agency Debentures and Agency Strips |
| GNMA          | 2066-07-15      | 5.3900%  | 0.0000% | $1863890.00        | $1879593.17        | Agency Debentures and Agency Strips |
| GNMA          | 2066-09-15      | 5.3900%  | 0.0000% | $2790291.00        | $2823358.58        | Agency Debentures and Agency Strips |
| GNMA          | 2066-09-15      | 5.4700%  | 0.0000% | $984242.00         | $1004090.61        | Agency Debentures and Agency Strips |
| GNMA          | 2066-07-15      | 5.4500%  | 0.0000% | $140723.00         | $143271.25         | Agency Debentures and Agency Strips |
| GNMA          | 2064-06-15      | 3.7900%  | 0.0000% | $57488.00          | $54159.10          | Agency Debentures and Agency Strips |
| GNMA          | 2064-04-15      | 4.1000%  | 0.0000% | $12684.00          | $11878.00          | Agency Debentures and Agency Strips |
| GNMA          | 2065-01-15      | 4.3500%  | 0.0000% | $4613499.00        | $4516196.46        | Agency Debentures and Agency Strips |
| GNMA          | 2063-11-15      | 4.3500%  | 0.0000% | $581746.00         | $551162.24         | Agency Debentures and Agency Strips |
| GNMA          | 2065-06-15      | 5.3000%  | 0.0000% | $432272.00         | $441643.94         | Agency Debentures and Agency Strips |
| GNMA          | 2058-05-15      | 4.8500%  | 0.0000% | $50771.00          | $49325.09          | Agency Debentures and Agency Strips |
| GNMA          | 2065-09-15      | 5.2500%  | 0.0000% | $32829.00          | $33266.22          | Agency Debentures and Agency Strips |
| GNMA          | 2057-03-15      | 1.9400%  | 0.0000% | $10440000.00       | $7919166.44        | Agency Debentures and Agency Strips |
| GNMA          | 2057-05-15      | 2.4400%  | 0.0000% | $4194700.00        | $3388746.52        | Agency Debentures and Agency Strips |
| GNMA          | 2064-07-15      | 5.1700%  | 0.0000% | $1342169.00        | $1350035.99        | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.6000%  | 0.0000% | $160833.00         | $166863.45         | Agency Debentures and Agency Strips |
| GNMA          | 2064-12-15      | 4.2500%  | 0.0000% | $5647393.00        | $5340297.43        | Agency Debentures and Agency Strips |
| GNMA          | 2059-06-15      | 5.4500%  | 0.0000% | $937500.00         | $953890.16         | Agency Debentures and Agency Strips |
| GNMA          | 2067-02-15      | 5.7200%  | 0.0000% | $2648503.00        | $2717641.58        | Agency Debentures and Agency Strips |
| GNMA          | 2067-08-15      | 5.4100%  | 0.0000% | $1584213.00        | $1566976.85        | Agency Debentures and Agency Strips |
| GNMA          | 2067-05-15      | 6.0700%  | 0.0000% | $499437.00         | $525295.21         | Agency Debentures and Agency Strips |
| GNMA          | 2064-03-15      | 6.0100%  | 0.0000% | $731875.00         | $765496.89         | Agency Debentures and Agency Strips |
| GNMA          | 2065-02-15      | 5.2300%  | 0.0000% | $58930.00          | $59703.32          | Agency Debentures and Agency Strips |
| GNMA          | 2065-12-15      | 5.5000%  | 0.0000% | $1403402.00        | $1442630.67        | Agency Debentures and Agency Strips |
| GNMA          | 2060-05-15      | 5.0000%  | 0.0000% | $3166516.00        | $3179046.75        | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 5.0350%  | 0.0000% | $623437.00         | $624372.35         | Agency Debentures and Agency Strips |
| GNMA          | 2067-06-15      | 5.0600%  | 0.0000% | $1614311.00        | $1630270.26        | Agency Debentures and Agency Strips |
| GNMA          | 2066-10-15      | 5.6400%  | 0.0000% | $150562.00         | $153111.82         | Agency Debentures and Agency Strips |
| GNMA          | 2067-11-15      | 5.5000%  | 0.0000% | $4384533.00        | $4463255.34        | Agency Debentures and Agency Strips |
| GNMA          | 2060-06-15      | 5.3400%  | 0.0000% | $45625.00          | $46344.74          | Agency Debentures and Agency Strips |
| GNMA          | 2060-06-15      | 5.4200%  | 0.0000% | $45898.00          | $46881.30          | Agency Debentures and Agency Strips |
| GNMA          | 2066-12-15      | 5.5500%  | 0.0000% | $2529011.00        | $2599481.47        | Agency Debentures and Agency Strips |
| GNMA          | 2066-11-15      | 5.6000%  | 0.0000% | $1460755.00        | $1496708.72        | Agency Debentures and Agency Strips |
| GNMA          | 2067-02-15      | 5.3200%  | 0.0000% | $2009136.00        | $2048287.14        | Agency Debentures and Agency Strips |
| GNMA          | 2066-02-15      | 5.3000%  | 0.0000% | $42817.00          | $43185.97          | Agency Debentures and Agency Strips |
| GNMA          | 2067-03-15      | 5.0000%  | 0.0000% | $6142292.00        | $6096561.27        | Agency Debentures and Agency Strips |
| GNMA          | 2067-03-15      | 5.4500%  | 0.0000% | $2528806.00        | $2594312.89        | Agency Debentures and Agency Strips |
| GNMA          | 2067-10-15      | 5.3000%  | 0.0000% | $2562464.00        | $2571664.38        | Agency Debentures and Agency Strips |
| GNMA          | 2067-03-15      | 5.8500%  | 0.0000% | $780644.00         | $815326.84         | Agency Debentures and Agency Strips |
| GNMA          | 2067-12-15      | 5.6500%  | 0.0000% | $2483102.00        | $2490296.51        | Agency Debentures and Agency Strips |
| GNMA          | 2068-02-15      | 5.6200%  | 0.0000% | $1483252.00        | $1527104.67        | Agency Debentures and Agency Strips |
| GNMA          | 2060-06-15      | 5.1300%  | 0.0000% | $55514.00          | $55243.33          | Agency Debentures and Agency Strips |
| GNMA          | 2067-03-15      | 5.7600%  | 0.0000% | $126876.00         | $132137.04         | Agency Debentures and Agency Strips |
| GNMA          | 2068-04-15      | 5.4500%  | 0.0000% | $2459214.00        | $2508984.26        | Agency Debentures and Agency Strips |
| GNMA          | 2068-01-15      | 5.1000%  | 0.0000% | $1584312.00        | $1568103.43        | Agency Debentures and Agency Strips |
| GNMA          | 2067-10-15      | 5.9400%  | 0.0000% | $401243.00         | $413460.05         | Agency Debentures and Agency Strips |
| GNMA          | 2060-02-15      | 4.6300%  | 0.0000% | $6489050.00        | $6310694.29        | Agency Debentures and Agency Strips |
| GNMA          | 2061-01-15      | 5.3800%  | 0.0000% | $498250.00         | $511156.25         | Agency Debentures and Agency Strips |
| GNMA          | 2061-02-15      | 5.2300%  | 0.0000% | $12500000.00       | $12597696.61       | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.1000%  | 0.0000% | $508801.00         | $511266.81         | Agency Debentures and Agency Strips |
| GNMA          | 2068-04-15      | 5.5000%  | 0.0000% | $1118378.00        | $1139000.39        | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 5.2200%  | 0.0000% | $330581.00         | $334746.97         | Agency Debentures and Agency Strips |
| GNMA          | 2068-05-15      | 5.5100%  | 0.0000% | $1167607.00        | $1199866.36        | Agency Debentures and Agency Strips |
| GNMA          | 2061-01-15      | 5.0000%  | 0.0000% | $2975837.00        | $3002529.32        | Agency Debentures and Agency Strips |
| GNMA          | 2061-01-15      | 5.0000%  | 0.0000% | $2963500.00        | $2990081.67        | Agency Debentures and Agency Strips |
| GNMA          | 2061-01-15      | 5.0000%  | 0.0000% | $2185662.00        | $2194206.65        | Agency Debentures and Agency Strips |
| GNMA          | 2061-02-15      | 5.2500%  | 0.0000% | $791250.00         | $798834.34         | Agency Debentures and Agency Strips |
| GNMA          | 2068-05-15      | 5.2900%  | 0.0000% | $4496526.00        | $4521829.70        | Agency Debentures and Agency Strips |
| GNMA          | 2068-06-15      | 5.3500%  | 0.0000% | $3049149.00        | $3078423.03        | Agency Debentures and Agency Strips |
| GNMA          | 2061-05-15      | 4.8200%  | 0.0000% | $5447700.00        | $5384837.78        | Agency Debentures and Agency Strips |
| GNMA          | 2061-05-15      | 4.8700%  | 0.0000% | $23760000.00       | $23574245.65       | Agency Debentures and Agency Strips |
| GNMA          | 2060-06-15      | 4.9200%  | 0.0000% | $229699.00         | $224370.26         | Agency Debentures and Agency Strips |
| GNMA          | 2066-10-15      | 5.9400%  | 0.0000% | $313906.00         | $327507.86         | Agency Debentures and Agency Strips |
| GNMA          | 2067-12-15      | 5.1600%  | 0.0000% | $1370128.00        | $1356287.88        | Agency Debentures and Agency Strips |
| GNMA          | 2060-08-15      | 5.7000%  | 0.0000% | $29297.00          | $29992.96          | Agency Debentures and Agency Strips |
| GNMA          | 2060-09-15      | 5.6500%  | 0.0000% | $26075.00          | $26981.10          | Agency Debentures and Agency Strips |
| GNMA          | 2067-04-15      | 5.6500%  | 0.0000% | $962884.00         | $995192.02         | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.2600%  | 0.0000% | $235944.00         | $236736.04         | Agency Debentures and Agency Strips |
| GNMA          | 2060-06-15      | 4.7400%  | 0.0000% | $14668650.00       | $14337897.19       | Agency Debentures and Agency Strips |
| GNMA          | 2058-07-15      | 4.9500%  | 0.0000% | $225246.00         | $223190.72         | Agency Debentures and Agency Strips |
| GNMA          | 2060-07-15      | 5.6800%  | 0.0000% | $30121.00          | $31716.31          | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 5.5100%  | 0.0000% | $148437.00         | $153337.10         | Agency Debentures and Agency Strips |
| GNMA          | 2061-01-15      | 4.9800%  | 0.0000% | $1859906.00        | $1863089.27        | Agency Debentures and Agency Strips |
| GNMA          | 2061-01-15      | 4.9800%  | 0.0000% | $1597218.00        | $1599951.67        | Agency Debentures and Agency Strips |
| GNMA          | 2067-07-15      | 5.5300%  | 0.0000% | $1264250.00        | $1306334.00        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-15      | 5.3000%  | 0.0000% | $234115.00         | $237377.03         | Agency Debentures and Agency Strips |
| GNMA          | 2060-09-15      | 5.7200%  | 0.0000% | $55268.00          | $56728.03          | Agency Debentures and Agency Strips |
| GNMA          | 2060-09-15      | 5.5700%  | 0.0000% | $48594.00          | $49340.58          | Agency Debentures and Agency Strips |
| GNMA          | 2060-09-15      | 5.5700%  | 0.0000% | $42187.00          | $43583.69          | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 4.9500%  | 0.0000% | $4110000.00        | $4104465.33        | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 5.0000%  | 0.0000% | $3273868.00        | $3286282.88        | Agency Debentures and Agency Strips |
| GNMA          | 2061-01-15      | 5.3000%  | 0.0000% | $830000.00         | $849268.17         | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 5.4000%  | 0.0000% | $156250.00         | $160392.13         | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.4900%  | 0.0000% | $466651.00         | $483031.28         | Agency Debentures and Agency Strips |
| GNMA          | 2061-01-15      | 5.4000%  | 0.0000% | $587494.00         | $603532.46         | Agency Debentures and Agency Strips |
| GNMA          | 2061-01-15      | 4.9800%  | 0.0000% | $1664718.00        | $1667567.20        | Agency Debentures and Agency Strips |
| GNMA          | 2061-01-15      | 4.9800%  | 0.0000% | $1229906.00        | $1232011.01        | Agency Debentures and Agency Strips |
| GNMA          | 2061-03-15      | 5.1600%  | 0.0000% | $1565000.00        | $1566792.08        | Agency Debentures and Agency Strips |
| GNMA          | 2061-03-15      | 5.1600%  | 0.0000% | $1480000.00        | $1481694.75        | Agency Debentures and Agency Strips |
| GNMA          | 2061-03-15      | 5.1600%  | 0.0000% | $2280000.00        | $2282610.83        | Agency Debentures and Agency Strips |
| GNMA          | 2061-03-15      | 5.1600%  | 0.0000% | $1260000.00        | $1261442.83        | Agency Debentures and Agency Strips |
| GNMA          | 2061-02-15      | 5.0500%  | 0.0000% | $7004000.00        | $6973515.88        | Agency Debentures and Agency Strips |
| GNMA          | 2068-01-15      | 4.9300%  | 0.0000% | $1370395.00        | $1295602.11        | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 4.9200%  | 0.0000% | $7031250.00        | $7036699.63        | Agency Debentures and Agency Strips |
| GNMA          | 2068-06-15      | 4.8400%  | 0.0000% | $5105097.00        | $4846553.90        | Agency Debentures and Agency Strips |
| GNMA          | 2068-03-15      | 5.3500%  | 0.0000% | $2362386.00        | $2398678.68        | Agency Debentures and Agency Strips |
| GNMA          | 2068-05-15      | 5.3000%  | 0.0000% | $1925164.00        | $1930087.50        | Agency Debentures and Agency Strips |

### Security 11: Goldman Sachs & Co. LLC REPO 3.62 05/01/2026

- **C.1 - Title:** Goldman Sachs & Co. LLC REPO 3.62 05/01/2026 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173221675, C.5 - Other ID: 1732216754
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2038-03-01      | 6.0000%  | 0.0000% | $944902.00         | $16775.47          | Agency Debentures and Agency Strips |
| FMAC          | 2035-09-01      | 2.5000%  | 0.0000% | $1824950.00        | $523718.09         | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 2.5000%  | 0.0000% | $4500000.00        | $482301.58         | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $56957040.00       | $32610355.55       | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $488644.00         | $389798.23         | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $8010784.00        | $7893766.26        | Agency Debentures and Agency Strips |
| FNMA          | 2056-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $258091.50         | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $42190784.00       | $9070820.43        | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $1100000.00        | $743269.77         | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $7090816.00        | $5821016.69        | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $2386368.00        | $2434522.15        | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $6244000.00        | $2412596.92        | Agency Debentures and Agency Strips |
| FNMA          | 2033-01-01      | 6.0000%  | 0.0000% | $35907200.00       | $122390.97         | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1180226.00        | $737513.19         | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $44682304.00       | $34828055.53       | Agency Debentures and Agency Strips |
| FMAC          | 2050-08-01      | 3.5000%  | 0.0000% | $45552384.00       | $41233477.60       | Agency Debentures and Agency Strips |
| FMAC          | 2045-01-01      | 4.0000%  | 0.0000% | $22742528.00       | $21600430.44       | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $4002912.00        | $4066260.31        | Agency Debentures and Agency Strips |
| GNMA          | 2047-08-20      | 3.5000%  | 0.0000% | $3679900.00        | $2474441.03        | Agency Debentures and Agency Strips |
| GNMA          | 2049-06-20      | 5.0000%  | 0.0000% | $2274276.00        | $647087.09         | Agency Debentures and Agency Strips |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $853708.00         | $650568.24         | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1205574.00        | $1262145.96        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $2641416.00        | $2751276.01        | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $112313344.00      | $88068721.23       | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 5.0000%  | 0.0000% | $30000000.00       | $28644648.39       | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $1732638.00        | $1795059.62        | Agency Debentures and Agency Strips |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $1863200.00        | $687595.33         | U.S. Treasuries (including strips)  |
| USTR          | 2052-05-15      | 0.0000%  | 0.0000% | $63800.00          | $16841.92          | U.S. Treasuries (including strips)  |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $32322880.00       | $13248178.83       | U.S. Treasuries (including strips)  |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $1390707.21        | $508275.67         | U.S. Treasuries (including strips)  |

### Security 12: CREDIT AGRICOLE SECURITIES USA INC REPO 3.62 05/01/2026

- **C.1 - Title:** CREDIT AGRICOLE SECURITIES USA INC REPO 3.62 05/01/2026 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173221675, C.5 - Other ID: 1732216755
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2032-09-01      | 3.0000%  | 0.0000% | $1000.00           | $103.42            | Agency Debentures and Agency Strips |
| FMAC          | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $553.64            | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 6.0000%  | 0.0000% | $4249755.00        | $4394001.60        | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $11710072.00       | $11629576.64       | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $15840320.00       | $14639447.84       | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $48478208.00       | $48072487.08       | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 5.0000%  | 0.0000% | $12336400.00       | $9069838.34        | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $897.81            | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 6.5000%  | 0.0000% | $31320.00          | $33319.63          | Agency Debentures and Agency Strips |
| GNMA          | 2051-02-20      | 2.5000%  | 0.0000% | $20055.00          | $8635.99           | Agency Debentures and Agency Strips |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $31866816.00       | $16185673.03       | Agency Debentures and Agency Strips |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $21492964.00       | $11409503.48       | Agency Debentures and Agency Strips |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $1224040.00        | $408323.90         | Agency Debentures and Agency Strips |
| GNMA          | 2066-03-15      | 6.3000%  | 0.0000% | $1123415.00        | $1210731.31        | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1610678.00        | $1266892.74        | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $3122192.00        | $1570740.07        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1280530.00        | $1374760.76        | Agency Debentures and Agency Strips |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $19127000.00       | $10829954.41       | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 5.0000%  | 0.0000% | $21421807.00       | $20894558.82       | Agency Debentures and Agency Strips |

### Security 13: CREDIT AGRICOLE SECURITIES USA INC REPO 3.63 05/01/2026

- **C.1 - Title:** CREDIT AGRICOLE SECURITIES USA INC REPO 3.63 05/01/2026 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173221675, C.5 - Other ID: 1732216758
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 4.6500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2032-09-01      | 3.0000%  | 0.0000% | $1000.00           | $103.42            | Agency Debentures and Agency Strips |
| FMAC          | 2028-07-01      | 2.5000%  | 0.0000% | $3515.00           | $103.52            | Agency Debentures and Agency Strips |
| FMAC          | 2043-03-01      | 3.0000%  | 0.0000% | $23168291.00       | $3350181.71        | Agency Debentures and Agency Strips |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $1008.00           | $187.89            | Agency Debentures and Agency Strips |
| FMAC          | 2035-08-01      | 2.0000%  | 0.0000% | $48545728.00       | $18529288.79       | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $13551653.00       | $10139419.89       | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1002.00           | $700.73            | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $546.37            | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $1864856.00        | $1550798.27        | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $732.20            | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1234640.00        | $1042312.52        | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $10900000.00       | $10569702.56       | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $860.93            | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $23506000.00       | $17097489.28       | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $669.79            | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $105833720.00      | $65992265.13       | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $764.05            | Agency Debentures and Agency Strips |
| FMAC          | 2042-11-01      | 3.0000%  | 0.0000% | $18000000.00       | $2776301.58        | Agency Debentures and Agency Strips |
| FMAC          | 2047-12-01      | 3.5000%  | 0.0000% | $10528199.00       | $2429864.10        | Agency Debentures and Agency Strips |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $12305120.00       | $3193928.77        | Agency Debentures and Agency Strips |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $1039.00           | $592.25            | Agency Debentures and Agency Strips |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $1100.00           | $682.02            | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $2078964.00        | $1559495.92        | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $951.00            | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1843810.00        | $1132495.03        | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 2.5000%  | 0.0000% | $1272226.00        | $475456.47         | Agency Debentures and Agency Strips |
| FMAC          | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $421.09            | Agency Debentures and Agency Strips |
| FMAC          | 2051-02-01      | 1.5000%  | 0.0000% | $1024.00           | $528.65            | Agency Debentures and Agency Strips |
| FMAC          | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $564.79            | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 3.0000%  | 0.0000% | $1023.00           | $572.33            | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 5.5000%  | 0.0000% | $21058003.00       | $11691134.09       | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $4321000.00        | $3188454.51        | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $230794.00         | $165586.51         | Agency Debentures and Agency Strips |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $663.67            | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $142352.00         | $106976.91         | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $2016.00           | $1504.60           | Agency Debentures and Agency Strips |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $2850000.00        | $595252.68         | Agency Debentures and Agency Strips |
| FNMA          | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $178.87            | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $3445550.00        | $3330938.83        | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 7.5000%  | 0.0000% | $5953.00           | $6456.35           | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $62195.00          | $65499.17          | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $199227.00         | $208266.47         | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.46           | Agency Debentures and Agency Strips |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $8573629.00        | $3227843.25        | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $39933163.00       | $26671625.58       | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $19831720.00       | $14418605.48       | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1024.00           | $669.04            | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $730.95            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $1001.00           | $1072.21           | Agency Debentures and Agency Strips |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $139381000.00      | $45689248.36       | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $14175997.00       | $6117168.08        | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $443.44            | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $15704200.00       | $9898400.82        | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $2097.00           | $1303.51           | Agency Debentures and Agency Strips |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $5695000.00        | $3340918.65        | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1300000.00        | $1067796.05        | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $917.35            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $19246848.00       | $18269888.47       | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 5.0000%  | 0.0000% | $20514200.00       | $16834702.31       | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $898.90            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $1008.00           | $869.47            | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 4.5000%  | 0.0000% | $42921856.00       | $38393342.57       | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 7.0000%  | 0.0000% | $1052152.00        | $1130008.58        | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $1014813.00        | $1064849.64        | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $5251078.00        | $5051782.66        | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 6.5000%  | 0.0000% | $2854095.00        | $2981487.01        | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $1008.00           | $753.88            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1008.00           | $760.56            | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $904.08            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $12187753.00       | $12109379.27       | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.0000%  | 0.0000% | $3559271.00        | $3091205.69        | Agency Debentures and Agency Strips |
| FNMA          | 2041-05-01      | 4.0000%  | 0.0000% | $1024.00           | $1000.12           | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 4.0000%  | 0.0000% | $1011.00           | $942.88            | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 3.5000%  | 0.0000% | $1024.00           | $222.50            | Agency Debentures and Agency Strips |
| FNMA          | 2036-01-01      | 2.0000%  | 0.0000% | $2000.00           | $847.05            | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $19760900.00       | $10663488.51       | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1024.00           | $469.62            | Agency Debentures and Agency Strips |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $534.26            | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $1024.00           | $595.42            | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $561.38            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $717.77            | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $16475000.00       | $12276407.23       | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $43692592.00       | $36098930.23       | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $896.93            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1020.68           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $999.92            | Agency Debentures and Agency Strips |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1006.00           | $94.03             | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $4134000.00        | $2425635.46        | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $412.11            | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $742.45            | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1049.00           | $655.39            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $881.02            | Agency Debentures and Agency Strips |
| FNMA          | 2045-10-01      | 5.5000%  | 0.0000% | $1008.00           | $890.79            | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 6.5000%  | 0.0000% | $1005.00           | $1049.53           | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1364500.00        | $713221.96         | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.62           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $15225692.00       | $11017153.07       | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1948787.00        | $2012354.55        | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $289556.00         | $304134.07         | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $1063.00           | $1112.01           | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $5188573.00        | $4896497.02        | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $928.57            | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $83620608.00       | $69824354.16       | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1008.00           | $865.40            | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $27566549.00       | $23392384.85       | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1892.74           | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $1008.00           | $792.12            | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $13840106.00       | $13415166.97       | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $974.29            | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $17449024.00       | $17085713.98       | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1040.00           | $1018.69           | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1008.00           | $984.46            | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $897.81            | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $5013490.00        | $4777964.77        | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 7.5000%  | 0.0000% | $1000.00           | $575.35            | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $2111.00           | $2132.19           | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.73           | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $4743217.00        | $5009371.39        | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $2573568.00        | $2528835.51        | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $6873352.00        | $6505115.48        | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 7.0000%  | 0.0000% | $900328.00         | $961478.68         | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.03           | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $1147330.00        | $1179029.48        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $999.56            | Agency Debentures and Agency Strips |
| GNMA          | 2044-09-20      | 4.0000%  | 0.0000% | $5699.00           | $357.03            | Agency Debentures and Agency Strips |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $2758.00           | $313.72            | Agency Debentures and Agency Strips |
| GNMA          | 2048-10-20      | 4.0000%  | 0.0000% | $1024.00           | $89.12             | Agency Debentures and Agency Strips |
| GNMA          | 2049-08-20      | 3.0000%  | 0.0000% | $150000000.00      | $20384244.79       | Agency Debentures and Agency Strips |
| GNMA          | 2051-02-20      | 2.5000%  | 0.0000% | $1000.00           | $430.62            | Agency Debentures and Agency Strips |
| GNMA          | 2049-12-20      | 3.0000%  | 0.0000% | $1039.00           | $169.57            | Agency Debentures and Agency Strips |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $2008.00           | $1324.98           | Agency Debentures and Agency Strips |
| GNMA          | 2051-08-20      | 2.5000%  | 0.0000% | $50000000.00       | $27626614.02       | Agency Debentures and Agency Strips |
| GNMA          | 2052-01-20      | 3.0000%  | 0.0000% | $50000000.00       | $30091434.64       | Agency Debentures and Agency Strips |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $1024.00           | $632.58            | Agency Debentures and Agency Strips |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $2000.00           | $1413.16           | Agency Debentures and Agency Strips |
| GNMA          | 2052-10-20      | 3.5000%  | 0.0000% | $1000.00           | $699.75            | Agency Debentures and Agency Strips |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $1024.00           | $751.39            | Agency Debentures and Agency Strips |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $653.40            | Agency Debentures and Agency Strips |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $1024.00           | $373.90            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 4.5000%  | 0.0000% | $40000000.00       | $35298335.88       | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 2.5000%  | 0.0000% | $1008.00           | $698.89            | Agency Debentures and Agency Strips |
| GNMA          | 2054-04-20      | 3.5000%  | 0.0000% | $1024.00           | $730.15            | Agency Debentures and Agency Strips |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $1024.00           | $543.59            | Agency Debentures and Agency Strips |
| GNMA          | 2054-04-20      | 6.5000%  | 0.0000% | $1000.00           | $397.04            | Agency Debentures and Agency Strips |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $1024.00           | $587.98            | Agency Debentures and Agency Strips |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $333.59            | Agency Debentures and Agency Strips |
| GNMA          | 2046-09-20      | 4.0000%  | 0.0000% | $1000.00           | $492.26            | Agency Debentures and Agency Strips |
| GNMA          | 2053-05-20      | 4.5000%  | 0.0000% | $1024.00           | $921.19            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.5000%  | 0.0000% | $1000.00           | $823.77            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $2000.00           | $1519.44           | Agency Debentures and Agency Strips |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $2000.00           | $1075.87           | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 7.0000%  | 0.0000% | $1000.00           | $934.63            | Agency Debentures and Agency Strips |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.19           | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $2000.00           | $1587.96           | Agency Debentures and Agency Strips |
| GNMA          | 2053-11-20      | 7.5000%  | 0.0000% | $1000.00           | $745.85            | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 7.0000%  | 0.0000% | $1008.00           | $609.10            | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $2002.00           | $1365.02           | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 8.0000%  | 0.0000% | $1000.00           | $484.01            | Agency Debentures and Agency Strips |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $2000.00           | $2097.97           | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $2000.00           | $1934.67           | Agency Debentures and Agency Strips |
| GNMA          | 2065-05-20      | 7.0000%  | 0.0000% | $1024.00           | $888.13            | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1000.00           | $1056.02           | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $14613.00          | $15499.08          | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.5000%  | 0.0000% | $2611920.00        | $2796026.50        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1048.97           | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $1075108.00        | $1125486.18        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $10917984.00       | $11662339.61       | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1072.33           | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1060.48           | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1008.00           | $1075.84           | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1005.00           | $1074.57           | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1069.22           | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1069.23           | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $2000.00           | $2138.45           | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $1000.00           | $960.33            | Agency Debentures and Agency Strips |
| GNMA          | 2054-11-20      | 4.5000%  | 0.0000% | $1024.00           | $913.13            | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $3056.00           | $2621.18           | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 5.0000%  | 0.0000% | $1000.00           | $975.39            | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $2304.00           | $2218.51           | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $2000.00           | $1964.55           | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $997.99            | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $1000.00           | $992.29            | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1024.00           | $1022.08           | Agency Debentures and Agency Strips |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $25565504.00       | $13425908.79       | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.52           | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $2000.00           | $2074.45           | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1060.17           | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-20      | 3.5000%  | 0.0000% | $1009.00           | $66.97             | Agency Debentures and Agency Strips |
| GNMA          | 2039-07-15      | 5.5000%  | 0.0000% | $2024.00           | $175.08            | Agency Debentures and Agency Strips |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $4406700.00        | $4160556.59        | U.S. Treasuries (including strips)  |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $28304200.00       | $25305025.98       | U.S. Treasuries (including strips)  |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $2861800.00        | $2724532.10        | U.S. Treasuries (including strips)  |
| USTR          | 2034-05-15      | 0.0000%  | 0.0000% | $20600.00          | $14559.96          | U.S. Treasuries (including strips)  |
| USTR          | 2026-08-15      | 1.5000%  | 0.0000% | $2111000.00        | $2103401.03        | U.S. Treasuries (including strips)  |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $98.38             | U.S. Treasuries (including strips)  |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $41912300.00       | $42372175.19       | U.S. Treasuries (including strips)  |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $1000.00           | $1014.74           | U.S. Treasuries (including strips)  |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $24874100.00       | $25082526.61       | U.S. Treasuries (including strips)  |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $500.00            | $505.21            | U.S. Treasuries (including strips)  |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $16808000.00       | $17076340.64       | U.S. Treasuries (including strips)  |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $59160500.00       | $62983715.18       | U.S. Treasuries (including strips)  |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $1000.00           | $1003.49           | U.S. Treasuries (including strips)  |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $100.00            | $100.98            | U.S. Treasuries (including strips)  |

### Security 14: CREDIT AGRICOLE SECURITIES USA INC REPO 3.63 05/01/2026

- **C.1 - Title:** CREDIT AGRICOLE SECURITIES USA INC REPO 3.63 05/01/2026 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173221676, C.5 - Other ID: 1732216762
- **C.18 - Value (incl. sponsor support):** $67000000.00
- **C.18.a - Value (excl. sponsor support):** $67000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $732.20            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $8543616.00        | $7770100.93        | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $612180.00         | $455877.58         | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $147969.00         | $92265.58          | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $764.05            | Agency Debentures and Agency Strips |
| FMAC          | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $564.79            | Agency Debentures and Agency Strips |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $663.67            | Agency Debentures and Agency Strips |
| FNMA          | 2034-09-01      | 4.0000%  | 0.0000% | $1000.00           | $124.07            | Agency Debentures and Agency Strips |
| FNMA          | 2043-08-01      | 3.0000%  | 0.0000% | $1130.00           | $202.13            | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1388023.00        | $575609.80         | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.46           | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $730.95            | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $704648.00         | $524148.30         | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $221301.00         | $63561.83          | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $630.30            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $1008.00           | $903.02            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1040.00           | $931.55            | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 4.5000%  | 0.0000% | $1024.00           | $915.96            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $218450.00         | $229411.76         | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $904.08            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.0000%  | 0.0000% | $1033.00           | $897.15            | Agency Debentures and Agency Strips |
| FNMA          | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $423.52            | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.96           | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $72.27             | Agency Debentures and Agency Strips |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1016.00           | $94.97             | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 2.5000%  | 0.0000% | $1024.00           | $223.48            | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $412.11            | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $571.85            | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $631.27            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1249554.00        | $1289551.28        | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 7.0000%  | 0.0000% | $187749.00         | $201063.58         | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.87           | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $1024.00           | $855.05            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1088.00           | $1005.52           | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $974.29            | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1002.68           | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $979.51            | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $897.81            | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $58049.00          | $45675.25          | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $9500.00           | $7356.46           | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 6.5000%  | 0.0000% | $6409.00           | $6579.37           | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1034.28           | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1119.00           | $1107.50           | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1023.00           | $677.64            | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $32358019.00       | $31795587.86       | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 6.5000%  | 0.0000% | $267756.00         | $279217.53         | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $999.56            | Agency Debentures and Agency Strips |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $2048.00           | $232.96            | Agency Debentures and Agency Strips |
| GNMA          | 2048-10-20      | 4.0000%  | 0.0000% | $1033.00           | $89.90             | Agency Debentures and Agency Strips |
| GNMA          | 2051-02-20      | 2.5000%  | 0.0000% | $1012.00           | $435.78            | Agency Debentures and Agency Strips |
| GNMA          | 2049-12-20      | 3.0000%  | 0.0000% | $1040.00           | $169.73            | Agency Debentures and Agency Strips |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $1024.00           | $520.11            | Agency Debentures and Agency Strips |
| GNMA          | 2052-01-20      | 3.0000%  | 0.0000% | $1024.00           | $616.27            | Agency Debentures and Agency Strips |
| GNMA          | 2052-10-20      | 3.5000%  | 0.0000% | $2024.00           | $1416.30           | Agency Debentures and Agency Strips |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $1024.00           | $751.39            | Agency Debentures and Agency Strips |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $2435000.00        | $1591025.69        | Agency Debentures and Agency Strips |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $1024.00           | $543.59            | Agency Debentures and Agency Strips |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $1024.00           | $323.01            | Agency Debentures and Agency Strips |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $333.59            | Agency Debentures and Agency Strips |
| GNMA          | 2046-09-20      | 4.0000%  | 0.0000% | $1000.00           | $492.26            | Agency Debentures and Agency Strips |
| GNMA          | 2053-05-20      | 4.5000%  | 0.0000% | $1024.00           | $921.19            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.5000%  | 0.0000% | $1000.00           | $823.77            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $639.26            | Agency Debentures and Agency Strips |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $619.23            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $759.72            | Agency Debentures and Agency Strips |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $3668494.00        | $3260195.11        | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $856.23            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $828.97            | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 7.0000%  | 0.0000% | $1000.00           | $934.63            | Agency Debentures and Agency Strips |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.19           | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $793.98            | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $953.20            | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 7.0000%  | 0.0000% | $1008.00           | $609.10            | Agency Debentures and Agency Strips |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1048.98           | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $2300684.00        | $2124283.34        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $1467680.00        | $1564638.76        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $967.34            | Agency Debentures and Agency Strips |
| GNMA          | 2065-05-20      | 7.0000%  | 0.0000% | $1024.00           | $888.13            | Agency Debentures and Agency Strips |
| GNMA          | 2065-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1040.08           | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.01           | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1008.00           | $1075.84           | Agency Debentures and Agency Strips |
| GNMA          | 2054-10-20      | 3.5000%  | 0.0000% | $3716.00           | $3231.34           | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $827.70            | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $2048.00           | $1756.60           | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 3.5000%  | 0.0000% | $1280.00           | $1137.45           | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $962.90            | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1024.00           | $1022.08           | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.52           | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.23           | Agency Debentures and Agency Strips |
| GNMA          | 2039-07-15      | 5.5000%  | 0.0000% | $1024.00           | $88.58             | Agency Debentures and Agency Strips |
| USTR          | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $74.93             | U.S. Treasuries (including strips)  |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.52             | U.S. Treasuries (including strips)  |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $59.99             | U.S. Treasuries (including strips)  |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $151200.00         | $134383.73         | U.S. Treasuries (including strips)  |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $400.00            | $357.58            | U.S. Treasuries (including strips)  |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $600.00            | $589.72            | U.S. Treasuries (including strips)  |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $200.00            | $194.47            | U.S. Treasuries (including strips)  |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $400.00            | $388.95            | U.S. Treasuries (including strips)  |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $100.00            | $120.84            | U.S. Treasuries (including strips)  |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $197.87            | U.S. Treasuries (including strips)  |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $337200.00         | $331744.53         | U.S. Treasuries (including strips)  |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.62             | U.S. Treasuries (including strips)  |
| USTR          | 2050-02-15      | 0.0000%  | 0.0000% | $54854804.44       | $15938611.98       | U.S. Treasuries (including strips)  |

### Security 15: CITIGROUP GLOBAL MARKETS INC REPO 3.63 05/01/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.63 05/01/2026 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173221676, C.5 - Other ID: 1732216767
- **C.18 - Value (incl. sponsor support):** $310000000.00
- **C.18.a - Value (excl. sponsor support):** $310000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $2400.00           | $2317.46           | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $96.92             | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $6219400.00        | $6071241.25        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $101.84            | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $115100.00         | $118988.95         | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $303285700.00      | $309999959.47      | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $7500.00           | $7304.62           | U.S. Treasuries (including strips) |

### Security 16: CITIGROUP GLOBAL MARKETS INC REPO 3.63 05/01/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.63 05/01/2026 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173221676, C.5 - Other ID: 1732216768
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2047-06-20      | 4.0000%  | 0.0000% | $13000000.00       | $1581331.45        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1570107.00        | $1638074.31        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 7.0000%  | 0.0000% | $1571669.00        | $1645466.54        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1263973.00        | $1340036.51        | Agency Debentures and Agency Strips |
| GNMA          | 2054-11-20      | 8.0000%  | 0.0000% | $1367672.00        | $1453887.24        | Agency Debentures and Agency Strips |
| GNMA          | 2055-01-20      | 5.0000%  | 0.0000% | $1362030.00        | $1347379.74        | Agency Debentures and Agency Strips |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $1687934.00        | $1667782.06        | Agency Debentures and Agency Strips |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $1357674.00        | $1449442.72        | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $1679006.00        | $1652671.21        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $1450707.00        | $1370617.40        | Agency Debentures and Agency Strips |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $1314501.00        | $1404716.54        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $2104827.00        | $1624487.14        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1982678.00        | $1399998.02        | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1993562.00        | $1663031.16        | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1419417.00        | $1490477.78        | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $4157819.00        | $1462646.44        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $1525894.00        | $1397993.24        | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $2045875.00        | $1382487.92        | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1358063.00        | $1395218.23        | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1354887.00        | $1415354.26        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1373791.00        | $1449417.48        | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1516444.00        | $1443205.80        | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1935455.00        | $1614107.73        | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1280170.00        | $1345809.73        | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1324528.00        | $1394072.68        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1280136.00        | $1347065.12        | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $1291036.00        | $1346580.65        | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $1318004.00        | $1372061.31        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1318254.00        | $1390111.29        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1297744.00        | $1369966.35        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $1368975.00        | $1433476.72        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $1426206.00        | $1421223.03        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1284450.00        | $1339445.06        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $1387456.00        | $1428355.66        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1554281.00        | $1645922.86        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $1308289.00        | $1418068.54        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $231040.00         | $246280.58         | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1531603.00        | $1630379.72        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $1578691.00        | $1662893.10        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $1400953.00        | $1447514.34        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1794191.00        | $1369261.16        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1341158.00        | $1391921.44        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1470684.00        | $1454916.04        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1538687.00        | $1636952.25        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1374187.00        | $1430998.27        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $1461868.00        | $1463545.42        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1306118.00        | $1380077.37        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 7.5000%  | 0.0000% | $1333199.00        | $1438753.64        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1305383.00        | $1378866.26        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1571990.00        | $1590437.75        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1560458.00        | $1642634.18        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1307511.00        | $1379364.07        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1316858.00        | $1397587.72        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 7.5000%  | 0.0000% | $1268907.00        | $1345995.47        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1576617.00        | $1365135.58        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1373429.00        | $1435077.89        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1319778.00        | $1399500.73        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1388934.00        | $1467353.28        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 7.5000%  | 0.0000% | $1289669.00        | $1389701.25        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 7.5000%  | 0.0000% | $1505588.00        | $1623010.68        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1289601.00        | $1362506.53        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1311587.00        | $1382798.05        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $1459936.00        | $1381253.73        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1240794.00        | $1340563.83        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1275702.00        | $1379543.96        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1523051.00        | $1631063.67        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $1440140.00        | $1486802.75        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1518271.00        | $1601242.44        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1248996.00        | $1338424.11        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1644916.00        | $1659795.43        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1563383.00        | $1595368.26        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1527945.00        | $1590800.28        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1558606.00        | $1658209.73        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1519063.00        | $1616404.85        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1582488.00        | $1616126.74        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1410037.00        | $1487680.92        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1503226.00        | $1581211.44        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1261148.00        | $1367082.66        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $1593679.00        | $1588833.02        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1309379.00        | $1367189.98        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1376319.00        | $1448371.42        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1486658.00        | $1585694.54        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 7.0000%  | 0.0000% | $1359120.00        | $1434862.24        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1293151.00        | $1403962.90        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1345750.00        | $1425682.57        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1316195.00        | $1395733.92        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1372255.00        | $1449754.72        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1516107.00        | $1601405.57        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1549227.00        | $1638482.71        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1482062.00        | $1601884.24        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1299494.00        | $1369852.78        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.5000%  | 0.0000% | $1277136.00        | $1379174.52        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1565259.00        | $1652354.66        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 7.0000%  | 0.0000% | $1410601.00        | $1472346.10        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 8.0000%  | 0.0000% | $1602890.00        | $1668409.46        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1361053.00        | $1437154.69        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $1349340.00        | $1346018.68        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1405510.00        | $1485707.45        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1502178.00        | $1588384.84        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 7.5000%  | 0.0000% | $1349222.00        | $1447337.84        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 7.0000%  | 0.0000% | $1325335.00        | $1407849.59        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 7.5000%  | 0.0000% | $1307942.00        | $1403790.91        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1511626.00        | $1583747.96        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1391085.00        | $1469453.68        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 7.0000%  | 0.0000% | $1557929.00        | $1672090.65        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1514547.00        | $1602973.27        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1560784.00        | $1650307.02        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1384948.00        | $1461448.73        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $1431458.00        | $1428243.27        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1616617.00        | $1614673.31        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1386838.00        | $1438463.51        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1431038.00        | $1429339.96        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1390994.00        | $1481575.74        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1354542.00        | $1397087.09        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1411584.00        | $1455839.57        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1478652.00        | $1473041.67        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $1689707.00        | $1638100.96        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1394773.00        | $1490752.13        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1349852.00        | $1379171.54        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $1588184.00        | $1584028.34        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1433210.00        | $1431390.94        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1596137.00        | $1594126.67        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1300143.00        | $1351267.89        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1421274.00        | $1419526.13        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1398003.00        | $1420313.78        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $1392530.00        | $1389210.46        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1341131.00        | $1338581.87        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1422558.00        | $1420661.20        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1344094.00        | $1342541.35        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1389289.00        | $1471564.83        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1576959.00        | $1638343.22        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1468439.00        | $1466679.40        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1333310.00        | $1363903.54        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $1369514.00        | $1371170.11        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1414721.00        | $1479392.61        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1541823.00        | $1629949.15        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1567609.00        | $1610454.19        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1297104.00        | $1337457.63        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1365224.00        | $1444625.04        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1576987.00        | $1605457.22        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1495843.00        | $1606077.47        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1449900.00        | $1476074.40        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 4.5000%  | 0.0000% | $1421240.00        | $1381627.25        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1436695.00        | $1426831.82        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1642882.00        | $1632917.99        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1462546.00        | $1462383.33        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1601456.00        | $1630367.98        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1287764.00        | $1366333.69        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1318204.00        | $1366833.77        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1315930.00        | $1395112.29        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1573892.00        | $1618185.34        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1495230.00        | $1587004.39        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1300831.00        | $1379893.05        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1561898.00        | $1655885.39        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1627252.00        | $1656628.06        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1513373.00        | $1583251.76        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 7.0000%  | 0.0000% | $1290722.00        | $1375282.22        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 7.0000%  | 0.0000% | $1563541.00        | $1665977.78        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1344759.00        | $1411120.61        | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $1363169.00        | $1445980.56        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1387686.00        | $1435239.29        | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1515885.00        | $1436582.91        | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1325297.00        | $1375424.13        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1796782.00        | $1586720.90        | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $1313986.00        | $1390759.88        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1333088.00        | $1418094.26        | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1345321.00        | $1410565.65        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $1341274.00        | $1359278.58        | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1665914.00        | $1406883.51        | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $2118169.00        | $1448672.44        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1277113.00        | $1346234.26        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1340820.00        | $1413335.89        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1371445.00        | $1452717.23        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1578032.00        | $1609541.12        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $1464352.00        | $1461703.60        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1357625.00        | $1476007.90        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1409710.00        | $1489591.40        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $1573513.00        | $1580956.84        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1259638.00        | $1342096.55        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1288711.00        | $1370555.59        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1509809.00        | $1595929.03        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $1453374.00        | $1480982.04        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1273064.00        | $1346069.95        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1274541.00        | $1347940.56        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $1455000.00        | $1482009.98        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $1424000.00        | $1450624.44        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $1294899.00        | $1338807.05        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1345243.00        | $1419797.83        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1333372.00        | $1407348.04        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1521945.00        | $1607477.19        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 4.5000%  | 0.0000% | $1440650.00        | $1391071.47        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1388796.00        | $1482273.04        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1458635.00        | $1508512.05        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1391879.00        | $1411318.28        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1390031.00        | $1437213.18        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1556621.00        | $1656632.15        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1463630.00        | $1502521.47        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1391736.00        | $1487921.39        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1362891.00        | $1410990.53        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1449198.00        | $1481201.30        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $1423680.00        | $1472748.57        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1563948.00        | $1565923.50        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1338309.00        | $1340020.52        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1521120.00        | $1515812.47        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1457010.00        | $1481976.68        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1416520.00        | $1416362.45        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1422122.00        | $1420320.17        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1609554.00        | $1666544.01        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1371257.00        | $1451965.19        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1267269.00        | $1342195.75        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1386996.00        | $1419287.12        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1302926.00        | $1363276.66        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1350826.00        | $1373146.45        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1499830.00        | $1539744.31        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1595236.00        | $1593358.42        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1330150.00        | $1341472.98        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1517370.00        | $1573856.12        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 4.5000%  | 0.0000% | $1598933.00        | $1563495.85        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1555591.00        | $1555417.98        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1535689.00        | $1535518.20        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1393330.00        | $1405149.31        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1587859.00        | $1616525.50        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1387209.00        | $1412251.67        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 4.5000%  | 0.0000% | $128190.00         | $124530.36         | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1562574.00        | $1601483.80        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1366475.00        | $1396650.96        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1277421.00        | $1347744.73        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1371792.00        | $1435458.70        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1462159.00        | $1516588.36        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1270747.00        | $1358945.88        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1406250.00        | $1390557.34        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1599417.00        | $1634942.54        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1419805.00        | $1448907.53        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1406844.00        | $1405076.00        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1576887.00        | $1626570.86        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1469451.00        | $1527712.28        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1272939.00        | $1357990.56        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1575399.00        | $1643595.40        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1287968.00        | $1340596.09        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1483243.00        | $1494599.53        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1320915.00        | $1370086.50        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1437522.00        | $1448528.47        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1373234.00        | $1455867.14        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1299823.00        | $1361602.72        | Agency Debentures and Agency Strips |

### Security 17: CITIGROUP GLOBAL MARKETS INC REPO 3.64 05/01/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.64 05/01/2026 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173221676, C.5 - Other ID: 1732216769
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $20142700.00       | $17662852.08       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $97185300.00       | $84337172.46       | U.S. Treasuries (including strips) |

### Security 18: BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.63 05/01/2026

- **C.1 - Title:** BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.63 05/01/2026 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173221677, C.5 - Other ID: 1732216776
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-05-14      | 0.0000%  | 0.0000% | $149700.00         | $149490.42         | U.S. Treasuries (including strips) |
| USTR          | 2026-10-01      | 0.0000%  | 0.0000% | $5128500.00        | $5049418.53        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-07      | 0.0000%  | 0.0000% | $1439600.00        | $1438592.28        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-21      | 0.0000%  | 0.0000% | $4173400.00        | $4063180.51        | U.S. Treasuries (including strips) |
| USTR          | 2026-08-11      | 0.0000%  | 0.0000% | $24517700.00       | $24264113.43       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $2236000.00        | $2024033.91        | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $300.00            | $196.49            | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $11437100.00       | $5929758.93        | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $200.00            | $75.87             | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $3162700.00        | $1167162.81        | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $4842400.00        | $1583706.92        | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $200.00            | $46.83             | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $27646000.00       | $32202126.32       | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $1600.00           | $1039.79           | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.39             | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $79.07             | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 1.0000%  | 0.0000% | $1300000.00        | $1198181.34        | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $64241300.00       | $37248930.05       | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.33             | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $23339200.00       | $19697654.22       | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $178.81            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $2633000.00        | $2594233.50        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $799900.00         | $789437.18         | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $688700.00         | $655506.30         | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $474000.00         | $449428.75         | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $2215400.00        | $2108246.84        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $943300.00         | $910693.64         | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $17529900.00       | $16905567.28       | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $1600.00           | $1699.39           | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $150967200.00      | $152060344.32      | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $758900.00         | $791962.33         | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $81046000.00       | $85672032.99       | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $102.22            | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $800.00            | $807.90            | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $98.69             | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.3750%  | 0.0000% | $400.00            | $402.21            | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| USTR          | 2028-12-15      | 3.5000%  | 0.0000% | $400.00            | $400.73            | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 3.5000%  | 0.0000% | $22400.00          | $22292.59          | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $100.95            | $75.67             | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 0.0000%  | 0.0000% | $299.34            | $213.47            | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 0.0000%  | 0.0000% | $6292241.13        | $4375876.17        | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 0.0000%  | 0.0000% | $40.80             | $27.66             | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $163.84            | $105.37            | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 0.0000%  | 0.0000% | $126.07            | $97.95             | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $2.20              | $1.59              | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $127.30            | $121.12            | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $54.49             | $36.47             | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $0.02              | $0.02              | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.0000%  | 0.0000% | $4146999.28        | $3482305.79        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 0.0000%  | 0.0000% | $101.77            | $83.64             | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $62.38             | $31.71             | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $350545.17         | $170199.85         | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $62.23             | $28.82             | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $887298.39         | $381119.50         | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $1869035.84        | $608259.02         | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $1.64              | $0.53              | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $70.30             | $20.92             | U.S. Treasuries (including strips) |

### Security 19: BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.64 05/01/2026

- **C.1 - Title:** BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.64 05/01/2026 3.640000%
- **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: 173221678, C.5 - Other ID: 1732216780
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2032-07-01      | 6.5000%  | 0.0000% | $1261.00           | $15.62             | Agency Debentures and Agency Strips |
| FMAC          | 2036-10-01      | 5.5000%  | 0.0000% | $25794.00          | $801.07            | Agency Debentures and Agency Strips |
| FMAC          | 2032-01-01      | 3.0000%  | 0.0000% | $7251.00           | $666.50            | Agency Debentures and Agency Strips |
| FMAC          | 2040-06-01      | 4.5000%  | 0.0000% | $196939.00         | $14543.98          | Agency Debentures and Agency Strips |
| FMAC          | 2041-01-01      | 4.0000%  | 0.0000% | $1002.00           | $98.47             | Agency Debentures and Agency Strips |
| FMAC          | 2042-09-01      | 3.5000%  | 0.0000% | $1200.00           | $112.45            | Agency Debentures and Agency Strips |
| FMAC          | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $322.99            | Agency Debentures and Agency Strips |
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $1620.00           | $274.49            | Agency Debentures and Agency Strips |
| FMAC          | 2030-04-01      | 2.5000%  | 0.0000% | $7946.00           | $565.49            | Agency Debentures and Agency Strips |
| FMAC          | 2048-08-01      | 4.0000%  | 0.0000% | $1004.00           | $138.84            | Agency Debentures and Agency Strips |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $4248.00           | $935.42            | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $602.17            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.0000%  | 0.0000% | $1641403.00        | $1044855.12        | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $3182504.00        | $1861299.04        | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $14700.00          | $9794.40           | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1023.00           | $716.40            | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $449396.00         | $354956.94         | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $1012.00           | $673.72            | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $2155064.00        | $1492067.67        | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $837259.00         | $521169.22         | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $15308.00          | $12337.71          | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1186926.00        | $962749.11         | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $842.09            | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $212.30            | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 2.5000%  | 0.0000% | $5276980.00        | $1120318.64        | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $204093.00         | $169520.37         | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $301600.00         | $224852.02         | Agency Debentures and Agency Strips |
| FMAC          | 2051-02-01      | 2.0000%  | 0.0000% | $800000.00         | $424696.10         | Agency Debentures and Agency Strips |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $1009.00           | $546.97            | Agency Debentures and Agency Strips |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $554.05            | Agency Debentures and Agency Strips |
| FMAC          | 2051-06-01      | 2.5000%  | 0.0000% | $12608399.00       | $7003624.60        | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 2.0000%  | 0.0000% | $500001.00         | $292980.27         | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $3726.00           | $2201.87           | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $615.21            | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $415854.00         | $253911.16         | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $685.01            | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $630.74            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.0000%  | 0.0000% | $4591627.00        | $3213378.42        | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.5000%  | 0.0000% | $294478.00         | $215801.12         | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $667.17            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $770.50            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $2889943.00        | $2226713.55        | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 3.5000%  | 0.0000% | $38104.00          | $27997.59          | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $2016.00           | $1242.36           | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $558.90            | Agency Debentures and Agency Strips |
| FMAC          | 2044-03-01      | 3.8300%  | 0.0000% | $26140.00          | $19408.32          | Agency Debentures and Agency Strips |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $157.31            | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $288.56            | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 3.0000%  | 0.0000% | $72701.00          | $23474.51          | Agency Debentures and Agency Strips |
| FMAC          | 2051-01-01      | 2.0000%  | 0.0000% | $1172.00           | $623.63            | Agency Debentures and Agency Strips |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $22319296.00       | $13510094.58       | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $83644.00          | $57556.14          | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $17039.00          | $11241.37          | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1002.80           | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $791.87            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $685.21            | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 7.0000%  | 0.0000% | $1113434.00        | $1180742.92        | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 7.0000%  | 0.0000% | $1000.00           | $926.52            | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $821.67            | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 7.0000%  | 0.0000% | $25922.00          | $21102.74          | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 7.5000%  | 0.0000% | $1608208.00        | $1179475.57        | Agency Debentures and Agency Strips |
| FMAC          | 2040-02-01      | 3.5000%  | 0.0000% | $928407.00         | $363187.64         | Agency Debentures and Agency Strips |
| FCSB          | 2035-09-10      | 1.7300%  | 0.0000% | $8000.00           | $6272.36           | Agency Debentures and Agency Strips |
| FCSB          | 2036-08-12      | 2.2200%  | 0.0000% | $11000.00          | $8848.91           | Agency Debentures and Agency Strips |
| FCSB          | 2036-04-14      | 2.5000%  | 0.0000% | $15000.00          | $12446.51          | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $212.72            | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 3.0000%  | 0.0000% | $8839597.00        | $2332215.06        | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 3.0000%  | 0.0000% | $1010.00           | $444.87            | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $4750000.00        | $2863520.49        | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $659.57            | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $9400.00           | $6199.95           | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $1771.00           | $1179.71           | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $19998.00          | $15230.52          | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1006.00           | $756.97            | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $2121839.00        | $1629250.44        | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $2918144.00        | $175625.35         | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $2210029.00        | $2367186.47        | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 5.5000%  | 0.0000% | $1630726.00        | $1621474.85        | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1008.00           | $954.34            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $1446500.00        | $1406040.20        | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $262569.00         | $248105.12         | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1722.95           | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $901.68            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.36           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.16           | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1002.00           | $969.47            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $646603.00         | $639920.21         | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.61           | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $390782.00         | $415131.78         | Agency Debentures and Agency Strips |
| FNMA          | 2047-11-01      | 4.0000%  | 0.0000% | $370808.00         | $80062.57          | Agency Debentures and Agency Strips |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $2365150.00        | $611592.43         | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $808.09            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 4.5000%  | 0.0000% | $10410.00          | $9610.92           | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $4314913.00        | $2940070.91        | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $652.03            | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1994241.00        | $1434284.99        | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1001.00           | $779.42            | Agency Debentures and Agency Strips |
| FNMA          | 2048-12-01      | 5.5000%  | 0.0000% | $1141665.00        | $200225.57         | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 3.5000%  | 0.0000% | $23184768.00       | $5298532.83        | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $3627560.00        | $1919895.35        | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1457402.00        | $927704.81         | Agency Debentures and Agency Strips |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $1025.00           | $512.34            | Agency Debentures and Agency Strips |
| FNMA          | 2036-07-01      | 2.0000%  | 0.0000% | $1019.00           | $495.62            | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $5996896.00        | $3510614.22        | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $3772613.00        | $2224817.84        | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $6517256.00        | $4194878.77        | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $615.17            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $14152564.00       | $8941001.34        | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $724.23            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $77958.00          | $54164.73          | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $706.25            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $710.99            | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $754.74            | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $10279501.00       | $7910563.79        | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $749.44            | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1202340.00        | $786236.30         | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $10433562.00       | $7873762.15        | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $786.30            | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $5925582.00        | $4719363.68        | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $259966.00         | $160032.17         | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $875.94            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $1022.00           | $1032.41           | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $993.97            | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 7.0000%  | 0.0000% | $922563.00         | $982583.92         | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 6.5000%  | 0.0000% | $1767036.00        | $1853419.52        | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $7748896.00        | $6100385.76        | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $5608120.00        | $4530511.10        | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1012.78           | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $839.66            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $833.88            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.0000%  | 0.0000% | $4035.00           | $3504.37           | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.5000%  | 0.0000% | $1000.00           | $905.14            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $4351543.00        | $4247264.87        | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 4.5000%  | 0.0000% | $1008.00           | $975.85            | Agency Debentures and Agency Strips |
| FNMA          | 2049-08-01      | 5.0000%  | 0.0000% | $2085000.00        | $516618.19         | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $900000.00         | $465624.96         | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $41425000.00       | $7295058.05        | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1146.28           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $1018250.00        | $625382.75         | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $745369.00         | $447667.59         | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $680.71            | Agency Debentures and Agency Strips |
| FNMA          | 2043-03-01      | 5.0000%  | 0.0000% | $1000.00           | $654.49            | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $7381500.00        | $5616424.41        | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 5.0000%  | 0.0000% | $7060480.00        | $4447261.92        | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $714.23            | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 4.5000%  | 0.0000% | $9629034.00        | $6873300.27        | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1025.00           | $733.60            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $868.02            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $6064.00           | $6028.73           | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $2871296.00        | $2868824.38        | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1200392.00        | $1207316.26        | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $33086048.00       | $33514375.61       | Agency Debentures and Agency Strips |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1010.00           | $167.88            | Agency Debentures and Agency Strips |
| FNMA          | 2037-11-01      | 3.5000%  | 0.0000% | $5930.00           | $733.27            | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $16000.00          | $9436.13           | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $2135554.00        | $1258200.51        | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 3.0000%  | 0.0000% | $1005.00           | $93.81             | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $65017031.00       | $5293970.77        | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $53481.00          | $20778.95          | Agency Debentures and Agency Strips |
| FNMA          | 2036-02-01      | 2.0000%  | 0.0000% | $537381.00         | $232147.15         | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $532.95            | Agency Debentures and Agency Strips |
| FNMA          | 2037-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1089.41           | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1008.00           | $554.44            | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1707060.00        | $1243637.51        | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $598.90            | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $151587.00         | $114256.33         | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $762.79            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $904.08            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $868.19            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $943.57            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $4890800.00        | $4386373.21        | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1910.11           | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $980.47            | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $3095717.00        | $3095556.70        | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.20           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $974.55            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2012.93           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $997.80            | Agency Debentures and Agency Strips |
| FMAC          | 2050-06-01      | 5.0000%  | 0.0000% | $389992.00         | $319603.68         | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $6001.00           | $6206.67           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $813621.00         | $810080.41         | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.78           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.30           | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $562855.00         | $486378.73         | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $854.47            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $1008.00           | $891.86            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1004.00           | $941.30            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $983.65            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 7.0000%  | 0.0000% | $3222423.00        | $3414732.88        | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $984.51            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $29701.00          | $30102.97          | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.13           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $985.08            | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.27           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.87           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $240820.00         | $234037.96         | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $101119.00         | $101896.42         | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $96138.00          | $92582.12          | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1555.98           | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1008.00           | $808.88            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $39974.00          | $32836.79          | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $7895.00           | $6996.44           | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $853.75            | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $1152.00           | $1153.91           | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $56382.00          | $56331.30          | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1042.00           | $957.68            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $4024.00           | $3483.24           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 4.5000%  | 0.0000% | $8112599.00        | $7400269.30        | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $5745361.00        | $4268057.22        | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $2352200.00        | $2274819.96        | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $1335674.00        | $1285501.10        | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $551900.00         | $559494.54         | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $13060.00          | $12752.47          | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $12027727.00       | $12215080.38       | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $2382000.00        | $2078155.11        | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1129228.00        | $1107127.62        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $985.83            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.84           | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $6000.00           | $5942.30           | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $268544.00         | $269722.68         | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $960.13            | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $2424136.00        | $2455929.40        | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $4119094.00        | $4034405.61        | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.87           | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.44           | Agency Debentures and Agency Strips |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $100.00            | $51.85             | U.S. Treasuries (including strips)  |
| USTR          | 2048-05-15      | 0.0000%  | 0.0000% | $2786100.00        | $899380.94         | U.S. Treasuries (including strips)  |
| USTR          | 2027-02-15      | 6.6250%  | 0.0000% | $3992900.00        | $4138692.03        | U.S. Treasuries (including strips)  |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.27             | U.S. Treasuries (including strips)  |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $815500.00         | $776194.84         | U.S. Treasuries (including strips)  |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $2861100.00        | $2715060.37        | U.S. Treasuries (including strips)  |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $205200.00         | $204784.17         | U.S. Treasuries (including strips)  |
| USTR          | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $98.69             | U.S. Treasuries (including strips)  |
| USTR          | 2035-11-15      | 0.0000%  | 0.0000% | $26.04             | $16.98             | U.S. Treasuries (including strips)  |

### Security 20: BofA Securities Inc REPO 3.64 05/01/2026

- **C.1 - Title:** BofA Securities Inc REPO 3.64 05/01/2026 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173221678, C.5 - Other ID: 1732216781
- **C.18 - Value (incl. sponsor support):** $305000000.00
- **C.18.a - Value (excl. sponsor support):** $305000000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2040-08-15      | 0.0000%  | 0.0000% | $1590500.00        | $800043.77         | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $33000693.76       | $10322947.02       | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 2.1250%  | 0.0000% | $200.00            | $298.22            | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 2.1250%  | 0.0000% | $200.00            | $291.06            | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $355772800.00      | $113224693.60      | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 4.3750%  | 0.0000% | $109926400.00      | $107133407.03      | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $70.85             | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $81014400.00       | $79611373.82       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $2800.00           | $2824.07           | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $3400.00           | $3474.14           | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $1341.99           | $576.42            | U.S. Treasuries (including strips) |

### Security 21: BofA Securities Inc REPO 3.65 05/01/2026

- **C.1 - Title:** BofA Securities Inc REPO 3.65 05/01/2026 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173221678, C.5 - Other ID: 1732216782
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2038-06-01      | 5.0000%  | 0.0000% | $4774979.00        | $36055.97          | Agency Debentures and Agency Strips |
| FMAC          | 2027-11-01      | 3.0000%  | 0.0000% | $16000000.00       | $522214.30         | Agency Debentures and Agency Strips |
| FMAC          | 2043-04-01      | 3.5000%  | 0.0000% | $4987144.00        | $386913.77         | Agency Debentures and Agency Strips |
| FMAC          | 2046-02-01      | 4.0000%  | 0.0000% | $1558592.00        | $142009.77         | Agency Debentures and Agency Strips |
| FMAC          | 2026-12-01      | 3.5000%  | 0.0000% | $891613.00         | $966.25            | Agency Debentures and Agency Strips |
| FMAC          | 2028-10-01      | 3.5000%  | 0.0000% | $4848720.00        | $24439.35          | Agency Debentures and Agency Strips |
| FMAC          | 2033-02-01      | 3.5000%  | 0.0000% | $3000.00           | $332.01            | Agency Debentures and Agency Strips |
| FMAC          | 2033-07-01      | 3.5000%  | 0.0000% | $54260.00          | $4048.93           | Agency Debentures and Agency Strips |
| FMAC          | 2037-11-01      | 1.5000%  | 0.0000% | $217303.00         | $144560.31         | Agency Debentures and Agency Strips |
| FMAC          | 2036-03-01      | 1.5000%  | 0.0000% | $1499896.00        | $699231.28         | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $300000.00         | $230698.99         | Agency Debentures and Agency Strips |
| FMAC          | 2051-05-01      | 3.0000%  | 0.0000% | $61000.00          | $26679.42          | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 1.5000%  | 0.0000% | $12097440.00       | $6882313.58        | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 3.5000%  | 0.0000% | $3603512.00        | $2080544.66        | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $3049000.00        | $2378703.94        | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 4.5000%  | 0.0000% | $1800000.00        | $1463066.67        | Agency Debentures and Agency Strips |
| FMAC          | 2046-04-01      | 4.5000%  | 0.0000% | $114000.00         | $13275.99          | Agency Debentures and Agency Strips |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $1250000.00        | $721706.35         | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $237844.00         | $159498.22         | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 3.5000%  | 0.0000% | $165233.00         | $76866.81          | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $245202.00         | $185664.69         | Agency Debentures and Agency Strips |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $10000000.00       | $1366838.14        | Agency Debentures and Agency Strips |
| FMAC          | 2045-08-01      | 6.5000%  | 0.0000% | $140000.00         | $118338.04         | Agency Debentures and Agency Strips |
| FMAC          | 2036-03-01      | 1.5000%  | 0.0000% | $6000.00           | $2735.31           | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-01      | 3.0000%  | 0.0000% | $2100000.00        | $177003.53         | Agency Debentures and Agency Strips |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $121746.00         | $10733.98          | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $4803032.00        | $4155882.62        | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1831800.00        | $1656932.95        | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3110524.00        | $1561561.64        | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1557970.00        | $1546701.12        | Agency Debentures and Agency Strips |
| FNMA          | 2032-06-01      | 2.5000%  | 0.0000% | $2083996.00        | $382229.35         | Agency Debentures and Agency Strips |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $430000.00         | $51371.70          | Agency Debentures and Agency Strips |
| FNMA          | 2061-09-01      | 4.0000%  | 0.0000% | $50000000.00       | $29865703.24       | Agency Debentures and Agency Strips |
| FNMA          | 2035-02-01      | 2.5000%  | 0.0000% | $11923200.00       | $3336355.05        | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1077569.00        | $1089664.23        | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 6.5000%  | 0.0000% | $1136452.00        | $1203564.16        | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $10000000.00       | $8432507.17        | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1074392.00        | $1074540.62        | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 3.5000%  | 0.0000% | $6917000.00        | $1880549.16        | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 6.0000%  | 0.0000% | $33167000.00       | $16519092.46       | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $3150000.00        | $2594126.40        | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $200064.00         | $159338.57         | Agency Debentures and Agency Strips |
| FNMA          | 2041-02-01      | 4.5000%  | 0.0000% | $4115240.00        | $4056368.63        | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $69006.00          | $68104.69          | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $11103552.00       | $11186218.32       | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $177242.00         | $170475.52         | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 7.0000%  | 0.0000% | $921678.00         | $980132.80         | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $4695190.00        | $4738749.89        | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $519999.00         | $476391.71         | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $9941680.00        | $9080853.52        | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $30598120.00       | $27639754.39       | Agency Debentures and Agency Strips |
| FNMA          | 2032-04-01      | 3.0000%  | 0.0000% | $14999.00          | $1101.92           | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 3.0000%  | 0.0000% | $30000.00          | $7905.78           | Agency Debentures and Agency Strips |
| FNMA          | 2036-09-01      | 2.5000%  | 0.0000% | $55812096.00       | $27269301.38       | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.5000%  | 0.0000% | $1077000.00        | $743207.38         | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $75243008.00       | $40132016.81       | Agency Debentures and Agency Strips |
| FNMA          | 2037-05-01      | 2.5000%  | 0.0000% | $252171.00         | $178020.77         | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 7.5000%  | 0.0000% | $26050000.00       | $15718596.18       | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $45055000.00       | $32278094.08       | Agency Debentures and Agency Strips |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $17004.00          | $1348.15           | Agency Debentures and Agency Strips |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $28620.00          | $2560.13           | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $10000000.00       | $5584424.68        | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 1.5000%  | 0.0000% | $29321856.00       | $18478284.50       | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $4518000.00        | $3418927.62        | Agency Debentures and Agency Strips |
| FNMA          | 2040-11-01      | 6.5000%  | 0.0000% | $1856966.00        | $1038360.83        | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $15575536.00       | $15356622.04       | Agency Debentures and Agency Strips |
| FNMA          | 2041-02-01      | 4.0000%  | 0.0000% | $2480276.00        | $2368446.80        | Agency Debentures and Agency Strips |
| FNMA          | 2041-04-01      | 4.5000%  | 0.0000% | $40542000.00       | $40055188.27       | Agency Debentures and Agency Strips |
| FNMA          | 2046-04-01      | 4.0000%  | 0.0000% | $305900.00         | $291157.11         | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $2180384.00        | $1665215.41        | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $2566508.00        | $2660615.25        | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $355932.00         | $375119.89         | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 4.5000%  | 0.0000% | $1166754.00        | $1121558.73        | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $224119.00         | $235516.62         | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 4.5000%  | 0.0000% | $15595104.00       | $15098711.84       | Agency Debentures and Agency Strips |
| FMAC          | 2041-04-01      | 5.0000%  | 0.0000% | $4568550.00        | $4614682.20        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 3.5000%  | 0.0000% | $2238644.00        | $2042405.46        | Agency Debentures and Agency Strips |

### Security 22: BARCLAYS BANK PLC NY REPO 3.64 05/01/2026

- **C.1 - Title:** BARCLAYS BANK PLC NY REPO 3.64 05/01/2026 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173221678, C.5 - Other ID: 1732216783
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.5800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $477889900.00      | $483824790.91      | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $25627500.00       | $26175209.66       | U.S. Treasuries (including strips) |

### Security 23: Deutsche Bank Securities Inc REPO 3.65 05/01/2026

- **C.1 - Title:** Deutsche Bank Securities Inc REPO 3.65 05/01/2026 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173221678, C.5 - Other ID: 1732216784
- **C.18 - Value (incl. sponsor support):** $390000000.00
- **C.18.a - Value (excl. sponsor support):** $390000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $41319200.00       | $32346244.91       | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $59120100.00       | $41332664.91       | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $35964500.00       | $27290585.86       | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $76174500.00       | $47206819.05       | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $20093400.00       | $9768020.08        | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $84155700.00       | $46519829.62       | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 1.8750%  | 0.0000% | $45841900.00       | $31683302.47       | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $91796400.00       | $50609931.71       | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $49614400.00       | $36116553.04       | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $2549200.00        | $2334971.71        | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $46919000.00       | $44668502.95       | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 4.6250%  | 0.0000% | $28931800.00       | $27922617.26       | U.S. Treasuries (including strips) |

### Security 24: TD SECURITIES INC REPO 3.65 05/01/2026

- **C.1 - Title:** TD SECURITIES INC REPO 3.65 05/01/2026 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173221678, C.5 - Other ID: 1732216785
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $145802600.00      | $90356706.72       | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $29582900.00       | $25673003.29       | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $42260900.00       | $40233831.42       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.7422%  | 0.0000% | $170681900.00      | $170601679.51      | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 0.0000%  | 0.0000% | $18930.00          | $15213.91          | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 0.0000%  | 0.0000% | $18930.00          | $14861.85          | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 0.0000%  | 0.0000% | $18930.00          | $14534.59          | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $18930.00          | $14188.91          | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 0.0000%  | 0.0000% | $18930.00          | $13848.43          | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 0.0000%  | 0.0000% | $18930.00          | $13499.55          | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 0.0000%  | 0.0000% | $288930.00         | $200933.48         | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 0.0000%  | 0.0000% | $5218930.00        | $3538241.44        | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 0.0000%  | 0.0000% | $18930.00          | $12507.35          | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $5130.00           | $3299.36           | U.S. Treasuries (including strips) |
| USTR          | 2036-08-15      | 0.0000%  | 0.0000% | $5130.00           | $3208.82           | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 0.0000%  | 0.0000% | $5130.00           | $3120.94           | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2077.32           | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2032.17           | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 0.0000%  | 0.0000% | $2500.00           | $1986.17           | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 0.0000%  | 0.0000% | $2500.00           | $1942.34           | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 0.0000%  | 0.0000% | $2500.00           | $1897.24           | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 0.0000%  | 0.0000% | $2500.00           | $1851.28           | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $2500.00           | $1806.60           | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 0.0000%  | 0.0000% | $9102500.00        | $6413803.55        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2496.19           | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 0.0000%  | 0.0000% | $6230.00           | $6161.97           | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2449.15           | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 0.0000%  | 0.0000% | $53930.00          | $52330.17          | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2402.95           | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $53930.00          | $51313.96          | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2353.96           | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 0.0000%  | 0.0000% | $53930.00          | $50254.72          | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $53930.00          | $49256.43          | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2306.37           | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2260.78           | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $44252046.39       | $29620107.25       | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 0.0000%  | 0.0000% | $5000.00           | $3260.00           | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 0.0000%  | 0.0000% | $53930.00          | $48264.17          | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $53930.00          | $47252.76          | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2213.58           | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2167.64           | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2121.90           | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 0.0000%  | 0.0000% | $53930.00          | $46259.10          | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.0000%  | 0.0000% | $53930.00          | $45285.94          | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 0.0000%  | 0.0000% | $18930.00          | $15557.03          | U.S. Treasuries (including strips) |
| USTR          | 2036-05-15      | 0.0000%  | 0.0000% | $5000.00           | $3172.30           | U.S. Treasuries (including strips) |
| USTR          | 2036-11-15      | 0.0000%  | 0.0000% | $17491000.00       | $10789743.13       | U.S. Treasuries (including strips) |
| USTR          | 2037-05-15      | 0.0000%  | 0.0000% | $5000.00           | $3000.69           | U.S. Treasuries (including strips) |
| USTR          | 2037-08-15      | 0.0000%  | 0.0000% | $5130.00           | $3033.26           | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2946.08           | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1330.20           | U.S. Treasuries (including strips) |
| USTR          | 2037-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2912.73           | U.S. Treasuries (including strips) |
| USTR          | 2038-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2828.70           | U.S. Treasuries (including strips) |
| USTR          | 2038-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2859.87           | U.S. Treasuries (including strips) |
| USTR          | 2039-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2775.94           | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1349.65           | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1297.70           | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1315.02           | U.S. Treasuries (including strips) |
| USTR          | 2038-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2747.38           | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2665.85           | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2691.66           | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2583.19           | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1263.80           | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1283.27           | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $1905130.00        | $968510.94         | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1236.80           | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1255.25           | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2503.90           | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1210.80           | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2528.59           | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2427.64           | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2450.55           | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1227.04           | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1852.86           | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 0.0000%  | 0.0000% | $6905000.00        | $3246917.44        | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $11205130.00       | $5188692.32        | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2284.00           | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.0000%  | 0.0000% | $1895130.00        | $851174.90         | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 0.0000%  | 0.0000% | $1285000.00        | $569717.60         | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2235.06           | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2147.64           | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2167.82           | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2083.71           | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2102.63           | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2020.59           | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2041.60           | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1961.42           | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $18505130.00       | $7153528.10        | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1906.59           | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1927.83           | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1874.91           | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1803.90           | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1825.19           | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1755.98           | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1777.79           | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1710.35           | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1732.35           | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1668.50           | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1689.32           | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1627.20           | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1646.62           | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1585.55           | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1604.72           | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1544.72           | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1563.68           | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1507.20           | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $505130.00         | $150351.94         | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1469.75           | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.0000%  | 0.0000% | $3447130.00        | $1001598.09        | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 0.0000%  | 0.0000% | $12813000.00       | $3661314.75        | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 0.0000%  | 0.0000% | $15590130.00       | $4408265.16        | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $5905000.00        | $1647967.40        | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1413.01           | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1360.80           | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 0.0000%  | 0.0000% | $3005130.00        | $808920.89         | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1182.63           | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1212.42           | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 0.0000%  | 0.0000% | $2200.00           | $516.98            | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $1033730.00        | $240944.89         | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 0.0000%  | 0.0000% | $2200.00           | $510.45            | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 0.0000%  | 0.0000% | $30.00             | $6.89              | U.S. Treasuries (including strips) |

### Security 25: ING Financial Markets LLC REPO 3.63 05/01/2026

- **C.1 - Title:** ING Financial Markets LLC REPO 3.63 05/01/2026 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173221678, C.5 - Other ID: 1732216786
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-10-29      | 0.0000%  | 0.0000% | $100.00            | $98.18             | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $53832000.00       | $41560290.73       | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $33000000.00       | $28638473.87       | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $94.41             | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $1000.00           | $943.96            | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $10780000.00       | $10595338.00       | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 4.6250%  | 0.0000% | $81982000.00       | $80044647.58       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $200.00            | $197.06            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $1000.00           | $992.84            | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $98.90             | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $1769800.00        | $1771547.00        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $102.05            | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $28799900.00       | $29621112.44       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $500.00            | $520.79            | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 3.8750%  | 0.0000% | $63304900.00       | $62765542.25       | U.S. Treasuries (including strips) |

### Security 26: State Street Bank and Trust Company REPO 3.64 05/01/2026

- **C.1 - Title:** State Street Bank and Trust Company REPO 3.64 05/01/2026 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173221678, C.5 - Other ID: 1732216787
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 4.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $250000000.00      | $237931955.00      | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $67000000.00       | $66429460.16       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $208421500.00      | $211339496.87      | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $250000000.00      | $249476047.50      | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $50148900.00       | $50823214.15       | U.S. Treasuries (including strips) |

### Security 27: NATIONAL AUSTRALIA BANK LTD REPO 3.61 05/01/2026

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD REPO 3.61 05/01/2026 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173221678, C.5 - Other ID: 1732216788
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $48250000.00       | $49224113.00       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $48250000.00       | $49224113.00       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $48250000.00       | $49224113.00       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $48250000.00       | $49224113.00       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $48250000.00       | $49224113.00       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $48250000.00       | $49224113.00       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $10500000.00       | $10716089.40       | U.S. Treasuries (including strips) |

### Security 28: BofA Securities Inc REPO 3.59% 05/01/2026

- **C.1 - Title:** BofA Securities Inc REPO 3.59% 05/01/2026 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173221679, C.5 - Other ID: 1732216798
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2047-11-15      | 2.7500%  | 0.0000% | $600.00            | $426.44            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.1250%  | 0.0000% | $804500.00         | $799981.21         | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $1000.00           | $994.50            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $1500.00           | $1517.59           | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $6000.00           | $6050.28           | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $100.00            | $98.48             | U.S. Treasuries (including strips) |
| USTR          | 2026-06-23      | 0.0000%  | 0.0000% | $620300.00         | $616944.18         | U.S. Treasuries (including strips) |
| USTR          | 2026-07-21      | 0.0000%  | 0.0000% | $1650000.00        | $1636486.50        | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 0.0000%  | 0.0000% | $641100.00         | $218493.29         | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 0.0000%  | 0.0000% | $200.00            | $48.45             | U.S. Treasuries (including strips) |
| USTR          | 2032-04-15      | 3.3750%  | 0.0000% | $100.00            | $204.07            | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 4.5000%  | 0.0000% | $200.00            | $198.38            | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 1.0000%  | 0.0000% | $96177000.00       | $98716201.45       | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $800.00            | $853.29            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $800.00            | $822.65            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 3.7412%  | 0.0000% | $400.00            | $399.98            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.8332%  | 0.0000% | $200.00            | $200.18            | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $207.40            | $79.09             | U.S. Treasuries (including strips) |

### Security 29: BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.64 05/07/2026

- **C.1 - Title:** BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.64 05/07/2026 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173222047, C.5 - Other ID: 1732220477
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2055-08-15      | 0.0000%  | 0.0000% | $4559600.00        | $1052036.51        | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.7500%  | 0.0000% | $700.00            | $783.85            | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $1000.00           | $666.86            | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.60             | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $87.53             | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $14249600.00       | $14256037.51       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $22505300.00       | $30130958.52       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $131.92            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $51500.00          | $51639.87          | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $11821700.00       | $11400666.56       | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $5363100.00        | $5276331.86        | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $87345600.00       | $88633496.63       | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $800.00            | $817.71            | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $18507600.00       | $19563997.21       | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $103.31            | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $4800.00           | $4847.42           | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $32100.00          | $32530.34          | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $3200.00           | $3250.09           | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $33153600.00       | $33590830.41       | U.S. Treasuries (including strips) |
| USTR          | 2028-12-15      | 3.5000%  | 0.0000% | $400.00            | $400.73            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 3.3750%  | 0.0000% | $100.00            | $99.59             | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 0.0000%  | 0.0000% | $5.12              | $3.34              | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 0.0000%  | 0.0000% | $430.08            | $190.68            | U.S. Treasuries (including strips) |

### Security 30: CITIGROUP GLOBAL MARKETS INC REPO 3.64 05/07/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.64 05/07/2026 3.640000%
- **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: 173222048, C.5 - Other ID: 1732220481
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2042-12-20      | 3.5000%  | 0.0000% | $202561.00         | $28226.90          | Agency Debentures and Agency Strips |
| GNMA          | 2042-08-20      | 4.0000%  | 0.0000% | $635000.00         | $49251.20          | Agency Debentures and Agency Strips |
| GNMA          | 2039-05-20      | 6.5000%  | 0.0000% | $3601884.00        | $24502.26          | Agency Debentures and Agency Strips |
| GNMA          | 2043-03-20      | 3.0000%  | 0.0000% | $120000.00         | $12392.56          | Agency Debentures and Agency Strips |
| GNMA          | 2027-04-20      | 2.5000%  | 0.0000% | $4050000.00        | $27024.90          | Agency Debentures and Agency Strips |
| GNMA          | 2042-06-20      | 3.0000%  | 0.0000% | $80006.00          | $7629.55           | Agency Debentures and Agency Strips |
| GNMA          | 2027-06-20      | 2.5000%  | 0.0000% | $525000.00         | $5241.95           | Agency Debentures and Agency Strips |
| GNMA          | 2042-07-20      | 5.0000%  | 0.0000% | $374966.00         | $17829.80          | Agency Debentures and Agency Strips |
| GNMA          | 2042-09-20      | 3.5000%  | 0.0000% | $325002.00         | $26508.73          | Agency Debentures and Agency Strips |
| GNMA          | 2042-11-20      | 5.5000%  | 0.0000% | $593869.00         | $17242.84          | Agency Debentures and Agency Strips |
| GNMA          | 2028-01-20      | 2.5000%  | 0.0000% | $1059628.00        | $18587.17          | Agency Debentures and Agency Strips |
| GNMA          | 2028-02-20      | 4.0000%  | 0.0000% | $175000.00         | $5607.40           | Agency Debentures and Agency Strips |
| GNMA          | 2028-05-20      | 3.5000%  | 0.0000% | $760191.00         | $12217.89          | Agency Debentures and Agency Strips |
| GNMA          | 2043-06-20      | 4.0000%  | 0.0000% | $487000.00         | $46990.77          | Agency Debentures and Agency Strips |
| GNMA          | 2043-06-20      | 4.5000%  | 0.0000% | $360000.00         | $24470.07          | Agency Debentures and Agency Strips |
| GNMA          | 2028-06-20      | 2.5000%  | 0.0000% | $700000.00         | $16528.54          | Agency Debentures and Agency Strips |
| GNMA          | 2043-07-20      | 3.5000%  | 0.0000% | $120000.00         | $11372.41          | Agency Debentures and Agency Strips |
| GNMA          | 2043-07-20      | 4.0000%  | 0.0000% | $228916.00         | $18951.78          | Agency Debentures and Agency Strips |
| GNMA          | 2043-08-20      | 2.5000%  | 0.0000% | $285082.00         | $43991.91          | Agency Debentures and Agency Strips |
| GNMA          | 2042-06-20      | 4.5000%  | 0.0000% | $230000.00         | $10320.64          | Agency Debentures and Agency Strips |
| GNMA          | 2028-09-20      | 2.5000%  | 0.0000% | $311842.00         | $7736.65           | Agency Debentures and Agency Strips |
| GNMA          | 2043-09-20      | 5.5000%  | 0.0000% | $177929.00         | $8169.69           | Agency Debentures and Agency Strips |
| GNMA          | 2043-09-20      | 2.5000%  | 0.0000% | $190000.00         | $32284.50          | Agency Debentures and Agency Strips |
| GNMA          | 2028-11-20      | 2.5000%  | 0.0000% | $1075000.00        | $29145.51          | Agency Debentures and Agency Strips |
| GNMA          | 2043-08-20      | 3.0000%  | 0.0000% | $50000.00          | $5423.79           | Agency Debentures and Agency Strips |
| GNMA          | 2044-01-20      | 3.0000%  | 0.0000% | $270756.00         | $29707.33          | Agency Debentures and Agency Strips |
| GNMA          | 2044-01-20      | 4.5000%  | 0.0000% | $663000.00         | $46611.93          | Agency Debentures and Agency Strips |
| GNMA          | 2030-01-20      | 4.0000%  | 0.0000% | $1294315.00        | $42969.01          | Agency Debentures and Agency Strips |
| GNMA          | 2045-02-20      | 3.0000%  | 0.0000% | $70000.00          | $5694.65           | Agency Debentures and Agency Strips |
| GNMA          | 2045-03-20      | 3.0000%  | 0.0000% | $290489.00         | $22315.28          | Agency Debentures and Agency Strips |
| GNMA          | 2044-04-20      | 4.5000%  | 0.0000% | $482936.00         | $31433.01          | Agency Debentures and Agency Strips |
| GNMA          | 2030-06-20      | 8.0000%  | 0.0000% | $202317.00         | $12712.75          | Agency Debentures and Agency Strips |
| GNMA          | 2039-05-20      | 3.0000%  | 0.0000% | $400000.00         | $47666.70          | Agency Debentures and Agency Strips |
| GNMA          | 2030-11-20      | 8.5000%  | 0.0000% | $141397.00         | $14378.92          | Agency Debentures and Agency Strips |
| GNMA          | 2044-06-20      | 5.5000%  | 0.0000% | $435000.00         | $27986.48          | Agency Debentures and Agency Strips |
| GNMA          | 2044-10-20      | 4.0000%  | 0.0000% | $520099.00         | $32221.98          | Agency Debentures and Agency Strips |
| GNMA          | 2039-09-20      | 2.5000%  | 0.0000% | $74017.00          | $12083.49          | Agency Debentures and Agency Strips |
| GNMA          | 2045-04-20      | 3.5000%  | 0.0000% | $374628.00         | $25976.03          | Agency Debentures and Agency Strips |
| GNMA          | 2045-05-20      | 3.5000%  | 0.0000% | $547495.00         | $40888.38          | Agency Debentures and Agency Strips |
| GNMA          | 2030-03-20      | 4.0000%  | 0.0000% | $414602.00         | $11517.75          | Agency Debentures and Agency Strips |
| GNMA          | 2045-05-20      | 5.5000%  | 0.0000% | $125000.00         | $10731.39          | Agency Debentures and Agency Strips |
| GNMA          | 2030-06-20      | 3.0000%  | 0.0000% | $143000.00         | $6824.76           | Agency Debentures and Agency Strips |
| GNMA          | 2030-05-20      | 2.0000%  | 0.0000% | $165169.00         | $11212.01          | Agency Debentures and Agency Strips |
| GNMA          | 2045-07-20      | 4.0000%  | 0.0000% | $77129.00          | $5978.14           | Agency Debentures and Agency Strips |
| GNMA          | 2036-11-20      | 7.0000%  | 0.0000% | $76249.00          | $9864.05           | Agency Debentures and Agency Strips |
| GNMA          | 2045-06-20      | 2.5000%  | 0.0000% | $30000.00          | $5511.49           | Agency Debentures and Agency Strips |
| GNMA          | 2045-08-20      | 3.0000%  | 0.0000% | $395000.00         | $47511.78          | Agency Debentures and Agency Strips |
| GNMA          | 2032-05-20      | 7.0000%  | 0.0000% | $200881.00         | $20049.90          | Agency Debentures and Agency Strips |
| GNMA          | 2030-09-20      | 4.0000%  | 0.0000% | $462643.00         | $12992.46          | Agency Debentures and Agency Strips |
| GNMA          | 2045-09-20      | 5.5000%  | 0.0000% | $336592.00         | $30915.78          | Agency Debentures and Agency Strips |
| GNMA          | 2031-01-20      | 2.0000%  | 0.0000% | $262303.00         | $33324.83          | Agency Debentures and Agency Strips |
| GNMA          | 2030-09-20      | 7.5000%  | 0.0000% | $119524.00         | $8883.91           | Agency Debentures and Agency Strips |
| GNMA          | 2030-08-20      | 8.0000%  | 0.0000% | $128337.00         | $17052.51          | Agency Debentures and Agency Strips |
| GNMA          | 2030-11-20      | 8.0000%  | 0.0000% | $115702.00         | $10649.16          | Agency Debentures and Agency Strips |
| GNMA          | 2047-03-20      | 2.5000%  | 0.0000% | $25000.00          | $6060.11           | Agency Debentures and Agency Strips |
| GNMA          | 2029-04-20      | 7.0000%  | 0.0000% | $178095.00         | $25411.68          | Agency Debentures and Agency Strips |
| GNMA          | 2029-12-20      | 8.5000%  | 0.0000% | $43326.00          | $9257.56           | Agency Debentures and Agency Strips |
| GNMA          | 2046-05-20      | 3.0000%  | 0.0000% | $190472.00         | $20158.70          | Agency Debentures and Agency Strips |
| GNMA          | 2046-05-20      | 4.0000%  | 0.0000% | $399000.00         | $35801.23          | Agency Debentures and Agency Strips |
| GNMA          | 2031-05-20      | 3.5000%  | 0.0000% | $107454.00         | $10686.74          | Agency Debentures and Agency Strips |
| GNMA          | 2031-08-20      | 3.5000%  | 0.0000% | $242022.00         | $21246.78          | Agency Debentures and Agency Strips |
| GNMA          | 2046-08-20      | 3.0000%  | 0.0000% | $200000.00         | $23069.66          | Agency Debentures and Agency Strips |
| GNMA          | 2031-11-20      | 3.5000%  | 0.0000% | $400200.00         | $26019.19          | Agency Debentures and Agency Strips |
| GNMA          | 2046-10-20      | 4.5000%  | 0.0000% | $332774.00         | $29952.10          | Agency Debentures and Agency Strips |
| GNMA          | 2046-12-20      | 3.5000%  | 0.0000% | $210652.00         | $27839.67          | Agency Debentures and Agency Strips |
| GNMA          | 2038-11-20      | 6.5000%  | 0.0000% | $63000.00          | $6944.27           | Agency Debentures and Agency Strips |
| GNMA          | 2047-02-20      | 2.5000%  | 0.0000% | $120000.00         | $24928.41          | Agency Debentures and Agency Strips |
| GNMA          | 2032-03-20      | 4.0000%  | 0.0000% | $207504.00         | $30109.30          | Agency Debentures and Agency Strips |
| GNMA          | 2032-04-20      | 4.0000%  | 0.0000% | $274589.00         | $35603.80          | Agency Debentures and Agency Strips |
| GNMA          | 2030-10-20      | 8.0000%  | 0.0000% | $73412.00          | $9488.28           | Agency Debentures and Agency Strips |
| GNMA          | 2033-08-20      | 5.0000%  | 0.0000% | $38747.00          | $7731.20           | Agency Debentures and Agency Strips |
| GNMA          | 2032-10-20      | 6.5000%  | 0.0000% | $295924.00         | $25673.27          | Agency Debentures and Agency Strips |
| GNMA          | 2032-04-20      | 7.0000%  | 0.0000% | $274724.00         | $49782.97          | Agency Debentures and Agency Strips |
| GNMA          | 2028-07-20      | 8.0000%  | 0.0000% | $50355.00          | $9382.93           | Agency Debentures and Agency Strips |
| GNMA          | 2047-07-20      | 4.5000%  | 0.0000% | $445744.00         | $37930.75          | Agency Debentures and Agency Strips |
| GNMA          | 2047-09-20      | 5.0000%  | 0.0000% | $120000.00         | $10151.93          | Agency Debentures and Agency Strips |
| GNMA          | 2038-07-20      | 7.0000%  | 0.0000% | $261915.00         | $5996.35           | Agency Debentures and Agency Strips |
| GNMA          | 2047-10-20      | 5.5000%  | 0.0000% | $275135.00         | $25604.22          | Agency Debentures and Agency Strips |
| GNMA          | 2047-10-20      | 4.0000%  | 0.0000% | $124091.00         | $12808.39          | Agency Debentures and Agency Strips |
| GNMA          | 2034-01-20      | 6.0000%  | 0.0000% | $193127.00         | $24145.04          | Agency Debentures and Agency Strips |
| GNMA          | 2048-01-20      | 5.5000%  | 0.0000% | $254213.00         | $37941.18          | Agency Debentures and Agency Strips |
| GNMA          | 2047-12-20      | 2.5000%  | 0.0000% | $151177.00         | $43514.63          | Agency Debentures and Agency Strips |
| GNMA          | 2048-04-20      | 5.5000%  | 0.0000% | $292000.00         | $29468.73          | Agency Debentures and Agency Strips |
| GNMA          | 2030-09-20      | 8.0000%  | 0.0000% | $54409.00          | $26449.02          | Agency Debentures and Agency Strips |
| GNMA          | 2049-10-20      | 4.0000%  | 0.0000% | $114391.00         | $12947.10          | Agency Debentures and Agency Strips |
| GNMA          | 2049-09-20      | 5.5000%  | 0.0000% | $76263.00          | $9201.21           | Agency Debentures and Agency Strips |
| GNMA          | 2037-10-20      | 7.0000%  | 0.0000% | $104067.00         | $19390.54          | Agency Debentures and Agency Strips |
| GNMA          | 2037-08-20      | 7.5000%  | 0.0000% | $53018.00          | $19990.08          | Agency Debentures and Agency Strips |
| GNMA          | 2049-09-20      | 5.5000%  | 0.0000% | $55000.00          | $8901.69           | Agency Debentures and Agency Strips |
| GNMA          | 2048-09-20      | 3.0000%  | 0.0000% | $130000.00         | $23955.35          | Agency Debentures and Agency Strips |
| GNMA          | 2048-07-20      | 3.0000%  | 0.0000% | $100000.00         | $13904.24          | Agency Debentures and Agency Strips |
| GNMA          | 2038-12-20      | 7.0000%  | 0.0000% | $186263.00         | $33536.53          | Agency Debentures and Agency Strips |
| GNMA          | 2033-11-20      | 4.5000%  | 0.0000% | $514016.00         | $10648.69          | Agency Debentures and Agency Strips |
| GNMA          | 2049-01-20      | 6.0000%  | 0.0000% | $495004.00         | $32460.34          | Agency Debentures and Agency Strips |
| GNMA          | 2049-03-20      | 3.0000%  | 0.0000% | $292000.00         | $34822.76          | Agency Debentures and Agency Strips |
| GNMA          | 2049-03-20      | 3.5000%  | 0.0000% | $360880.00         | $30528.94          | Agency Debentures and Agency Strips |
| GNMA          | 2034-04-20      | 4.5000%  | 0.0000% | $230223.00         | $32929.97          | Agency Debentures and Agency Strips |
| GNMA          | 2048-01-20      | 2.5000%  | 0.0000% | $100000.00         | $25473.52          | Agency Debentures and Agency Strips |
| GNMA          | 2049-06-20      | 3.5000%  | 0.0000% | $25000.00          | $2403.08           | Agency Debentures and Agency Strips |
| GNMA          | 2049-06-20      | 6.5000%  | 0.0000% | $87598.00          | $12153.15          | Agency Debentures and Agency Strips |
| GNMA          | 2034-01-20      | 4.5000%  | 0.0000% | $74696.00          | $16394.04          | Agency Debentures and Agency Strips |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $104384.00         | $43989.53          | Agency Debentures and Agency Strips |
| GNMA          | 2051-01-20      | 5.0000%  | 0.0000% | $130000.00         | $39474.61          | Agency Debentures and Agency Strips |
| GNMA          | 2051-01-20      | 5.5000%  | 0.0000% | $320000.00         | $66804.58          | Agency Debentures and Agency Strips |
| GNMA          | 2051-02-20      | 5.5000%  | 0.0000% | $40000.00          | $12803.79          | Agency Debentures and Agency Strips |
| GNMA          | 2049-12-20      | 2.5000%  | 0.0000% | $100000.00         | $17817.45          | Agency Debentures and Agency Strips |
| GNMA          | 2049-12-20      | 4.0000%  | 0.0000% | $50980.00          | $6815.38           | Agency Debentures and Agency Strips |
| GNMA          | 2049-12-20      | 5.0000%  | 0.0000% | $100000.00         | $12283.73          | Agency Debentures and Agency Strips |
| GNMA          | 2030-01-20      | 2.0000%  | 0.0000% | $198400.00         | $36553.40          | Agency Debentures and Agency Strips |
| GNMA          | 2050-03-20      | 4.0000%  | 0.0000% | $122461.00         | $16782.07          | Agency Debentures and Agency Strips |
| GNMA          | 2050-02-20      | 6.0000%  | 0.0000% | $66007.00          | $12899.32          | Agency Debentures and Agency Strips |
| GNMA          | 2035-05-20      | 4.0000%  | 0.0000% | $249529.00         | $43215.13          | Agency Debentures and Agency Strips |
| GNMA          | 2050-05-20      | 5.0000%  | 0.0000% | $75000.00          | $12766.62          | Agency Debentures and Agency Strips |
| GNMA          | 2039-01-20      | 7.0000%  | 0.0000% | $156940.00         | $33257.75          | Agency Debentures and Agency Strips |
| GNMA          | 2050-06-20      | 2.5000%  | 0.0000% | $87411.00          | $24261.64          | Agency Debentures and Agency Strips |
| GNMA          | 2050-06-20      | 4.0000%  | 0.0000% | $97067.00          | $21669.28          | Agency Debentures and Agency Strips |
| GNMA          | 2050-06-20      | 5.0000%  | 0.0000% | $276000.00         | $41910.32          | Agency Debentures and Agency Strips |
| GNMA          | 2031-09-20      | 7.5000%  | 0.0000% | $65593.00          | $19874.94          | Agency Debentures and Agency Strips |
| GNMA          | 2035-09-20      | 4.0000%  | 0.0000% | $107141.00         | $11901.16          | Agency Debentures and Agency Strips |
| GNMA          | 2050-08-20      | 2.5000%  | 0.0000% | $60660.00          | $20106.09          | Agency Debentures and Agency Strips |
| GNMA          | 2050-09-20      | 5.0000%  | 0.0000% | $123000.00         | $26612.50          | Agency Debentures and Agency Strips |
| GNMA          | 2050-09-20      | 2.0000%  | 0.0000% | $77048.00          | $33340.31          | Agency Debentures and Agency Strips |
| GNMA          | 2050-10-20      | 3.5000%  | 0.0000% | $160000.00         | $47968.77          | Agency Debentures and Agency Strips |
| GNMA          | 2050-10-20      | 5.0000%  | 0.0000% | $25000.00          | $6497.59           | Agency Debentures and Agency Strips |
| GNMA          | 2049-02-20      | 5.5000%  | 0.0000% | $50000.00          | $14041.93          | Agency Debentures and Agency Strips |
| GNMA          | 2050-11-20      | 3.0000%  | 0.0000% | $13000.00          | $4094.69           | Agency Debentures and Agency Strips |
| GNMA          | 2052-04-20      | 6.0000%  | 0.0000% | $60660.00          | $31060.19          | Agency Debentures and Agency Strips |
| GNMA          | 2052-05-20      | 5.0000%  | 0.0000% | $50000.00          | $31155.09          | Agency Debentures and Agency Strips |
| GNMA          | 2052-06-20      | 2.0000%  | 0.0000% | $23798.00          | $14701.74          | Agency Debentures and Agency Strips |
| GNMA          | 2037-10-20      | 7.0000%  | 0.0000% | $66977.00          | $35799.92          | Agency Debentures and Agency Strips |
| GNMA          | 2051-03-20      | 5.0000%  | 0.0000% | $30000.00          | $9972.01           | Agency Debentures and Agency Strips |
| GNMA          | 2051-03-20      | 3.5000%  | 0.0000% | $123458.00         | $48745.67          | Agency Debentures and Agency Strips |
| GNMA          | 2048-01-20      | 5.0000%  | 0.0000% | $129000.00         | $41267.74          | Agency Debentures and Agency Strips |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $54000.00          | $27041.86          | Agency Debentures and Agency Strips |
| GNMA          | 2051-06-20      | 5.0000%  | 0.0000% | $27000.00          | $8722.46           | Agency Debentures and Agency Strips |
| GNMA          | 2036-10-20      | 3.5000%  | 0.0000% | $131731.00         | $50034.17          | Agency Debentures and Agency Strips |
| GNMA          | 2051-11-20      | 3.5000%  | 0.0000% | $215661.00         | $132598.17         | Agency Debentures and Agency Strips |
| GNMA          | 2051-11-20      | 4.5000%  | 0.0000% | $47771.00          | $25508.43          | Agency Debentures and Agency Strips |
| GNMA          | 2051-11-20      | 5.0000%  | 0.0000% | $55000.00          | $22581.31          | Agency Debentures and Agency Strips |
| GNMA          | 2051-11-20      | 1.5000%  | 0.0000% | $31986.00          | $18082.13          | Agency Debentures and Agency Strips |
| GNMA          | 2033-01-20      | 7.5000%  | 0.0000% | $27213.00          | $10519.52          | Agency Debentures and Agency Strips |
| GNMA          | 2052-02-20      | 4.0000%  | 0.0000% | $25000.00          | $16125.85          | Agency Debentures and Agency Strips |
| GNMA          | 2051-05-20      | 3.0000%  | 0.0000% | $1007730.00        | $654102.93         | Agency Debentures and Agency Strips |
| GNMA          | 2053-06-20      | 4.0000%  | 0.0000% | $35000.00          | $27381.66          | Agency Debentures and Agency Strips |
| GNMA          | 2052-06-20      | 5.0000%  | 0.0000% | $31000.00          | $21155.90          | Agency Debentures and Agency Strips |
| GNMA          | 2052-07-20      | 2.0000%  | 0.0000% | $1946827.00        | $1030984.70        | Agency Debentures and Agency Strips |
| GNMA          | 2052-07-20      | 6.0000%  | 0.0000% | $45000.00          | $25689.28          | Agency Debentures and Agency Strips |
| GNMA          | 2052-08-20      | 6.0000%  | 0.0000% | $41000.00          | $20687.80          | Agency Debentures and Agency Strips |
| GNMA          | 2052-09-20      | 6.0000%  | 0.0000% | $100000.00         | $46687.25          | Agency Debentures and Agency Strips |
| GNMA          | 2052-06-20      | 2.5000%  | 0.0000% | $1000.00           | $589.85            | Agency Debentures and Agency Strips |
| GNMA          | 2053-01-20      | 7.0000%  | 0.0000% | $101010.00         | $25409.88          | Agency Debentures and Agency Strips |
| GNMA          | 2052-12-20      | 7.0000%  | 0.0000% | $96850.00          | $32643.17          | Agency Debentures and Agency Strips |
| GNMA          | 2053-04-20      | 6.0000%  | 0.0000% | $47000.00          | $23703.86          | Agency Debentures and Agency Strips |
| GNMA          | 2053-02-20      | 7.0000%  | 0.0000% | $50000.00          | $14909.01          | Agency Debentures and Agency Strips |
| GNMA          | 2053-07-20      | 4.0000%  | 0.0000% | $20000.00          | $15283.53          | Agency Debentures and Agency Strips |
| GNMA          | 2053-08-20      | 7.5000%  | 0.0000% | $112031.00         | $24415.71          | Agency Debentures and Agency Strips |
| GNMA          | 2052-02-20      | 3.0000%  | 0.0000% | $45000.00          | $30331.92          | Agency Debentures and Agency Strips |
| GNMA          | 2053-12-20      | 7.5000%  | 0.0000% | $181205.00         | $32490.02          | Agency Debentures and Agency Strips |
| GNMA          | 2054-02-20      | 5.0000%  | 0.0000% | $50000.00          | $40494.10          | Agency Debentures and Agency Strips |
| GNMA          | 2054-03-20      | 5.0000%  | 0.0000% | $51000.00          | $41951.23          | Agency Debentures and Agency Strips |
| GNMA          | 2054-03-20      | 5.5000%  | 0.0000% | $2000.00           | $1400.94           | Agency Debentures and Agency Strips |
| GNMA          | 2039-02-20      | 6.5000%  | 0.0000% | $48256.00          | $22406.69          | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 7.5000%  | 0.0000% | $100000.00         | $33309.55          | Agency Debentures and Agency Strips |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $51765.00          | $22534.85          | Agency Debentures and Agency Strips |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $40000.00          | $29028.04          | Agency Debentures and Agency Strips |
| GNMA          | 2054-06-20      | 4.0000%  | 0.0000% | $27339.00          | $23307.52          | Agency Debentures and Agency Strips |
| GNMA          | 2045-09-20      | 3.5000%  | 0.0000% | $36000.00          | $5751.83           | Agency Debentures and Agency Strips |
| GNMA          | 2047-07-20      | 3.5000%  | 0.0000% | $115000.00         | $46331.59          | Agency Debentures and Agency Strips |
| GNMA          | 2047-10-20      | 4.0000%  | 0.0000% | $99226.00          | $7926.46           | Agency Debentures and Agency Strips |
| GNMA          | 2047-08-20      | 3.5000%  | 0.0000% | $30000.00          | $6323.98           | Agency Debentures and Agency Strips |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $34160.30          | Agency Debentures and Agency Strips |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $100000.00         | $17438.13          | Agency Debentures and Agency Strips |
| GNMA          | 2047-09-20      | 4.0000%  | 0.0000% | $35239.00          | $8451.61           | Agency Debentures and Agency Strips |
| GNMA          | 2047-10-20      | 4.0000%  | 0.0000% | $58609.00          | $9518.68           | Agency Debentures and Agency Strips |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $36085.53          | Agency Debentures and Agency Strips |
| GNMA          | 2048-06-20      | 5.0000%  | 0.0000% | $48123.00          | $11317.79          | Agency Debentures and Agency Strips |
| GNMA          | 2048-03-20      | 4.0000%  | 0.0000% | $197764.00         | $49640.61          | Agency Debentures and Agency Strips |
| GNMA          | 2048-04-20      | 4.0000%  | 0.0000% | $123802.00         | $20282.14          | Agency Debentures and Agency Strips |
| GNMA          | 2048-05-20      | 4.5000%  | 0.0000% | $397221.00         | $24198.99          | Agency Debentures and Agency Strips |
| GNMA          | 2048-09-20      | 4.0000%  | 0.0000% | $150000.00         | $32212.88          | Agency Debentures and Agency Strips |
| GNMA          | 2048-11-20      | 4.0000%  | 0.0000% | $250000.00         | $36038.98          | Agency Debentures and Agency Strips |
| GNMA          | 2048-09-20      | 5.5000%  | 0.0000% | $2128500.00        | $34359.54          | Agency Debentures and Agency Strips |
| GNMA          | 2048-10-20      | 4.5000%  | 0.0000% | $8797376.00        | $48236.74          | Agency Debentures and Agency Strips |
| GNMA          | 2049-03-20      | 4.5000%  | 0.0000% | $65000.00          | $11850.39          | Agency Debentures and Agency Strips |
| GNMA          | 2049-04-20      | 4.5000%  | 0.0000% | $209000.00         | $13708.10          | Agency Debentures and Agency Strips |
| GNMA          | 2048-12-20      | 4.5000%  | 0.0000% | $100000.00         | $6934.24           | Agency Debentures and Agency Strips |
| GNMA          | 2049-05-20      | 4.5000%  | 0.0000% | $165000.00         | $38381.48          | Agency Debentures and Agency Strips |
| GNMA          | 2049-05-20      | 4.5000%  | 0.0000% | $153000.00         | $19054.23          | Agency Debentures and Agency Strips |
| GNMA          | 2049-05-20      | 4.5000%  | 0.0000% | $116000.00         | $18192.31          | Agency Debentures and Agency Strips |
| GNMA          | 2049-05-20      | 4.0000%  | 0.0000% | $192000.00         | $46063.73          | Agency Debentures and Agency Strips |
| GNMA          | 2049-09-20      | 4.5000%  | 0.0000% | $292000.00         | $7881.60           | Agency Debentures and Agency Strips |
| GNMA          | 2049-05-20      | 5.0000%  | 0.0000% | $78000.00          | $21262.91          | Agency Debentures and Agency Strips |
| GNMA          | 2050-03-20      | 4.0000%  | 0.0000% | $100000.00         | $26468.50          | Agency Debentures and Agency Strips |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $674668.00         | $400923.29         | Agency Debentures and Agency Strips |
| GNMA          | 2050-09-20      | 2.5000%  | 0.0000% | $26000.00          | $10889.64          | Agency Debentures and Agency Strips |
| GNMA          | 2050-09-20      | 2.5000%  | 0.0000% | $11226.00          | $6588.52           | Agency Debentures and Agency Strips |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $78580.00          | $28240.71          | Agency Debentures and Agency Strips |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $100000.00         | $46414.33          | Agency Debentures and Agency Strips |
| GNMA          | 2041-01-20      | 2.5000%  | 0.0000% | $16844.00          | $8642.77           | Agency Debentures and Agency Strips |
| GNMA          | 2041-03-20      | 2.5000%  | 0.0000% | $19000.00          | $11610.66          | Agency Debentures and Agency Strips |
| GNMA          | 2052-05-20      | 3.5000%  | 0.0000% | $4988.00           | $1249.77           | Agency Debentures and Agency Strips |
| GNMA          | 2044-02-20      | 3.7500%  | 0.0000% | $32000.00          | $8241.45           | Agency Debentures and Agency Strips |
| GNMA          | 2044-04-20      | 3.7500%  | 0.0000% | $25000.00          | $7234.19           | Agency Debentures and Agency Strips |
| GNMA          | 2045-05-20      | 3.7500%  | 0.0000% | $25000.00          | $10086.94          | Agency Debentures and Agency Strips |
| GNMA          | 2044-08-20      | 4.0000%  | 0.0000% | $25000.00          | $6759.55           | Agency Debentures and Agency Strips |
| GNMA          | 2044-10-20      | 3.5000%  | 0.0000% | $25000.00          | $8881.49           | Agency Debentures and Agency Strips |
| GNMA          | 2045-03-20      | 3.5000%  | 0.0000% | $55000.00          | $7294.73           | Agency Debentures and Agency Strips |
| GNMA          | 2038-12-20      | 7.0000%  | 0.0000% | $136000.00         | $6383.70           | Agency Debentures and Agency Strips |
| GNMA          | 2045-10-20      | 3.5000%  | 0.0000% | $50000.00          | $9008.41           | Agency Debentures and Agency Strips |
| GNMA          | 2046-10-20      | 4.0000%  | 0.0000% | $75000.00          | $8100.99           | Agency Debentures and Agency Strips |
| GNMA          | 2053-02-20      | 7.5000%  | 0.0000% | $192358.00         | $201174.01         | Agency Debentures and Agency Strips |
| GNMA          | 2053-07-20      | 7.5000%  | 0.0000% | $1042427.00        | $651629.74         | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 6.0000%  | 0.0000% | $21295.00          | $15441.73          | Agency Debentures and Agency Strips |
| GNMA          | 2053-07-20      | 7.5000%  | 0.0000% | $1154207.00        | $606075.26         | Agency Debentures and Agency Strips |
| GNMA          | 2053-08-20      | 7.5000%  | 0.0000% | $1163535.00        | $298785.13         | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 6.0000%  | 0.0000% | $18262.00          | $6112.94           | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 6.0000%  | 0.0000% | $1032647.00        | $754937.47         | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $1033553.00        | $1071872.05        | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 6.0000%  | 0.0000% | $24235.00          | $21387.29          | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 6.0000%  | 0.0000% | $83256.00          | $40346.35          | Agency Debentures and Agency Strips |
| GNMA          | 2053-08-20      | 6.0000%  | 0.0000% | $39103.00          | $20871.58          | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 6.0000%  | 0.0000% | $20950.00          | $17923.08          | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 6.0000%  | 0.0000% | $27320.00          | $15658.75          | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 6.0000%  | 0.0000% | $18885.00          | $10900.61          | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 7.0000%  | 0.0000% | $12127.00          | $12390.82          | Agency Debentures and Agency Strips |
| GNMA          | 2053-12-20      | 7.0000%  | 0.0000% | $1165938.00        | $1042190.36        | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $1269687.00        | $801368.69         | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $1129429.00        | $728871.48         | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $2375524.00        | $983661.73         | Agency Debentures and Agency Strips |
| GNMA          | 2053-12-20      | 7.0000%  | 0.0000% | $1471120.00        | $853407.71         | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $1071873.00        | $974501.74         | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $1106517.00        | $687064.11         | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 6.0000%  | 0.0000% | $1256068.00        | $816088.09         | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $1419946.00        | $965501.96         | Agency Debentures and Agency Strips |
| GNMA          | 2053-12-20      | 7.0000%  | 0.0000% | $1088253.00        | $961758.58         | Agency Debentures and Agency Strips |
| GNMA          | 2053-12-20      | 7.5000%  | 0.0000% | $1718302.00        | $671589.25         | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $1745731.00        | $952875.74         | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 6.5000%  | 0.0000% | $1286762.00        | $969019.89         | Agency Debentures and Agency Strips |
| GNMA          | 2054-01-20      | 6.5000%  | 0.0000% | $1263438.00        | $713268.46         | Agency Debentures and Agency Strips |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $52270.00          | $15915.66          | Agency Debentures and Agency Strips |
| GNMA          | 2054-03-20      | 6.0000%  | 0.0000% | $36479.00          | $11678.10          | Agency Debentures and Agency Strips |
| GNMA          | 2054-03-20      | 6.0000%  | 0.0000% | $18345.00          | $15350.13          | Agency Debentures and Agency Strips |
| GNMA          | 2054-08-20      | 6.0000%  | 0.0000% | $41953.00          | $30352.88          | Agency Debentures and Agency Strips |
| GNMA          | 2054-03-20      | 8.0000%  | 0.0000% | $1123618.00        | $957753.64         | Agency Debentures and Agency Strips |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $33472.00          | $27730.89          | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $75341.00          | $78247.59          | Agency Debentures and Agency Strips |
| GNMA          | 2054-03-20      | 6.0000%  | 0.0000% | $21076.00          | $17957.36          | Agency Debentures and Agency Strips |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $30481.00          | $21830.05          | Agency Debentures and Agency Strips |
| GNMA          | 2054-03-20      | 6.0000%  | 0.0000% | $17385.00          | $9189.69           | Agency Debentures and Agency Strips |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $17945.00          | $8477.43           | Agency Debentures and Agency Strips |
| GNMA          | 2054-03-20      | 6.0000%  | 0.0000% | $39486.00          | $23573.65          | Agency Debentures and Agency Strips |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $49315.00          | $47190.82          | Agency Debentures and Agency Strips |
| GNMA          | 2054-03-20      | 6.0000%  | 0.0000% | $20760.00          | $18152.99          | Agency Debentures and Agency Strips |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $21182.00          | $17808.69          | Agency Debentures and Agency Strips |
| GNMA          | 2054-06-20      | 6.0000%  | 0.0000% | $29743.00          | $12549.85          | Agency Debentures and Agency Strips |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $36693.00          | $21908.67          | Agency Debentures and Agency Strips |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $20211.00          | $17230.83          | Agency Debentures and Agency Strips |
| GNMA          | 2054-06-20      | 7.5000%  | 0.0000% | $1413818.00        | $307396.91         | Agency Debentures and Agency Strips |
| GNMA          | 2054-07-20      | 6.0000%  | 0.0000% | $27756.00          | $18699.76          | Agency Debentures and Agency Strips |
| GNMA          | 2054-07-20      | 6.0000%  | 0.0000% | $25309.00          | $19791.98          | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $1317259.00        | $873005.42         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $1022366.00        | $1066627.22        | Agency Debentures and Agency Strips |
| GNMA          | 2054-12-20      | 6.5000%  | 0.0000% | $1367006.00        | $686622.74         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $883204.00         | $926042.45         | Agency Debentures and Agency Strips |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1023788.00        | $946111.33         | Agency Debentures and Agency Strips |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1141850.00        | $721327.32         | Agency Debentures and Agency Strips |
| GNMA          | 2055-01-20      | 5.0000%  | 0.0000% | $1482123.00        | $1040413.98        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $10292743.00       | $821851.34         | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1009177.00        | $1043477.69        | Agency Debentures and Agency Strips |
| GNMA          | 2054-12-20      | 6.5000%  | 0.0000% | $1093303.00        | $834910.00         | Agency Debentures and Agency Strips |
| GNMA          | 2054-12-20      | 8.0000%  | 0.0000% | $1135530.00        | $1074585.94        | Agency Debentures and Agency Strips |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1015562.00        | $846223.99         | Agency Debentures and Agency Strips |
| GNMA          | 2055-01-20      | 7.5000%  | 0.0000% | $1796748.00        | $390723.69         | Agency Debentures and Agency Strips |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1020020.00        | $925804.86         | Agency Debentures and Agency Strips |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $626247.00         | $328572.36         | Agency Debentures and Agency Strips |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1184886.00        | $972893.24         | Agency Debentures and Agency Strips |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1175141.00        | $601486.97         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $73696.00          | $64090.64          | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $88572.00          | $93217.76          | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $107443.00         | $91702.26          | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1797328.00        | $1009387.13        | Agency Debentures and Agency Strips |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1025534.00        | $1064468.84        | Agency Debentures and Agency Strips |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $554656.00         | $166564.86         | Agency Debentures and Agency Strips |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $815391.00         | $855375.87         | Agency Debentures and Agency Strips |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $660955.00         | $693709.09         | Agency Debentures and Agency Strips |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1159050.00        | $599620.60         | Agency Debentures and Agency Strips |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $1489280.00        | $1075968.15        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $319046.00         | $236716.49         | Agency Debentures and Agency Strips |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $1003432.00        | $881982.49         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $59247.00          | $62129.73          | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1598989.00        | $679255.54         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1159824.00        | $584391.80         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $81638.00          | $75800.47          | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $54874.00          | $49263.02          | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1051948.00        | $1077217.37        | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.5000%  | 0.0000% | $1383780.00        | $985473.57         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1541180.00        | $637310.91         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 7.5000%  | 0.0000% | $1177616.00        | $736786.00         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 7.5000%  | 0.0000% | $1390732.00        | $1079983.13        | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1315708.00        | $818524.64         | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1494624.00        | $354918.23         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $615055.00         | $645410.04         | Agency Debentures and Agency Strips |
| GNMA          | 2055-02-20      | 7.5000%  | 0.0000% | $99039.00          | $103625.21         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $771042.00         | $789507.26         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $501165.00         | $521856.59         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $974753.00         | $985181.83         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $63775.00          | $66994.23          | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $97623.00          | $86024.49          | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $822380.00         | $753683.54         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1027897.00        | $733829.47         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $82345.00          | $64820.24          | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $773362.00         | $703102.99         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1001507.00        | $1071950.00        | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1345660.00        | $922194.13         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1091930.00        | $782040.50         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $552342.00         | $395397.53         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $1000000.00        | $900338.63         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $85418.00          | $89963.66          | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $78900.00          | $83058.79          | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $104883.00         | $110435.05         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $89550.00          | $94122.04          | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1336033.00        | $1003430.29        | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $865783.00         | $904052.65         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $74252.00          | $66650.53          | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $68891.00          | $72330.46          | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1993800.00        | $257637.93         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1284464.00        | $1060352.13        | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $1056404.00        | $1052211.23        | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $1173804.00        | $725741.89         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $119074.00         | $88478.67          | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $73970.00          | $77826.57          | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $75084.00          | $78889.40          | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $76602.00          | $69893.25          | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $59568.00          | $56588.83          | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $95701.00          | $73703.79          | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $56863.00          | $54223.63          | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $93944.00          | $87026.86          | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $957335.00         | $808930.80         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $220986.00         | $174002.07         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $97839.00          | $102900.85         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $93781.00          | $73228.70          | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $169607.00         | $133418.49         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.5000%  | 0.0000% | $1906620.00        | $658931.44         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $395315.00         | $319052.25         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $677051.00         | $708619.34         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $80298.00          | $65169.79          | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $1196765.00        | $835819.61         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $1442388.00        | $731666.31         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $89908.00          | $71325.22          | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $1467728.00        | $586922.33         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $1307745.00        | $295374.91         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $507846.00         | $527349.63         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1167656.00        | $1018256.38        | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1561984.00        | $757831.65         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1185970.00        | $672046.52         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $90178.00          | $76464.98          | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $180091.00         | $153900.51         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $169930.00         | $146498.31         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $179459.00         | $145273.51         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1001490.00        | $994921.91         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1222317.00        | $1063045.92        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $78886.00          | $83968.59          | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $68348.00          | $72696.28          | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $66896.00          | $61688.69          | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $254920.00         | $220434.31         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $167185.00         | $157271.07         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $82648.00          | $86780.60          | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $2458640.00        | $764127.92         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1009990.00        | $1057845.92        | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $100233.00         | $105569.56         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $1412009.00        | $355593.89         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $540891.00         | $533086.84         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $10018.00          | $9679.42           | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $269065.00         | $151152.90         | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1037950.00        | $1049462.80        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $72375.00          | $75629.68          | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $78342.00          | $81634.25          | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $110902.00         | $115421.76         | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $83098.00          | $87301.08          | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $1006654.00        | $1017744.28        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $140207.00         | $139247.91         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $119894.00         | $90255.92          | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $146967.00         | $126311.41         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $839314.00         | $873133.02         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $70909.00          | $74566.78          | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $1210999.00        | $1059464.44        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $88336.00          | $92862.12          | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $139213.00         | $138593.90         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1151386.00        | $1026244.82        | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $174628.00         | $168441.24         | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $1184642.00        | $1007527.89        | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $95066.00          | $57648.95          | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $90295.00          | $75612.66          | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $97815.00          | $82414.44          | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $162178.00         | $169017.82         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $1545000.00        | $828940.69         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $1077036.00        | $549456.78         | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $1103175.00        | $552649.27         | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $831133.00         | $875685.60         | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $66925.00          | $70433.62          | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $127473.00         | $134379.85         | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $104242.00         | $109232.74         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $119965.00         | $127075.58         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $87940.00          | $93148.08          | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $162329.00         | $171960.24         | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $143291.00         | $151643.79         | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $1056754.00        | $897913.03         | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $1006860.00        | $1061270.41        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $544245.00         | $542926.41         | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $1300186.00        | $1055064.31        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $828167.00         | $861594.93         | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $1128228.00        | $757871.82         | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1022019.00        | $1080356.97        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $258440.00         | $266433.20         | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1010924.00        | $852038.70         | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1012536.00        | $1067389.63        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1280217.00        | $975706.17         | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1060639.00        | $806051.01         | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 3.5000%  | 0.0000% | $1079551.00        | $954845.15         | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $601405.00         | $642046.03         | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $91931.00          | $96963.94          | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $746454.00         | $797107.37         | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $1050682.00        | $1070322.97        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $960559.00         | $1001027.14        | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $517834.00         | $556930.43         | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $833128.00         | $750900.33         | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1001625.00        | $797288.18         | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 7.5000%  | 0.0000% | $1040830.00        | $1077815.22        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1004753.00        | $1067196.87        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1008777.00        | $1028699.66        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $1013650.00        | $1034023.33        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1058341.00        | $1058222.23        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 7.0000%  | 0.0000% | $754713.00         | $806633.62         | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1012342.00        | $1079649.37        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1037259.00        | $1065612.01        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 7.0000%  | 0.0000% | $1018223.00        | $1063696.95        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $79309.00          | $83792.91          | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1003476.00        | $1065195.33        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1025304.00        | $1048830.17        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $140907.00         | $142116.42         | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $571964.00         | $581724.99         | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1026548.00        | $1028387.35        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1063217.00        | $1061679.10        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $208006.00         | $211761.04         | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 4.0000%  | 0.0000% | $1002659.00        | $934762.15         | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $1062238.00        | $1059896.69        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1061839.00        | $1060591.42        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 7.0000%  | 0.0000% | $196091.00         | $205135.97         | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 7.5000%  | 0.0000% | $146883.00         | $153907.12         | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 7.0000%  | 0.0000% | $103513.00         | $108294.35         | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 7.5000%  | 0.0000% | $323516.00         | $341215.57         | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $697015.00         | $695388.22         | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $163849.00         | $163462.70         | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $931920.00         | $931816.35         | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $130027.00         | $135566.97         | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1012739.00        | $1052895.45        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1036242.00        | $1036126.75        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1011093.00        | $1051184.19        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 7.0000%  | 0.0000% | $481530.00         | $513077.87         | Agency Debentures and Agency Strips |
| GNMA          | 2054-10-20      | 7.5000%  | 0.0000% | $2529320.00        | $636530.10         | Agency Debentures and Agency Strips |
| GNMA          | 2054-10-20      | 3.5000%  | 0.0000% | $4270.00           | $3713.09           | Agency Debentures and Agency Strips |
| GNMA          | 2054-10-20      | 2.0000%  | 0.0000% | $218066.00         | $171005.15         | Agency Debentures and Agency Strips |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $268640.00         | $211134.44         | Agency Debentures and Agency Strips |
| GNMA          | 2052-10-20      | 2.0000%  | 0.0000% | $337650.00         | $215307.44         | Agency Debentures and Agency Strips |
| GNMA          | 2054-11-20      | 2.5000%  | 0.0000% | $768057.00         | $611065.99         | Agency Debentures and Agency Strips |
| GNMA          | 2055-01-20      | 2.0000%  | 0.0000% | $193654.00         | $140076.07         | Agency Debentures and Agency Strips |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $372363.00         | $286186.65         | Agency Debentures and Agency Strips |
| GNMA          | 2045-12-20      | 3.0000%  | 0.0000% | $148667.00         | $120519.51         | Agency Debentures and Agency Strips |
| GNMA          | 2040-04-20      | 6.0000%  | 0.0000% | $30000.00          | $19271.26          | Agency Debentures and Agency Strips |
| GNMA          | 2051-04-20      | 2.0000%  | 0.0000% | $212334.00         | $157856.10         | Agency Debentures and Agency Strips |
| GNMA          | 2052-01-20      | 2.5000%  | 0.0000% | $652499.00         | $528843.74         | Agency Debentures and Agency Strips |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $167353.00         | $137181.17         | Agency Debentures and Agency Strips |
| GNMA          | 2053-02-20      | 2.5000%  | 0.0000% | $272520.00         | $226524.29         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 4.5000%  | 0.0000% | $1000.00           | $947.41            | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $67000.00          | $37337.18          | Agency Debentures and Agency Strips |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $807428.00         | $646669.35         | Agency Debentures and Agency Strips |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $59297.00          | $49608.38          | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $46267.00          | $48583.93          | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 2.5000%  | 0.0000% | $437988.00         | $375122.42         | Agency Debentures and Agency Strips |
| GNMA          | 2041-03-20      | 5.0000%  | 0.0000% | $542327.00         | $544288.25         | Agency Debentures and Agency Strips |
| GNMA          | 2041-03-20      | 5.5000%  | 0.0000% | $179000.00         | $182881.71         | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 3.0000%  | 0.0000% | $974671.00         | $869598.22         | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 4.5000%  | 0.0000% | $7916.00           | $7662.65           | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $245535.00         | $170668.99         | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $1174334.00        | $469713.23         | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1329971.00        | $974420.75         | Agency Debentures and Agency Strips |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1171818.00        | $766626.22         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $937949.00         | $981595.93         | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $885476.00         | $565086.07         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $108901.00         | $103813.61         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1001239.00        | $1041404.44        | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $564833.00         | $587334.88         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $653954.00         | $685035.86         | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 7.0000%  | 0.0000% | $1034873.00        | $1079868.67        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $604561.00         | $357607.19         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $1097598.00        | $892748.87         | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $1317864.00        | $1008048.70        | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $124459.00         | $112300.41         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $194470.00         | $150065.51         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.2500%  | 0.0000% | $296324.00         | $303672.41         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $611359.00         | $643003.70         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $900157.00         | $945268.23         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $38663.00          | $37596.12          | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $330954.00         | $183531.81         | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $109182.00         | $94835.32          | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $33104.00          | $30031.34          | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $182748.00         | $139935.61         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $286791.00         | $228241.32         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $295478.00         | $274928.87         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $373357.00         | $231305.82         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $450774.00         | $242696.82         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1340545.00        | $1056423.28        | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1015005.00        | $898945.15         | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1211204.00        | $1075244.07        | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $138836.00         | $105020.06         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $170288.00         | $124256.34         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $974247.00         | $1000864.63        | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $857776.00         | $815177.09         | Agency Debentures and Agency Strips |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $977281.00         | $931625.48         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $94592.00          | $99376.97          | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $103423.00         | $95730.37          | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $42699.00          | $29635.54          | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1356317.00        | $703734.67         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $931175.00         | $867038.00         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $179322.00         | $142774.22         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $415319.00         | $286476.43         | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $1066662.00        | $1060141.83        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $1020166.00        | $1021608.36        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $1021453.00        | $1041217.47        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1072193.00        | $1070753.88        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1000921.00        | $1062705.15        | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $221633.00         | $230743.44         | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1019338.00        | $1076426.24        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $327946.00         | $332192.33         | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1015545.00        | $1042574.29        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1033732.00        | $1061245.35        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 7.0000%  | 0.0000% | $971816.00         | $1032900.21        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1003621.00        | $1060408.93        | Agency Debentures and Agency Strips |
| GNMA          | 2053-06-15      | 5.7200%  | 0.0000% | $13580095.00       | $13309753.03       | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $1029710.00        | $1072421.53        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1047511.00        | $1046150.95        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $1108369.00        | $1062587.19        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1066890.00        | $1071350.43        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1021307.00        | $1040994.28        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1076019.00        | $1075898.25        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1033000.00        | $1045330.46        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $916903.00         | $951035.94         | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1018427.00        | $1018313.73        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1035620.00        | $1078465.58        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1060326.00        | $1060208.07        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1040788.00        | $1063237.34        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $983251.00         | $1001001.19        | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1032247.00        | $1061297.07        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $338405.00         | $346169.89         | Agency Debentures and Agency Strips |
| GNMA          | 2046-03-20      | 4.0000%  | 0.0000% | $198162.00         | $26960.95          | Agency Debentures and Agency Strips |
| GNMA          | 2038-10-20      | 6.5000%  | 0.0000% | $65000.00          | $7420.97           | Agency Debentures and Agency Strips |
| GNMA          | 2046-07-20      | 3.5000%  | 0.0000% | $250000.00         | $26965.99          | Agency Debentures and Agency Strips |
| GNMA          | 2046-09-20      | 3.0000%  | 0.0000% | $490000.00         | $138043.89         | Agency Debentures and Agency Strips |
| GNMA          | 2046-09-20      | 3.0000%  | 0.0000% | $3838.00           | $597.00            | Agency Debentures and Agency Strips |
| GNMA          | 2046-10-20      | 3.5000%  | 0.0000% | $73762.00          | $20933.55          | Agency Debentures and Agency Strips |
| GNMA          | 2046-10-20      | 3.5000%  | 0.0000% | $64769.00          | $15866.94          | Agency Debentures and Agency Strips |
| GNMA          | 2046-10-20      | 3.5000%  | 0.0000% | $187809.00         | $40428.90          | Agency Debentures and Agency Strips |
| GNMA          | 2046-10-20      | 3.5000%  | 0.0000% | $160012.00         | $24911.87          | Agency Debentures and Agency Strips |
| GNMA          | 2048-01-20      | 4.2500%  | 0.0000% | $25000.00          | $10249.74          | Agency Debentures and Agency Strips |
| GNMA          | 2032-11-20      | 5.5000%  | 0.0000% | $24904052.00       | $44523.65          | Agency Debentures and Agency Strips |
| GNMA          | 2028-06-20      | 6.5000%  | 0.0000% | $12300000.00       | $5697.27           | Agency Debentures and Agency Strips |
| GNMA          | 2028-08-20      | 6.5000%  | 0.0000% | $16408327.00       | $8102.80           | Agency Debentures and Agency Strips |
| GNMA          | 2028-09-20      | 6.5000%  | 0.0000% | $49590000.00       | $24866.69          | Agency Debentures and Agency Strips |
| GNMA          | 2028-10-20      | 6.5000%  | 0.0000% | $19601384.00       | $11550.84          | Agency Debentures and Agency Strips |
| GNMA          | 2028-12-20      | 6.5000%  | 0.0000% | $11378585.00       | $8872.50           | Agency Debentures and Agency Strips |
| GNMA          | 2027-09-20      | 7.0000%  | 0.0000% | $50495176.00       | $7809.91           | Agency Debentures and Agency Strips |
| GNMA          | 2027-10-20      | 7.0000%  | 0.0000% | $55082500.00       | $16230.28          | Agency Debentures and Agency Strips |
| GNMA          | 2034-02-20      | 5.7500%  | 0.0000% | $75000.00          | $6639.89           | Agency Debentures and Agency Strips |
| GNMA          | 2034-05-20      | 4.5000%  | 0.0000% | $422000.00         | $5839.97           | Agency Debentures and Agency Strips |
| GNMA          | 2034-07-20      | 6.5000%  | 0.0000% | $940000.00         | $8622.72           | Agency Debentures and Agency Strips |
| GNMA          | 2029-03-20      | 6.5000%  | 0.0000% | $14090327.00       | $10468.44          | Agency Debentures and Agency Strips |
| GNMA          | 2029-01-20      | 6.5000%  | 0.0000% | $18235038.00       | $15991.87          | Agency Debentures and Agency Strips |
| GNMA          | 2029-08-20      | 6.5000%  | 0.0000% | $10931147.00       | $10817.58          | Agency Debentures and Agency Strips |
| GNMA          | 2029-06-20      | 7.0000%  | 0.0000% | $6515206.00        | $5185.78           | Agency Debentures and Agency Strips |
| GNMA          | 2030-01-20      | 5.5000%  | 0.0000% | $577990.00         | $6373.86           | Agency Debentures and Agency Strips |
| GNMA          | 2031-02-20      | 6.5000%  | 0.0000% | $9188759.00        | $5110.66           | Agency Debentures and Agency Strips |
| GNMA          | 2031-05-20      | 6.5000%  | 0.0000% | $5068862.00        | $7693.18           | Agency Debentures and Agency Strips |
| GNMA          | 2031-03-20      | 7.0000%  | 0.0000% | $6026015.00        | $5734.66           | Agency Debentures and Agency Strips |
| GNMA          | 2031-07-20      | 6.5000%  | 0.0000% | $27566291.00       | $35901.70          | Agency Debentures and Agency Strips |
| GNMA          | 2031-08-20      | 6.5000%  | 0.0000% | $12762563.00       | $14877.24          | Agency Debentures and Agency Strips |
| GNMA          | 2031-12-20      | 6.5000%  | 0.0000% | $27919379.00       | $48410.83          | Agency Debentures and Agency Strips |
| GNMA          | 2031-10-20      | 7.0000%  | 0.0000% | $4714811.00        | $7855.93           | Agency Debentures and Agency Strips |
| GNMA          | 2031-11-20      | 5.5000%  | 0.0000% | $5767077.00        | $21319.99          | Agency Debentures and Agency Strips |
| GNMA          | 2032-01-20      | 7.0000%  | 0.0000% | $6262468.00        | $11013.76          | Agency Debentures and Agency Strips |
| GNMA          | 2032-02-20      | 6.5000%  | 0.0000% | $15675349.00       | $27328.63          | Agency Debentures and Agency Strips |
| GNMA          | 2032-03-20      | 5.5000%  | 0.0000% | $11942684.00       | $26994.30          | Agency Debentures and Agency Strips |
| GNMA          | 2032-03-20      | 6.5000%  | 0.0000% | $17553252.00       | $28960.09          | Agency Debentures and Agency Strips |
| GNMA          | 2032-04-20      | 5.5000%  | 0.0000% | $4008121.00        | $31585.81          | Agency Debentures and Agency Strips |
| GNMA          | 2033-01-20      | 6.5000%  | 0.0000% | $2025000.00        | $8366.52           | Agency Debentures and Agency Strips |
| GNMA          | 2039-02-20      | 6.0000%  | 0.0000% | $615141.00         | $9680.39           | Agency Debentures and Agency Strips |
| GNMA          | 2039-04-20      | 4.0000%  | 0.0000% | $227000.00         | $6581.53           | Agency Debentures and Agency Strips |
| GNMA          | 2039-06-20      | 5.5000%  | 0.0000% | $894008.00         | $39031.43          | Agency Debentures and Agency Strips |
| GNMA          | 2039-07-20      | 4.0000%  | 0.0000% | $1004708.00        | $36720.62          | Agency Debentures and Agency Strips |
| GNMA          | 2035-05-20      | 6.0000%  | 0.0000% | $2865100.00        | $40212.92          | Agency Debentures and Agency Strips |
| GNMA          | 2035-11-20      | 5.4500%  | 0.0000% | $258831.00         | $35504.58          | Agency Debentures and Agency Strips |
| GNMA          | 2037-02-20      | 5.0000%  | 0.0000% | $1100000.00        | $9699.54           | Agency Debentures and Agency Strips |
| GNMA          | 2037-01-20      | 6.0000%  | 0.0000% | $2013751.00        | $20389.51          | Agency Debentures and Agency Strips |
| GNMA          | 2037-05-20      | 5.5000%  | 0.0000% | $2000000.00        | $20155.17          | Agency Debentures and Agency Strips |
| GNMA          | 2037-07-20      | 6.0000%  | 0.0000% | $1227877.00        | $11846.91          | Agency Debentures and Agency Strips |
| GNMA          | 2037-08-20      | 6.0000%  | 0.0000% | $522375.00         | $5176.74           | Agency Debentures and Agency Strips |
| GNMA          | 2038-01-20      | 6.0000%  | 0.0000% | $2744396.00        | $24774.31          | Agency Debentures and Agency Strips |
| GNMA          | 2037-11-20      | 6.5000%  | 0.0000% | $1134000.00        | $9939.09           | Agency Debentures and Agency Strips |
| GNMA          | 2037-11-20      | 7.0000%  | 0.0000% | $2575000.00        | $25501.62          | Agency Debentures and Agency Strips |
| GNMA          | 2038-05-20      | 6.0000%  | 0.0000% | $538664.00         | $6787.59           | Agency Debentures and Agency Strips |
| GNMA          | 2038-07-20      | 6.0000%  | 0.0000% | $2706917.00        | $28937.50          | Agency Debentures and Agency Strips |
| GNMA          | 2038-08-20      | 5.5000%  | 0.0000% | $963719.00         | $10576.23          | Agency Debentures and Agency Strips |
| GNMA          | 2038-10-20      | 6.0000%  | 0.0000% | $4320000.00        | $39408.89          | Agency Debentures and Agency Strips |
| GNMA          | 2038-10-20      | 7.0000%  | 0.0000% | $525000.00         | $5887.45           | Agency Debentures and Agency Strips |
| GNMA          | 2038-11-20      | 7.0000%  | 0.0000% | $520000.00         | $8396.60           | Agency Debentures and Agency Strips |
| GNMA          | 2038-12-20      | 7.0000%  | 0.0000% | $905000.00         | $15539.01          | Agency Debentures and Agency Strips |
| GNMA          | 2038-10-20      | 6.0000%  | 0.0000% | $657645.00         | $15545.00          | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-20      | 3.0000%  | 0.0000% | $160440.00         | $14466.11          | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-20      | 3.5000%  | 0.0000% | $139591.00         | $9264.82           | Agency Debentures and Agency Strips |
| GNMA          | 2042-02-20      | 6.0000%  | 0.0000% | $738436.00         | $21563.65          | Agency Debentures and Agency Strips |
| GNMA          | 2042-02-20      | 5.0000%  | 0.0000% | $393000.00         | $17346.03          | Agency Debentures and Agency Strips |
| GNMA          | 2039-09-20      | 6.0000%  | 0.0000% | $213509.00         | $5897.63           | Agency Debentures and Agency Strips |
| GNMA          | 2039-11-20      | 4.5000%  | 0.0000% | $150000.00         | $5014.76           | Agency Debentures and Agency Strips |
| GNMA          | 2040-01-20      | 4.5000%  | 0.0000% | $372770.00         | $13143.65          | Agency Debentures and Agency Strips |
| GNMA          | 2040-01-20      | 6.0000%  | 0.0000% | $364196.00         | $12607.72          | Agency Debentures and Agency Strips |
| GNMA          | 2040-02-20      | 5.5000%  | 0.0000% | $458214.00         | $16796.54          | Agency Debentures and Agency Strips |
| GNMA          | 2040-06-20      | 6.0000%  | 0.0000% | $244033.00         | $5192.79           | Agency Debentures and Agency Strips |
| GNMA          | 2040-05-20      | 4.0000%  | 0.0000% | $175449.00         | $7167.60           | Agency Debentures and Agency Strips |
| GNMA          | 2040-05-20      | 4.5000%  | 0.0000% | $302878.00         | $9831.56           | Agency Debentures and Agency Strips |
| GNMA          | 2040-07-20      | 4.0000%  | 0.0000% | $384700.00         | $14849.38          | Agency Debentures and Agency Strips |
| GNMA          | 2040-07-20      | 5.5000%  | 0.0000% | $139733.00         | $5908.80           | Agency Debentures and Agency Strips |
| GNMA          | 2040-08-20      | 4.5000%  | 0.0000% | $322000.00         | $10461.09          | Agency Debentures and Agency Strips |
| GNMA          | 2040-10-20      | 6.0000%  | 0.0000% | $2185399.00        | $38309.16          | Agency Debentures and Agency Strips |
| GNMA          | 2040-10-20      | 6.5000%  | 0.0000% | $1251433.00        | $27924.41          | Agency Debentures and Agency Strips |
| GNMA          | 2040-08-20      | 6.5000%  | 0.0000% | $183102.00         | $6202.10           | Agency Debentures and Agency Strips |
| GNMA          | 2035-01-20      | 7.5000%  | 0.0000% | $600000.00         | $21752.18          | Agency Debentures and Agency Strips |
| GNMA          | 2041-02-20      | 4.0000%  | 0.0000% | $609933.00         | $29715.66          | Agency Debentures and Agency Strips |
| GNMA          | 2041-02-20      | 4.5000%  | 0.0000% | $593333.00         | $22176.21          | Agency Debentures and Agency Strips |
| GNMA          | 2038-12-20      | 6.0000%  | 0.0000% | $1505794.00        | $23831.92          | Agency Debentures and Agency Strips |
| GNMA          | 2039-02-20      | 6.5000%  | 0.0000% | $555492.00         | $15862.38          | Agency Debentures and Agency Strips |
| GNMA          | 2041-03-20      | 4.0000%  | 0.0000% | $329968.00         | $16852.94          | Agency Debentures and Agency Strips |
| GNMA          | 2036-10-20      | 6.0000%  | 0.0000% | $1359187.00        | $41339.95          | Agency Debentures and Agency Strips |
| GNMA          | 2038-12-20      | 6.0000%  | 0.0000% | $710652.00         | $23504.31          | Agency Debentures and Agency Strips |
| GNMA          | 2036-11-20      | 6.0000%  | 0.0000% | $720319.00         | $15412.32          | Agency Debentures and Agency Strips |
| GNMA          | 2041-05-20      | 4.0000%  | 0.0000% | $670317.00         | $26931.17          | Agency Debentures and Agency Strips |
| GNMA          | 2041-06-20      | 5.5000%  | 0.0000% | $503502.00         | $17277.84          | Agency Debentures and Agency Strips |
| GNMA          | 2041-09-20      | 5.5000%  | 0.0000% | $1042425.00        | $42960.53          | Agency Debentures and Agency Strips |
| GNMA          | 2041-10-20      | 5.5000%  | 0.0000% | $175000.00         | $5710.77           | Agency Debentures and Agency Strips |
| GNMA          | 2041-11-20      | 5.5000%  | 0.0000% | $348592.00         | $11198.42          | Agency Debentures and Agency Strips |
| GNMA          | 2040-12-20      | 4.0000%  | 0.0000% | $256000.00         | $25786.25          | Agency Debentures and Agency Strips |
| GNMA          | 2040-02-20      | 4.5000%  | 0.0000% | $4488400.00        | $48894.31          | Agency Debentures and Agency Strips |
| GNMA          | 2030-08-20      | 4.0000%  | 0.0000% | $1035000.00        | $8248.91           | Agency Debentures and Agency Strips |
| GNMA          | 2030-04-20      | 6.4500%  | 0.0000% | $537904.00         | $16635.59          | Agency Debentures and Agency Strips |
| GNMA          | 2045-05-20      | 3.0000%  | 0.0000% | $32999.00          | $11514.96          | Agency Debentures and Agency Strips |

### Security 31: Goldman Sachs & Co. LLC REPO 3.66 05/07/2026

- **C.1 - Title:** Goldman Sachs & Co. LLC REPO 3.66 05/07/2026 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173222048, C.5 - Other ID: 1732220485
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2043-06-01      | 4.0000%  | 0.0000% | $2075972.00        | $277869.90         | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $3172884.00        | $2773105.10        | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 6.0000%  | 0.0000% | $6061288.00        | $7622.42           | Agency Debentures and Agency Strips |
| FNMA          | 2042-01-01      | 2.0000%  | 0.0000% | $28324864.00       | $24146831.39       | Agency Debentures and Agency Strips |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $525000.00         | $97952.67          | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $2532888.00        | $2636177.01        | Agency Debentures and Agency Strips |
| GNMA          | 2064-04-20      | 3.5000%  | 0.0000% | $165123.00         | $146426.46         | Agency Debentures and Agency Strips |
| GNMA          | 2064-08-20      | 4.0000%  | 0.0000% | $241150.00         | $223554.33         | Agency Debentures and Agency Strips |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $480124.00         | $467547.27         | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $867923.00         | $910523.65         | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $439824.00         | $458638.29         | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1220276.00        | $1268665.46        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $607188.00         | $642445.59         | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $1241612.00        | $1296017.91        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1282922.00        | $1336376.47        | Agency Debentures and Agency Strips |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $61365599.00       | $55223961.87       | Agency Debentures and Agency Strips |
| GNMA          | 2055-02-20      | 5.0000%  | 0.0000% | $40000000.00       | $35838451.35       | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $74132608.00       | $73983354.27       | Agency Debentures and Agency Strips |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $2224324.00        | $2264478.73        | Agency Debentures and Agency Strips |

### Security 32: TD SECURITIES INC REPO 3.64 05/07/2026

- **C.1 - Title:** TD SECURITIES INC REPO 3.64 05/07/2026 3.640000%
- **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: 173222049, C.5 - Other ID: 1732220490
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2051-02-20      | 2.0000%  | 0.0000% | $115363317.00      | $55206346.31       | Agency Debentures and Agency Strips |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $109000000.00      | $50544888.01       | Agency Debentures and Agency Strips |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $84500000.00       | $52545810.10       | Agency Debentures and Agency Strips |
| GNMA          | 2053-08-20      | 6.0000%  | 0.0000% | $81996308.00       | $43820794.30       | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1885959.00        | $1882161.93        | Agency Debentures and Agency Strips |

### Security 33: WELLS FARGO SECURITIES LLC REPO 3.64 05/07/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.64 05/07/2026 3.640000%
- **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: 173222049, C.5 - Other ID: 1732220494
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2051-11-20      | 3.0000%  | 0.0000% | $207106237.00      | $120219599.42      | Agency Debentures and Agency Strips |
| GNMA          | 2052-02-20      | 3.0000%  | 0.0000% | $302283287.00      | $185780401.19      | Agency Debentures and Agency Strips |

### Security 34: State Street Bank and Trust Company REPO 3.55 05/01/2026

- **C.1 - Title:** State Street Bank and Trust Company REPO 3.55 05/01/2026 3.550000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173222070, C.5 - Other ID: 1732220700
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $204385100.00      | $204000069.13      | U.S. Treasuries (including strips) |

### Security 35: CREDIT AGRICOLE SECURITIES USA INC REPO 3.59% 05/01/2026

- **C.1 - Title:** CREDIT AGRICOLE SECURITIES USA INC REPO 3.59% 05/01/2026 3.590000%
- **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: 173222071, C.5 - Other ID: 1732220713
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $303.33            | Agency Debentures and Agency Strips |
| FMAC          | 2047-05-01      | 3.0000%  | 0.0000% | $1186.00           | $397.66            | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1015632.00        | $757993.64         | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $2859788.00        | $1874080.61        | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $255754.00         | $267892.87         | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $6474970.00        | $660805.95         | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 4.5000%  | 0.0000% | $2091976.00        | $1871259.98        | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.0000%  | 0.0000% | $4514760.00        | $3921042.21        | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $13858240.00       | $2312160.03        | Agency Debentures and Agency Strips |
| FNMA          | 2032-07-01      | 2.5000%  | 0.0000% | $1480590.00        | $213290.15         | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $3296970.00        | $1783210.88        | Agency Debentures and Agency Strips |
| FNMA          | 2050-02-01      | 4.0000%  | 0.0000% | $3259000.00        | $1815848.37        | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-02      | 4.5000%  | 0.0000% | $1650028.00        | $1165723.19        | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1833260.00        | $1895505.08        | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1929663.00        | $1534258.82        | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $8229823.00        | $8061187.93        | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $897.81            | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $29058201.00       | $22864142.14       | Agency Debentures and Agency Strips |

### Security 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130A8XY4, C.4 - ISIN: US3130A8XY44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24807347.79
- **C.18.a - Value (excl. sponsor support):** $24807347.79
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2PJ8, C.4 - ISIN: US3130B2PJ88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $58917984.11
- **C.18.a - Value (excl. sponsor support):** $58917984.11
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200074495.66
- **C.18.a - Value (excl. sponsor support):** $200074495.66
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50007929.69
- **C.18.a - Value (excl. sponsor support):** $50007929.69
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6W93, C.4 - ISIN: US3130B6W931, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100019543.15
- **C.18.a - Value (excl. sponsor support):** $100019543.15
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72L7, C.4 - ISIN: US3130B72L79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100035510.21
- **C.18.a - Value (excl. sponsor support):** $100035510.21
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CF7, C.4 - ISIN: US3130B8CF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100038059.40
- **C.18.a - Value (excl. sponsor support):** $100038059.40
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B93H1, C.4 - ISIN: US3130B93H13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19981544.97
- **C.18.a - Value (excl. sponsor support):** $19981544.97
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94R8, C.4 - ISIN: US3130B94R85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49966392.60
- **C.18.a - Value (excl. sponsor support):** $49966392.60
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EJ5, C.4 - ISIN: US3130B9EJ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49972128.70
- **C.18.a - Value (excl. sponsor support):** $49972128.70
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A71, C.4 - ISIN: US313385A715, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133791099.50
- **C.18.a - Value (excl. sponsor support):** $133791099.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D45, C.4 - ISIN: US313385D453, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214577351.70
- **C.18.a - Value (excl. sponsor support):** $214577351.70
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E51, C.4 - ISIN: US313385E519, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98681090.67
- **C.18.a - Value (excl. sponsor support):** $98681090.67
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F43, C.4 - ISIN: US313385F433, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64095077.18
- **C.18.a - Value (excl. sponsor support):** $64095077.18
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385J64, C.4 - ISIN: US313385J641, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103243080.61
- **C.18.a - Value (excl. sponsor support):** $103243080.61
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385K70, C.4 - ISIN: US313385K706, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98238728.32
- **C.18.a - Value (excl. sponsor support):** $98238728.32
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385U38, C.4 - ISIN: US313385U382, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97519131.16
- **C.18.a - Value (excl. sponsor support):** $97519131.16
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-12-23
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WL6, C.4 - ISIN: US313385WL68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $114928555.82
- **C.18.a - Value (excl. sponsor support):** $114928555.82
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XC5, C.4 - ISIN: US313385XC50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99772437.89
- **C.18.a - Value (excl. sponsor support):** $99772437.89
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XH4, C.4 - ISIN: US313385XH48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $139609058.58
- **C.18.a - Value (excl. sponsor support):** $139609058.58
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XQ4, C.4 - ISIN: US313385XQ47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $114595102.00
- **C.18.a - Value (excl. sponsor support):** $114595102.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XV3, C.4 - ISIN: US313385XV32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99595425.79
- **C.18.a - Value (excl. sponsor support):** $99595425.79
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.4 - ISIN: US313385YM24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54686461.93
- **C.18.a - Value (excl. sponsor support):** $54686461.93
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99265736.78
- **C.18.a - Value (excl. sponsor support):** $99265736.78
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45547914.33
- **C.18.a - Value (excl. sponsor support):** $45547914.33
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99193461.90
- **C.18.a - Value (excl. sponsor support):** $99193461.90
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49570591.86
- **C.18.a - Value (excl. sponsor support):** $49570591.86
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99120662.66
- **C.18.a - Value (excl. sponsor support):** $99120662.66
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FREDDIE MAC DISCOUNT NOTES

- **C.1 - Title:** FREDDIE MAC DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397YV7, C.4 - ISIN: US313397YV78, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99337826.66
- **C.18.a - Value (excl. sponsor support):** $99337826.66
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPF34, C.4 - ISIN: US3133EPF349, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10009997.69
- **C.18.a - Value (excl. sponsor support):** $10009997.69
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLX7, C.4 - ISIN: US3133ERLX70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50091902.58
- **C.18.a - Value (excl. sponsor support):** $50091902.58
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **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):** $100023857.56
- **C.18.a - Value (excl. sponsor support):** $100023857.56
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **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):** $60022650.94
- **C.18.a - Value (excl. sponsor support):** $60022650.94
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $37009979.42
- **C.18.a - Value (excl. sponsor support):** $37009979.42
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30008113.90
- **C.18.a - Value (excl. sponsor support):** $30008113.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **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):** $10002765.97
- **C.18.a - Value (excl. sponsor support):** $10002765.97
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40012288.71
- **C.18.a - Value (excl. sponsor support):** $40012288.71
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETD79, C.4 - ISIN: US3133ETD791, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39968333.73
- **C.18.a - Value (excl. sponsor support):** $39968333.73
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100030208.80
- **C.18.a - Value (excl. sponsor support):** $100030208.80
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74988651.94
- **C.18.a - Value (excl. sponsor support):** $74988651.94
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETH75, C.4 - ISIN: US3133ETH750, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90046304.42
- **C.18.a - Value (excl. sponsor support):** $90046304.42
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2027-10-15
- **C.13 - Final Legal Maturity Date:** 2027-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25006708.99
- **C.18.a - Value (excl. sponsor support):** $25006708.99
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100063946.67
- **C.18.a - Value (excl. sponsor support):** $100063946.67
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQ59, C.4 - ISIN: US3133ETQ595, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35009116.72
- **C.18.a - Value (excl. sponsor support):** $35009116.72
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2027-08-05
- **C.13 - Final Legal Maturity Date:** 2027-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSC2, C.4 - ISIN: US3133ETSC27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50020127.40
- **C.18.a - Value (excl. sponsor support):** $50020127.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40015737.48
- **C.18.a - Value (excl. sponsor support):** $40015737.48
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAX8, C.4 - ISIN: US3133EWAX84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39974585.58
- **C.18.a - Value (excl. sponsor support):** $39974585.58
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003333.56
- **C.18.a - Value (excl. sponsor support):** $10003333.56
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9991854.39
- **C.18.a - Value (excl. sponsor support):** $9991854.39
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCQ1, C.4 - ISIN: US3133EWCQ16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19991939.34
- **C.18.a - Value (excl. sponsor support):** $19991939.34
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCS7, C.4 - ISIN: US3133EWCS71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19985217.11
- **C.18.a - Value (excl. sponsor support):** $19985217.11
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4975286.55
- **C.18.a - Value (excl. sponsor support):** $4975286.55
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLY4, C.4 - ISIN: US3133EWLY49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34965701.91
- **C.18.a - Value (excl. sponsor support):** $34965701.91
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2028-04-17
- **C.13 - Final Legal Maturity Date:** 2028-04-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $63013690.24
- **C.18.a - Value (excl. sponsor support):** $63013690.24
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100056751.52
- **C.18.a - Value (excl. sponsor support):** $100056751.52
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100066218.13
- **C.18.a - Value (excl. sponsor support):** $100066218.13
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100078090.17
- **C.18.a - Value (excl. sponsor support):** $100078090.17
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $50018710.11
- **C.18.a - Value (excl. sponsor support):** $50018710.11
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100141041.60
- **C.18.a - Value (excl. sponsor support):** $100141041.60
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FANNIE MAE DISCOUNT NOTES

- **C.1 - Title:** FANNIE MAE DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589WF6, C.4 - ISIN: US313589WF60, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $99989310.21
- **C.18.a - Value (excl. sponsor support):** $99989310.21
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: FANNIE MAE DISCOUNT NOTES

- **C.1 - Title:** FANNIE MAE DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589XS7, C.4 - ISIN: US313589XS72, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $99615565.18
- **C.18.a - Value (excl. sponsor support):** $99615565.18
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.630000%
- **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):** $48001542.04
- **C.18.a - Value (excl. sponsor support):** $48001542.04
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $124040326.97
- **C.18.a - Value (excl. sponsor support):** $124040326.97
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $68017855.31
- **C.18.a - Value (excl. sponsor support):** $68017855.31
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $33011441.26
- **C.18.a - Value (excl. sponsor support):** $33011441.26
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $40012502.88
- **C.18.a - Value (excl. sponsor support):** $40012502.88
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $32018482.02
- **C.18.a - Value (excl. sponsor support):** $32018482.02
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $32994742.40
- **C.18.a - Value (excl. sponsor support):** $32994742.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533F2, C.4 - ISIN: US6903533F22, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1819090.77
- **C.18.a - Value (excl. sponsor support):** $1819090.77
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2028-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.673000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533H8, C.4 - ISIN: US6903533H87, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $21639436.00
- **C.18.a - Value (excl. sponsor support):** $21639436.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $25200000.00
- **C.18.a - Value (excl. sponsor support):** $25200000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533V7, C.4 - ISIN: US6903533V71, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2166666.58
- **C.18.a - Value (excl. sponsor support):** $2166666.58
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534N4, C.4 - ISIN: US6903534N47, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2727272.81
- **C.18.a - Value (excl. sponsor support):** $2727272.81
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2028-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1320000.00
- **C.18.a - Value (excl. sponsor support):** $1320000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534W4, C.4 - ISIN: US6903534W46, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1158333.35
- **C.18.a - Value (excl. sponsor support):** $1158333.35
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6500000.20
- **C.18.a - Value (excl. sponsor support):** $6500000.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.663600%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535F0, C.4 - ISIN: US6903535F04, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4375000.00
- **C.18.a - Value (excl. sponsor support):** $4375000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.663600%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535K9, C.4 - ISIN: US6903535K98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4232142.92
- **C.18.a - Value (excl. sponsor support):** $4232142.92
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535N3, C.4 - ISIN: US6903535N38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3646439.22
- **C.18.a - Value (excl. sponsor support):** $3646439.22
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535X1, C.4 - ISIN: US6903535X10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1875001.23
- **C.18.a - Value (excl. sponsor support):** $1875001.23
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536H5, C.4 - ISIN: US6903536H50, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1350000.06
- **C.18.a - Value (excl. sponsor support):** $1350000.06
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537G6, C.4 - ISIN: US6903537G68, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6930000.00
- **C.18.a - Value (excl. sponsor support):** $6930000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2029-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537R2, C.4 - ISIN: US6903537R24, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $833334.37
- **C.18.a - Value (excl. sponsor support):** $833334.37
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537W1, C.4 - ISIN: US6903537W19, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1099999.94
- **C.18.a - Value (excl. sponsor support):** $1099999.94
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2027-06-20
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $833333.53
- **C.18.a - Value (excl. sponsor support):** $833333.53
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.663600%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C96, C.4 - ISIN: US690353C969, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $8801886.91
- **C.18.a - Value (excl. sponsor support):** $8801886.91
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2030-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4125000.33
- **C.18.a - Value (excl. sponsor support):** $4125000.33
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.673000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353H75, C.4 - ISIN: US690353H752, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5274427.24
- **C.18.a - Value (excl. sponsor support):** $5274427.24
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353J57, C.4 - ISIN: US690353J576, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2365745.86
- **C.18.a - Value (excl. sponsor support):** $2365745.86
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.673000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P76, C.4 - ISIN: US690353P763, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $20712031.60
- **C.18.a - Value (excl. sponsor support):** $20712031.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.673000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q59, C.4 - ISIN: US690353Q597, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11592555.00
- **C.18.a - Value (excl. sponsor support):** $11592555.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.673000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353S57, C.4 - ISIN: US690353S577, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11399345.75
- **C.18.a - Value (excl. sponsor support):** $11399345.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.673000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V46, C.4 - ISIN: US690353V464, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $8110924.31
- **C.18.a - Value (excl. sponsor support):** $8110924.31
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353WB9, C.4 - ISIN: US690353WB93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5000000.14
- **C.18.a - Value (excl. sponsor support):** $5000000.14
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2032-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XS1, C.4 - ISIN: US690353XS10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4472000.00
- **C.18.a - Value (excl. sponsor support):** $4472000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YB7, C.4 - ISIN: US690353YB75, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7586575.78
- **C.18.a - Value (excl. sponsor support):** $7586575.78
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YG6, C.4 - ISIN: US690353YG62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2916666.71
- **C.18.a - Value (excl. sponsor support):** $2916666.71
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2033-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.673000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z83, C.4 - ISIN: US690353Z838, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3477766.50
- **C.18.a - Value (excl. sponsor support):** $3477766.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZU4, C.4 - ISIN: US690353ZU48, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6282051.47
- **C.18.a - Value (excl. sponsor support):** $6282051.47
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZY6, C.4 - ISIN: US690353ZY69, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5086474.95
- **C.18.a - Value (excl. sponsor support):** $5086474.95
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: US BANK MMDA GLOBAL FUND SERVICES

- **C.1 - Title:** US BANK MMDA GLOBAL FUND SERVICES 2.560000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 8AMMF0A84, C.5 - Other ID: 8AMMF0A84
- **C.18 - Value (incl. sponsor support):** $56687338.10
- **C.18.a - Value (excl. sponsor support):** $56687338.10
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 2.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2049-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.663600%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $17629615.14
- **C.18.a - Value (excl. sponsor support):** $17629615.14
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2028-06-20
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1026923.39
- **C.18.a - Value (excl. sponsor support):** $1026923.39
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.663600%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBR1, C.4 - ISIN: US90376PBR10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $38079167.08
- **C.18.a - Value (excl. sponsor support):** $38079167.08
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2032-09-20
- **C.13 - Final Legal Maturity Date:** 2032-09-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.663600%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEP2, C.4 - ISIN: US90376PEP27, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3500000.00
- **C.18.a - Value (excl. sponsor support):** $3500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2029-08-15
- **C.13 - Final Legal Maturity Date:** 2029-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEU1, C.4 - ISIN: US90376PEU12, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $12604875.00
- **C.18.a - Value (excl. sponsor support):** $12604875.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2032-11-20
- **C.13 - Final Legal Maturity Date:** 2037-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJG7, C.4 - ISIN: US90376PJG72, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $10372360.69
- **C.18.a - Value (excl. sponsor support):** $10372360.69
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-21
- **C.12 - Maturity Date (WAL):** 2026-06-21
- **C.13 - Final Legal Maturity Date:** 2026-06-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJH5, C.4 - ISIN: US90376PJH55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $9833573.93
- **C.18.a - Value (excl. sponsor support):** $9833573.93
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJK8, C.4 - ISIN: US90376PJK84, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $12777582.32
- **C.18.a - Value (excl. sponsor support):** $12777582.32
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJL6, C.4 - ISIN: US90376PJL67, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $15508293.45
- **C.18.a - Value (excl. sponsor support):** $15508293.45
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJR3, C.4 - ISIN: US90376PJR38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $20397430.85
- **C.18.a - Value (excl. sponsor support):** $20397430.85
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJT9, C.4 - ISIN: US90376PJT93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $33080327.52
- **C.18.a - Value (excl. sponsor support):** $33080327.52
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-16
- **C.13 - Final Legal Maturity Date:** 2026-08-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJV4, C.4 - ISIN: US90376PJV40, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11082736.21
- **C.18.a - Value (excl. sponsor support):** $11082736.21
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PKB6, C.4 - ISIN: US90376PKB66, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4693986.06
- **C.18.a - Value (excl. sponsor support):** $4693986.06
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2027-01-17
- **C.12 - Maturity Date (WAL):** 2027-01-17
- **C.13 - Final Legal Maturity Date:** 2027-01-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PKC4, C.4 - ISIN: US90376PKC40, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $9282713.72
- **C.18.a - Value (excl. sponsor support):** $9282713.72
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2027-01-17
- **C.12 - Maturity Date (WAL):** 2027-01-17
- **C.13 - Final Legal Maturity Date:** 2027-01-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PKF7, C.4 - ISIN: US90376PKF70, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $15610724.46
- **C.18.a - Value (excl. sponsor support):** $15610724.46
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2027-01-24
- **C.12 - Maturity Date (WAL):** 2027-01-24
- **C.13 - Final Legal Maturity Date:** 2027-01-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PKH3, C.4 - ISIN: US90376PKH37, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3495677.91
- **C.18.a - Value (excl. sponsor support):** $3495677.91
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2027-04-23
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124487547.29
- **C.18.a - Value (excl. sponsor support):** $124487547.29
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199921101.66
- **C.18.a - Value (excl. sponsor support):** $199921101.66
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TN7, C.4 - ISIN: US912797TN70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99242592.93
- **C.18.a - Value (excl. sponsor support):** $99242592.93
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.4 - ISIN: US912797TR84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199782009.22
- **C.18.a - Value (excl. sponsor support):** $199782009.22
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.4 - ISIN: US912797TU14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134568194.90
- **C.18.a - Value (excl. sponsor support):** $134568194.90
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134474221.95
- **C.18.a - Value (excl. sponsor support):** $134474221.95
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124425853.35
- **C.18.a - Value (excl. sponsor support):** $124425853.35
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UK1, C.4 - ISIN: US912797UK13, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98335783.56
- **C.18.a - Value (excl. sponsor support):** $98335783.56
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124161956.75
- **C.18.a - Value (excl. sponsor support):** $124161956.75
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UR6, C.4 - ISIN: US912797UR65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123912159.34
- **C.18.a - Value (excl. sponsor support):** $123912159.34
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UT2, C.4 - ISIN: US912797UT22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98978657.90
- **C.18.a - Value (excl. sponsor support):** $98978657.90
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59946093.75
- **C.18.a - Value (excl. sponsor support):** $59946093.75
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828X88, C.4 - ISIN: US912828X885, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49279296.88
- **C.18.a - Value (excl. sponsor support):** $49279296.88
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-15
- **C.12 - Maturity Date (WAL):** 2027-05-15
- **C.13 - Final Legal Maturity Date:** 2027-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49771484.38
- **C.18.a - Value (excl. sponsor support):** $49771484.38
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98355468.75
- **C.18.a - Value (excl. sponsor support):** $98355468.75
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZB9, C.4 - ISIN: US912828ZB95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $48929687.50
- **C.18.a - Value (excl. sponsor support):** $48929687.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49761718.75
- **C.18.a - Value (excl. sponsor support):** $49761718.75
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98578125.00
- **C.18.a - Value (excl. sponsor support):** $98578125.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49441406.25
- **C.18.a - Value (excl. sponsor support):** $49441406.25
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49496093.75
- **C.18.a - Value (excl. sponsor support):** $49496093.75
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124985351.56
- **C.18.a - Value (excl. sponsor support):** $124985351.56
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100042968.75
- **C.18.a - Value (excl. sponsor support):** $100042968.75
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHU8, C.4 - ISIN: US91282CHU80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $50089843.75
- **C.18.a - Value (excl. sponsor support):** $50089843.75
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100328125.00
- **C.18.a - Value (excl. sponsor support):** $100328125.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100417968.75
- **C.18.a - Value (excl. sponsor support):** $100417968.75
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CKA8
- **C.18 - Value (incl. sponsor support):** $50142578.13
- **C.18.a - Value (excl. sponsor support):** $50142578.13
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CKE0
- **C.18 - Value (incl. sponsor support):** $100429687.50
- **C.18.a - Value (excl. sponsor support):** $100429687.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKJ9, C.4 - ISIN: US91282CKJ98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100683593.75
- **C.18.a - Value (excl. sponsor support):** $100683593.75
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKR1, C.4 - ISIN: US91282CKR15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $50353515.63
- **C.18.a - Value (excl. sponsor support):** $50353515.63
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-15
- **C.12 - Maturity Date (WAL):** 2027-05-15
- **C.13 - Final Legal Maturity Date:** 2027-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100074218.75
- **C.18.a - Value (excl. sponsor support):** $100074218.75
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100144531.25
- **C.18.a - Value (excl. sponsor support):** $100144531.25
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CLB5
- **C.18 - Value (incl. sponsor support):** $100164062.50
- **C.18.a - Value (excl. sponsor support):** $100164062.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199976562.50
- **C.18.a - Value (excl. sponsor support):** $199976562.50
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100175781.25
- **C.18.a - Value (excl. sponsor support):** $100175781.25
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100300781.25
- **C.18.a - Value (excl. sponsor support):** $100300781.25
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100324218.75
- **C.18.a - Value (excl. sponsor support):** $100324218.75
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100281250.00
- **C.18.a - Value (excl. sponsor support):** $100281250.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200593750.00
- **C.18.a - Value (excl. sponsor support):** $200593750.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $75076171.88
- **C.18.a - Value (excl. sponsor support):** $75076171.88
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49982421.88
- **C.18.a - Value (excl. sponsor support):** $49982421.88
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.802246%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $300309543.33
- **C.18.a - Value (excl. sponsor support):** $300309543.33
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.742246%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $50021781.13
- **C.18.a - Value (excl. sponsor support):** $50021781.13
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** RBC Funds Trust

**Date:** 2026-05-07

**By:** Kathy Hegna

**Name of Signing Officer:** Kathy Hegna

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