# EDGAR Filing Document

**Accession Number:** 0000798290
**File Stem:** 0001410368-26-034545
**Filing Date:** 2026-4
**Character Count:** 324837
**Document Hash:** bebe3d0065d1e3455446b4a3c5d71be6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034545.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001410368-26-034545

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HSBC FUNDS
- **CENTRAL INDEX KEY:** 0000798290

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04782
- **FILM NUMBER:** 26843090

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-03-31

**Registrant Full Name:** The HSBC Funds

**CIK Number of Registrant:** 0000798290

**LEI of Registrant:** 213800JVHAGFQYZSO120

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

**LEI of Series:** 213800MK2OTSN7TSAV83

**EDGAR Series Identifier:** S000005047

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

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

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

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

### Service Providers
| Role                          | Details                                                   | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | HSBC Global Asset Management (USA) Inc.                   | 801-25999         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: New York<br>State: NY |  |
| Administrator                 | HSBC Global Asset Management (USA) Inc.                   |  |
| Transfer Agent                | State Street Bank and Trust Co.<br>CIK: 0000839287        | 085-05003         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 44 days

- **WAL:** 99 days

- **Total Value of Portfolio Securities:** $46645972586.49

- **Amortized Cost of Portfolio Securities:** $46647787413.27

- **Cash:** $0.00

- **Total Other Assets:** $84928015.90

- **Total Liabilities:** $790486028.23

- **Net Assets of Series:** $45942229400.94

- **Number of Shares Outstanding (Series):** 45942803117.8860

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $31619234931.18           | $31643695731.18            | 65.4700%                  | 65.5200%                   |
| 2026-03-03 | $31415811980.44           | $31440276863.86            | 65.0800%                  | 65.1300%                   |
| 2026-03-04 | $31171325033.35           | $31195792257.74            | 64.5900%                  | 64.6400%                   |
| 2026-03-05 | $30082115701.81           | $30182702846.14            | 63.6700%                  | 63.8800%                   |
| 2026-03-06 | $29976886989.50           | $30077490896.11            | 63.4300%                  | 63.6400%                   |
| 2026-03-09 | $31872772440.01           | $31973406416.43            | 64.7200%                  | 64.9300%                   |
| 2026-03-10 | $30219978586.88           | $30320622585.90            | 63.4500%                  | 63.6700%                   |
| 2026-03-11 | $29661695593.15           | $29762349615.78            | 62.7700%                  | 62.9800%                   |
| 2026-03-12 | $29498253326.80           | $29623913863.55            | 62.6000%                  | 62.8600%                   |
| 2026-03-13 | $29027640528.91           | $29553309906.22            | 62.2100%                  | 63.3300%                   |
| 2026-03-16 | $28528052097.27           | $29113750304.03            | 61.8000%                  | 63.0700%                   |
| 2026-03-17 | $27856347239.59           | $28692056303.14            | 61.2200%                  | 63.0600%                   |
| 2026-03-18 | $28843898563.28           | $29654618015.58            | 62.0800%                  | 63.8200%                   |
| 2026-03-19 | $29138700615.60           | $29549431389.83            | 62.8500%                  | 63.7400%                   |
| 2026-03-20 | $29870692741.38           | $30321434677.24            | 63.5000%                  | 64.4600%                   |
| 2026-03-23 | $29241048286.01           | $29841819083.53            | 63.3600%                  | 64.6700%                   |
| 2026-03-24 | $29384693250.50           | $29985474446.00            | 63.4800%                  | 64.7700%                   |
| 2026-03-25 | $30272751866.33           | $30873544635.88            | 64.1600%                  | 65.4400%                   |
| 2026-03-26 | $29646685987.57           | $30647489124.66            | 63.8200%                  | 65.9700%                   |
| 2026-03-27 | $29085956897.20           | $29686770507.61            | 63.9300%                  | 65.2500%                   |
| 2026-03-30 | $30254622690.78           | $30855467748.32            | 64.4000%                  | 65.6800%                   |
| 2026-03-31 | $30008442157.65           | $30609296157.79            | 64.2100%                  | 65.5000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7300%             |
| 2026-03-03 | 3.7300%             |
| 2026-03-04 | 3.7300%             |
| 2026-03-05 | 3.7200%             |
| 2026-03-06 | 3.7100%             |
| 2026-03-09 | 3.7100%             |
| 2026-03-10 | 3.7000%             |
| 2026-03-11 | 3.7000%             |
| 2026-03-12 | 3.7000%             |
| 2026-03-13 | 3.6900%             |
| 2026-03-16 | 3.7000%             |
| 2026-03-17 | 3.7000%             |
| 2026-03-18 | 3.7000%             |
| 2026-03-19 | 3.7000%             |
| 2026-03-20 | 3.6900%             |
| 2026-03-23 | 3.6900%             |
| 2026-03-24 | 3.6800%             |
| 2026-03-25 | 3.6800%             |
| 2026-03-26 | 3.6900%             |
| 2026-03-27 | 3.6900%             |
| 2026-03-30 | 3.6900%             |
| 2026-03-31 | 3.6900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0000                      |
|  |  |
| 2026-03-03 | 1.0000                      |
|  |  |
| 2026-03-04 | 1.0000                      |
|  |  |
| 2026-03-05 | 1.0000                      |
|  |  |
| 2026-03-06 | 1.0000                      |
|  |  |
| 2026-03-09 | 1.0000                      |
|  |  |
| 2026-03-10 | 1.0000                      |
|  |  |
| 2026-03-11 | 1.0000                      |
|  |  |
| 2026-03-12 | 1.0000                      |
|  |  |
| 2026-03-13 | 1.0000                      |
|  |  |
| 2026-03-16 | 1.0000                      |
|  |  |
| 2026-03-17 | 1.0000                      |
|  |  |
| 2026-03-18 | 0.9999                      |
|  |  |
| 2026-03-19 | 0.9999                      |
|  |  |
| 2026-03-20 | 0.9999                      |
|  |  |
| 2026-03-23 | 0.9999                      |
|  |  |
| 2026-03-24 | 0.9999                      |
|  |  |
| 2026-03-25 | 0.9999                      |
|  |  |
| 2026-03-26 | 0.9999                      |
|  |  |
| 2026-03-27 | 0.9999                      |
|  |  |
| 2026-03-30 | 0.9999                      |
|  |  |
| 2026-03-31 | 0.9999                      |
|  |  |

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

### Class: Class Y

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $2848118899.03

- **Number of Shares Outstanding:** 2848092777.0910

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $119492011.20             | $24507949.65            |
| 2026-03-03 | $9046625.60               | $384557000.74           |
| 2026-03-04 | $101498755.65             | $88332045.53            |
| 2026-03-05 | $235792941.03             | $18990271.92            |
| 2026-03-06 | $18013178.15              | $321190042.90           |
| 2026-03-09 | $61981566.28              | $57721340.42            |
| 2026-03-10 | $74375358.06              | $246539644.95           |
| 2026-03-11 | $331705178.60             | $66416907.20            |
| 2026-03-12 | $317168496.90             | $257189283.24           |
| 2026-03-13 | $245697405.26             | $92067376.27            |
| 2026-03-16 | $45764033.75              | $503460542.28           |
| 2026-03-17 | $43397510.30              | $68179615.39            |
| 2026-03-18 | $105210685.06             | $189542403.81           |
| 2026-03-19 | $29597543.33              | $19238779.21            |
| 2026-03-20 | $21443951.92              | $32687246.86            |
| 2026-03-23 | $30360114.99              | $27592701.03            |
| 2026-03-24 | $140505480.26             | $29186448.26            |
| 2026-03-25 | $119121050.03             | $87807566.35            |
| 2026-03-26 | $119131038.61             | $70983101.90            |
| 2026-03-27 | $190442678.89             | $148760665.09           |
| 2026-03-30 | $666979178.23             | $159142966.71           |
| 2026-03-31 | $501377779.72             | $154029434.92           |

**Total Gross Subscriptions (Month):** $3528102561.82

**Total Gross Redemptions (Month):** $3048123334.63

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5000%           |
| 2026-03-03 | 3.5000%           |
| 2026-03-04 | 3.5000%           |
| 2026-03-05 | 3.4900%           |
| 2026-03-06 | 3.4800%           |
| 2026-03-09 | 3.4800%           |
| 2026-03-10 | 3.4700%           |
| 2026-03-11 | 3.4700%           |
| 2026-03-12 | 3.4700%           |
| 2026-03-13 | 3.4700%           |
| 2026-03-16 | 3.4700%           |
| 2026-03-17 | 3.4700%           |
| 2026-03-18 | 3.4700%           |
| 2026-03-19 | 3.4700%           |
| 2026-03-20 | 3.4600%           |
| 2026-03-23 | 3.4600%           |
| 2026-03-24 | 3.4500%           |
| 2026-03-25 | 3.4500%           |
| 2026-03-26 | 3.4600%           |
| 2026-03-27 | 3.4600%           |
| 2026-03-30 | 3.4600%           |
| 2026-03-31 | 3.4600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                                               | PARTNERSHIPS     | 5.7100%          | 0.0000%              |
| Other                                               | PARTNERSHIPS     | 5.5800%          | 0.0000%              |
| Depository institution or other banking institution |  | 13.8000%         | 0.0000%              |
| Non-financial corporation                           |  | 12.3900%         | 0.0000%              |

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1792627847.46

- **Number of Shares Outstanding:** 1792334109.1750

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0002          |
|  |  |
| 2026-03-03 | 1.0002          |
|  |  |
| 2026-03-04 | 1.0002          |
|  |  |
| 2026-03-05 | 1.0002          |
|  |  |
| 2026-03-06 | 1.0002          |
|  |  |
| 2026-03-09 | 1.0002          |
|  |  |
| 2026-03-10 | 1.0002          |
|  |  |
| 2026-03-11 | 1.0002          |
|  |  |
| 2026-03-12 | 1.0002          |
|  |  |
| 2026-03-13 | 1.0001          |
|  |  |
| 2026-03-16 | 1.0002          |
|  |  |
| 2026-03-17 | 1.0002          |
|  |  |
| 2026-03-18 | 1.0001          |
|  |  |
| 2026-03-19 | 1.0001          |
|  |  |
| 2026-03-20 | 1.0001          |
|  |  |
| 2026-03-23 | 1.0001          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 1.0001          |
|  |  |
| 2026-03-27 | 1.0001          |
|  |  |
| 2026-03-30 | 1.0001          |
|  |  |
| 2026-03-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $5883928.86               | $5328123.85             |
| 2026-03-03 | $31831395.12              | $159475.46              |
| 2026-03-04 | $20956752.43              | $0.00                   |
| 2026-03-05 | $662963.65                | $9274584.66             |
| 2026-03-06 | $12562377.65              | $2388217.12             |
| 2026-03-09 | $1114.07                  | $9216654.52             |
| 2026-03-10 | $4925560.13               | $5627176.47             |
| 2026-03-11 | $10745551.99              | $2611675.39             |
| 2026-03-12 | $4205264.57               | $14144274.54            |
| 2026-03-13 | $9599424.08               | $3096746.29             |
| 2026-03-16 | $567578.75                | $9520519.63             |
| 2026-03-17 | $5010494.12               | $0.00                   |
| 2026-03-18 | $8353.63                  | $31494330.02            |
| 2026-03-19 | $875150.08                | $2116961.25             |
| 2026-03-20 | $22129427.01              | $193476.33              |
| 2026-03-23 | $1873048.42               | $4447797.75             |
| 2026-03-24 | $275342001.77             | $6294730.15             |
| 2026-03-25 | $427244920.89             | $1348126.46             |
| 2026-03-26 | $31382.45                 | $703056679.08           |
| 2026-03-27 | $4754014.20               | $7353389.27             |
| 2026-03-30 | $171708.15                | $23646017.65            |
| 2026-03-31 | $10160312.42              | $509381.59              |

**Total Gross Subscriptions (Month):** $849542724.44

**Total Gross Redemptions (Month):** $841828337.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.2500%           |
| 2026-03-03 | 3.2500%           |
| 2026-03-04 | 3.2500%           |
| 2026-03-05 | 3.2400%           |
| 2026-03-06 | 3.2300%           |
| 2026-03-09 | 3.2300%           |
| 2026-03-10 | 3.2200%           |
| 2026-03-11 | 3.2200%           |
| 2026-03-12 | 3.2200%           |
| 2026-03-13 | 3.2200%           |
| 2026-03-16 | 3.2200%           |
| 2026-03-17 | 3.2200%           |
| 2026-03-18 | 3.2200%           |
| 2026-03-19 | 3.2200%           |
| 2026-03-20 | 3.2100%           |
| 2026-03-23 | 3.2100%           |
| 2026-03-24 | 3.2000%           |
| 2026-03-25 | 3.2000%           |
| 2026-03-26 | 3.2100%           |
| 2026-03-27 | 3.2100%           |
| 2026-03-30 | 3.2100%           |
| 2026-03-31 | 3.2100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 89.2400%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.5400%          | 0.0000%              |

### Class: Class I

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $33471178297.98

- **Number of Shares Outstanding:** 33472357524.1600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $2743853036.58            | $1010019329.58          |
| 2026-03-03 | $1190924316.85            | $1575071397.97          |
| 2026-03-04 | $1027509062.60            | $1377002000.30          |
| 2026-03-05 | $1128062645.21            | $1684308482.31          |
| 2026-03-06 | $2717867315.62            | $2318534260.17          |
| 2026-03-09 | $2753942109.54            | $1281615336.83          |
| 2026-03-10 | $547666639.06             | $1282027035.79          |
| 2026-03-11 | $812946989.64             | $2058756099.12          |
| 2026-03-12 | $1154803371.95            | $1320561349.03          |
| 2026-03-13 | $1839777209.19            | $2408829476.08          |
| 2026-03-16 | $1624230786.47            | $1848138239.73          |
| 2026-03-17 | $1586226276.73            | $1298337855.05          |
| 2026-03-18 | $1310670234.49            | $655415615.91           |
| 2026-03-19 | $1428096247.85            | $907501294.81           |
| 2026-03-20 | $2603947787.56            | $1705923433.59          |
| 2026-03-23 | $2073477473.83            | $3348278430.05          |
| 2026-03-24 | $1905239584.38            | $2201945493.34          |
| 2026-03-25 | $1455027811.10            | $1382484546.74          |
| 2026-03-26 | $2337375502.27            | $1930455914.69          |
| 2026-03-27 | $1233844855.99            | $2161297118.47          |
| 2026-03-30 | $2297683540.10            | $1910269681.15          |
| 2026-03-31 | $1369009686.31            | $1413518963.75          |

**Total Gross Subscriptions (Month):** $37142182483.32

**Total Gross Redemptions (Month):** $37080291354.46

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6000%           |
| 2026-03-03 | 3.6000%           |
| 2026-03-04 | 3.6000%           |
| 2026-03-05 | 3.5900%           |
| 2026-03-06 | 3.5800%           |
| 2026-03-09 | 3.5800%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5700%           |
| 2026-03-17 | 3.5700%           |
| 2026-03-18 | 3.5700%           |
| 2026-03-19 | 3.5700%           |
| 2026-03-20 | 3.5600%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5500%           |
| 2026-03-25 | 3.5500%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5600%           |
| 2026-03-30 | 3.5600%           |
| 2026-03-31 | 3.5600%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | PARTNERSHIPS     | 9.2000%          | 0.0000%              |
| Other                     | PARTNERSHIPS     | 5.3800%          | 0.0000%              |
| Non-financial corporation |  | 6.0900%          | 0.0000%              |
| Non-financial corporation |  | 5.4500%          | 0.0000%              |

### Class: Intermediary Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $3448114685.49

- **Number of Shares Outstanding:** 3448097943.1300

- **Expense Reimbursement/Waiver:** 357228.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $249819027.12             | $5440693.39             |
| 2026-03-03 | $654938279.29             | $4257932.03             |
| 2026-03-04 | $88691357.44              | $220006578.34           |
| 2026-03-05 | $101981018.28             | $156565482.65           |
| 2026-03-06 | $62500000.00              | $16380180.28            |
| 2026-03-09 | $92301064.90              | $0.00                   |
| 2026-03-10 | $401058980.42             | $616228699.76           |
| 2026-03-11 | $150.00                   | $48520142.71            |
| 2026-03-12 | $912863786.48             | $416927538.44           |
| 2026-03-13 | $3004940.47               | $14266133.30            |
| 2026-03-16 | $9309613.97               | $36492304.45            |
| 2026-03-17 | $30996295.04              | $616674500.08           |
| 2026-03-18 | $68864824.29              | $600000.00              |
| 2026-03-19 | $108175.00                | $37839650.71            |
| 2026-03-20 | $73710547.00              | $4247588.01             |
| 2026-03-23 | $4355756.73               | $5500000.00             |
| 2026-03-24 | $585371020.01             | $309927184.34           |
| 2026-03-25 | $1.00                     | $7450532.22             |
| 2026-03-26 | $90306104.63              | $38028693.07            |
| 2026-03-27 | $4464787.61               | $109065125.38           |
| 2026-03-30 | $25798281.89              | $48678237.54            |
| 2026-03-31 | $398094353.61             | $600567492.61           |

**Total Gross Subscriptions (Month):** $3858538365.18

**Total Gross Redemptions (Month):** $3313664689.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5700%           |
| 2026-03-03 | 3.5700%           |
| 2026-03-04 | 3.5700%           |
| 2026-03-05 | 3.5600%           |
| 2026-03-06 | 3.5500%           |
| 2026-03-09 | 3.5500%           |
| 2026-03-10 | 3.5400%           |
| 2026-03-11 | 3.5400%           |
| 2026-03-12 | 3.5400%           |
| 2026-03-13 | 3.5300%           |
| 2026-03-16 | 3.5400%           |
| 2026-03-17 | 3.5400%           |
| 2026-03-18 | 3.5400%           |
| 2026-03-19 | 3.5400%           |
| 2026-03-20 | 3.5300%           |
| 2026-03-23 | 3.5300%           |
| 2026-03-24 | 3.5200%           |
| 2026-03-25 | 3.5200%           |
| 2026-03-26 | 3.5300%           |
| 2026-03-27 | 3.5300%           |
| 2026-03-30 | 3.5300%           |
| 2026-03-31 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 55.1200%         | 0.0000%              |
| Non-financial corporation |  | 28.3200%         | 0.0000%              |

### Class: Intermediary Service Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3740117332.20

- **Number of Shares Outstanding:** 3739885005.4000

- **Expense Reimbursement/Waiver:** 491773.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0001          |
|  |  |
| 2026-03-17 | 1.0001          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 1.0000          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 1.0000          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $406836705.46             | $73188130.91            |
| 2026-03-03 | $75153757.87              | $57082748.04            |
| 2026-03-04 | $132245781.44             | $69804506.38            |
| 2026-03-05 | $43115034.56              | $66322834.36            |
| 2026-03-06 | $99527258.13              | $28165765.91            |
| 2026-03-09 | $50855867.88              | $344154007.17           |
| 2026-03-10 | $113116421.31             | $41638144.60            |
| 2026-03-11 | $146099569.95             | $68355718.04            |
| 2026-03-12 | $68602019.00              | $107329550.51           |
| 2026-03-13 | $103585776.97             | $57948715.64            |
| 2026-03-16 | $109966614.62             | $259863281.49           |
| 2026-03-17 | $53444808.00              | $26368769.73            |
| 2026-03-18 | $108021197.88             | $155842673.84           |
| 2026-03-19 | $361972126.62             | $377884590.62           |
| 2026-03-20 | $78555544.85              | $391355138.32           |
| 2026-03-23 | $97036240.78              | $114738611.17           |
| 2026-03-24 | $192398574.14             | $44324253.43            |
| 2026-03-25 | $64725514.06              | $97297755.86            |
| 2026-03-26 | $186121074.31             | $307860662.21           |
| 2026-03-27 | $72800729.36              | $33750981.41            |
| 2026-03-30 | $58839432.09              | $64370490.94            |
| 2026-03-31 | $149700350.59             | $109392124.50           |

**Total Gross Subscriptions (Month):** $2772720399.87

**Total Gross Redemptions (Month):** $2897039455.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5500%           |
| 2026-03-03 | 3.5500%           |
| 2026-03-04 | 3.5500%           |
| 2026-03-05 | 3.5400%           |
| 2026-03-06 | 3.5300%           |
| 2026-03-09 | 3.5300%           |
| 2026-03-10 | 3.5200%           |
| 2026-03-11 | 3.5200%           |
| 2026-03-12 | 3.5200%           |
| 2026-03-13 | 3.5200%           |
| 2026-03-16 | 3.5200%           |
| 2026-03-17 | 3.5200%           |
| 2026-03-18 | 3.5200%           |
| 2026-03-19 | 3.5200%           |
| 2026-03-20 | 3.5100%           |
| 2026-03-23 | 3.5100%           |
| 2026-03-24 | 3.5000%           |
| 2026-03-25 | 3.5000%           |
| 2026-03-26 | 3.5100%           |
| 2026-03-27 | 3.5100%           |
| 2026-03-30 | 3.5100%           |
| 2026-03-31 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 15.1900%         | 0.0000%              |
| Non-financial corporation                           |  | 6.7300%          | 0.0000%              |
| Non-financial corporation                           |  | 11.1400%         | 0.0000%              |
| Non-financial corporation                           |  | 14.4500%         | 0.0000%              |

### Class: Class P

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $642072338.78

- **Number of Shares Outstanding:** 642035758.9300

- **Expense Reimbursement/Waiver:** 52469.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0001          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0001          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $17223300.75              | $2281739.90             |
| 2026-03-03 | $6628839.85               | $4604643.44             |
| 2026-03-04 | $6528637.59               | $36058451.99            |
| 2026-03-05 | $4472123.66               | $4819614.68             |
| 2026-03-06 | $93657648.85              | $4873962.94             |
| 2026-03-09 | $31598568.94              | $2077051.86             |
| 2026-03-10 | $29670249.52              | $35106549.25            |
| 2026-03-11 | $3921689.82               | $7282153.81             |
| 2026-03-12 | $3984493.53               | $13434291.42            |
| 2026-03-13 | $23183083.38              | $3943509.13             |
| 2026-03-16 | $5473462.26               | $4950279.54             |
| 2026-03-17 | $6238760.29               | $281514.89              |
| 2026-03-18 | $6312553.74               | $4223381.46             |
| 2026-03-19 | $6851729.46               | $4008788.56             |
| 2026-03-20 | $6145559.61               | $6457718.54             |
| 2026-03-23 | $10507674.55              | $6063382.03             |
| 2026-03-24 | $40478165.38              | $2518552.77             |
| 2026-03-25 | $4062210.98               | $6237210.28             |
| 2026-03-26 | $2443976.69               | $19170205.70            |
| 2026-03-27 | $1923746.73               | $21279877.56            |
| 2026-03-30 | $1155120.42               | $9985853.49             |
| 2026-03-31 | $6943893.81               | $23045254.02            |

**Total Gross Subscriptions (Month):** $319405489.81

**Total Gross Redemptions (Month):** $222703987.26

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5500%           |
| 2026-03-03 | 3.5500%           |
| 2026-03-04 | 3.5500%           |
| 2026-03-05 | 3.5400%           |
| 2026-03-06 | 3.5300%           |
| 2026-03-09 | 3.5300%           |
| 2026-03-10 | 3.5200%           |
| 2026-03-11 | 3.5200%           |
| 2026-03-12 | 3.5200%           |
| 2026-03-13 | 3.5100%           |
| 2026-03-16 | 3.5200%           |
| 2026-03-17 | 3.5200%           |
| 2026-03-18 | 3.5200%           |
| 2026-03-19 | 3.5200%           |
| 2026-03-20 | 3.5100%           |
| 2026-03-23 | 3.5100%           |
| 2026-03-24 | 3.5000%           |
| 2026-03-25 | 3.5000%           |
| 2026-03-26 | 3.5100%           |
| 2026-03-27 | 3.5100%           |
| 2026-03-30 | 3.5100%           |
| 2026-03-31 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 26.9500%         | 0.0000%              |
| Non-financial corporation |  | 5.5800%          | 0.0000%              |
| Non-financial corporation |  | 5.2100%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** BlackRock Liquidity Funds FedFund Portfolio, Institutional Shares 3.541300%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 05999F9K6, C.3 - LEI: 549300T8K043VZEOVK74
- **C.18 - Value (incl. sponsor support):** $7374322.92
- **C.18.a - Value (excl. sponsor support):** $7374322.92
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53X4, C.4 - ISIN: US3130B53X45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250013420.00
- **C.18.a - Value (excl. sponsor support):** $250013420.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HR8, C.4 - ISIN: US3130B7HR83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150003757.50
- **C.18.a - Value (excl. sponsor support):** $150003757.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-17
- **C.13 - Final Legal Maturity Date:** 2027-05-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: 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: 3130B82P6, C.4 - ISIN: US3130B82P65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249999235.00
- **C.18.a - Value (excl. sponsor support):** $249999235.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83L4, C.4 - ISIN: US3130B83L43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249999242.50
- **C.18.a - Value (excl. sponsor support):** $249999242.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84T6, C.4 - ISIN: US3130B84T69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999721.00
- **C.18.a - Value (excl. sponsor support):** $149999721.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B76, C.4 - ISIN: US3130B8B766, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199999716.00
- **C.18.a - Value (excl. sponsor support):** $199999716.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8DT6, C.4 - ISIN: US3130B8DT68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999035.50
- **C.18.a - Value (excl. sponsor support):** $149999035.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KF8, C.4 - ISIN: US3130B8KF81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199999670.00
- **C.18.a - Value (excl. sponsor support):** $199999670.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ME9, C.4 - ISIN: US3130B8ME98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200004014.00
- **C.18.a - Value (excl. sponsor support):** $200004014.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200002712.00
- **C.18.a - Value (excl. sponsor support):** $200002712.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: 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: 3130B8QU9, C.4 - ISIN: US3130B8QU94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200006988.00
- **C.18.a - Value (excl. sponsor support):** $200006988.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RW4, C.4 - ISIN: US3130B8RW42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299999283.00
- **C.18.a - Value (excl. sponsor support):** $299999283.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: 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: 3130B8SU7, C.4 - ISIN: US3130B8SU76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500000130.00
- **C.18.a - Value (excl. sponsor support):** $500000130.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8XU1, C.4 - ISIN: US3130B8XU12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250006862.50
- **C.18.a - Value (excl. sponsor support):** $250006862.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: 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: 3130B8ZF2, C.4 - ISIN: US3130B8ZF27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500005620.00
- **C.18.a - Value (excl. sponsor support):** $500005620.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZL9, C.4 - ISIN: US3130B8ZL94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499999270.00
- **C.18.a - Value (excl. sponsor support):** $499999270.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZT2, C.4 - ISIN: US3130B8ZT21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250004955.00
- **C.18.a - Value (excl. sponsor support):** $250004955.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92L3, C.4 - ISIN: US3130B92L34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250000135.00
- **C.18.a - Value (excl. sponsor support):** $250000135.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DD9, C.4 - ISIN: US3130B9DD99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200005054.00
- **C.18.a - Value (excl. sponsor support):** $200005054.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: 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: 3130B9ES5, C.4 - ISIN: US3130B9ES59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250003560.00
- **C.18.a - Value (excl. sponsor support):** $250003560.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: 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: 3130B9ET3, C.4 - ISIN: US3130B9ET33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150001761.00
- **C.18.a - Value (excl. sponsor support):** $150001761.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9HJ2, C.4 - ISIN: US3130B9HJ24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100003776.00
- **C.18.a - Value (excl. sponsor support):** $100003776.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9HP8, C.4 - ISIN: US3130B9HP83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100002584.00
- **C.18.a - Value (excl. sponsor support):** $100002584.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: 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: 3130B9JK7, C.4 - ISIN: US3130B9JK78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400000604.00
- **C.18.a - Value (excl. sponsor support):** $400000604.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: 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: 3130B9JM3, C.4 - ISIN: US3130B9JM35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150000130.50
- **C.18.a - Value (excl. sponsor support):** $150000130.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JX9, C.4 - ISIN: US3130B9JX99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400009308.00
- **C.18.a - Value (excl. sponsor support):** $400009308.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JY7, C.4 - ISIN: US3130B9JY72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150004126.50
- **C.18.a - Value (excl. sponsor support):** $150004126.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KC3, C.4 - ISIN: US3130B9KC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100002836.00
- **C.18.a - Value (excl. sponsor support):** $100002836.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KP4, C.4 - ISIN: US3130B9KP47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200004318.00
- **C.18.a - Value (excl. sponsor support):** $200004318.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: 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: 3130B9N97, C.4 - ISIN: US3130B9N975, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250001287.50
- **C.18.a - Value (excl. sponsor support):** $250001287.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: 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: 3130B9QJ2, C.4 - ISIN: US3130B9QJ23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249969557.50
- **C.18.a - Value (excl. sponsor support):** $249969557.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: 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: 3130BA6G7, C.4 - ISIN: US3130BA6G77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250003175.00
- **C.18.a - Value (excl. sponsor support):** $250003175.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VW5, C.4 - ISIN: US313313VW55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100853870.14
- **C.18.a - Value (excl. sponsor support):** $100853870.14
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.585000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A55, C.4 - ISIN: US313385A558, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $41575942.57
- **C.18.a - Value (excl. sponsor support):** $41575942.57
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.585000%
- **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):** $49367646.00
- **C.18.a - Value (excl. sponsor support):** $49367646.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.585000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B62, C.4 - ISIN: US313385B622, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15470763.41
- **C.18.a - Value (excl. sponsor support):** $15470763.41
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.585000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $443905501.50
- **C.18.a - Value (excl. sponsor support):** $443905501.50
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.585000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13108321.58
- **C.18.a - Value (excl. sponsor support):** $13108321.58
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.585000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $394303832.00
- **C.18.a - Value (excl. sponsor support):** $394303832.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.585000%
- **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):** $6601253.19
- **C.18.a - Value (excl. sponsor support):** $6601253.19
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98962889.00
- **C.18.a - Value (excl. sponsor support):** $98962889.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.590000%
- **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):** $98923000.00
- **C.18.a - Value (excl. sponsor support):** $98923000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14524089.95
- **C.18.a - Value (excl. sponsor support):** $14524089.95
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6M2, C.4 - ISIN: US3133EP6M26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250287772.50
- **C.18.a - Value (excl. sponsor support):** $250287772.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPP33, C.4 - ISIN: US3133EPP330, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50059939.00
- **C.18.a - Value (excl. sponsor support):** $50059939.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3B5, C.4 - ISIN: US3133ER3B51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250016057.50
- **C.18.a - Value (excl. sponsor support):** $250016057.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $21005995.08
- **C.18.a - Value (excl. sponsor support):** $21005995.08
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4D0, C.4 - ISIN: US3133ER4D09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49973817.00
- **C.18.a - Value (excl. sponsor support):** $49973817.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4Z1, C.4 - ISIN: US3133ER4Z11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100006993.00
- **C.18.a - Value (excl. sponsor support):** $100006993.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD65, C.4 - ISIN: US3133ERD654, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100005364.00
- **C.18.a - Value (excl. sponsor support):** $100005364.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10007515.40
- **C.18.a - Value (excl. sponsor support):** $10007515.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40031120.00
- **C.18.a - Value (excl. sponsor support):** $40031120.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK67, C.4 - ISIN: US3133ERK675, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125006731.25
- **C.18.a - Value (excl. sponsor support):** $125006731.25
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKL4, C.4 - ISIN: US3133ERKL42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164011245.11
- **C.18.a - Value (excl. sponsor support):** $164011245.11
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $67521579.75
- **C.18.a - Value (excl. sponsor support):** $67521579.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKY6, C.4 - ISIN: US3133ERKY62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174990417.00
- **C.18.a - Value (excl. sponsor support):** $174990417.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15009019.95
- **C.18.a - Value (excl. sponsor support):** $15009019.95
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPH8, C.4 - ISIN: US3133ERPH84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150006276.00
- **C.18.a - Value (excl. sponsor support):** $150006276.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60018347.40
- **C.18.a - Value (excl. sponsor support):** $60018347.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50025528.50
- **C.18.a - Value (excl. sponsor support):** $50025528.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQC8, C.4 - ISIN: US3133ERQC88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $199998226.00
- **C.18.a - Value (excl. sponsor support):** $199998226.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS77, C.4 - ISIN: US3133ERS777, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $249987767.50
- **C.18.a - Value (excl. sponsor support):** $249987767.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-13
- **C.13 - Final Legal Maturity Date:** 2027-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003780.90
- **C.18.a - Value (excl. sponsor support):** $10003780.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTL5, C.4 - ISIN: US3133ERTL50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $279974223.20
- **C.18.a - Value (excl. sponsor support):** $279974223.20
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVV0, C.4 - ISIN: US3133ERVV05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175010559.50
- **C.18.a - Value (excl. sponsor support):** $175010559.50
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW80, C.4 - ISIN: US3133ERW803, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150014796.00
- **C.18.a - Value (excl. sponsor support):** $150014796.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWG2, C.4 - ISIN: US3133ERWG29, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $350008183.00
- **C.18.a - Value (excl. sponsor support):** $350008183.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX48, C.4 - ISIN: US3133ERX488, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175115564.75
- **C.18.a - Value (excl. sponsor support):** $175115564.75
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYC9, C.4 - ISIN: US3133ERYC96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $240810889.23
- **C.18.a - Value (excl. sponsor support):** $240810889.23
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZ53, C.4 - ISIN: US3133ERZ533, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250016022.50
- **C.18.a - Value (excl. sponsor support):** $250016022.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15006733.35
- **C.18.a - Value (excl. sponsor support):** $15006733.35
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZQ7, C.4 - ISIN: US3133ERZQ73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85069112.65
- **C.18.a - Value (excl. sponsor support):** $85069112.65
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25000070.75
- **C.18.a - Value (excl. sponsor support):** $25000070.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3H8, C.4 - ISIN: US3133ET3H85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139999846.00
- **C.18.a - Value (excl. sponsor support):** $139999846.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5M5, C.4 - ISIN: US3133ET5M52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90001548.00
- **C.18.a - Value (excl. sponsor support):** $90001548.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6P7, C.4 - ISIN: US3133ET6P74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60001570.20
- **C.18.a - Value (excl. sponsor support):** $60001570.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEN3, C.4 - ISIN: US3133ETEN38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100008909.00
- **C.18.a - Value (excl. sponsor support):** $100008909.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGF8, C.4 - ISIN: US3133ETGF85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75005910.75
- **C.18.a - Value (excl. sponsor support):** $75005910.75
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLU9, C.4 - ISIN: US3133ETLU97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $188964252.54
- **C.18.a - Value (excl. sponsor support):** $188964252.54
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $196036536.36
- **C.18.a - Value (excl. sponsor support):** $196036536.36
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETND5, C.4 - ISIN: US3133ETND54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50017706.00
- **C.18.a - Value (excl. sponsor support):** $50017706.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPA9, C.4 - ISIN: US3133ETPA97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90010760.40
- **C.18.a - Value (excl. sponsor support):** $90010760.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-07
- **C.13 - Final Legal Maturity Date:** 2027-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQ26, C.4 - ISIN: US3133ETQ264, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40005460.40
- **C.18.a - Value (excl. sponsor support):** $40005460.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRJ8, C.4 - ISIN: US3133ETRJ88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125014028.75
- **C.18.a - Value (excl. sponsor support):** $125014028.75
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSC2, C.4 - ISIN: US3133ETSC27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25000427.00
- **C.18.a - Value (excl. sponsor support):** $25000427.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTH0, C.4 - ISIN: US3133ETTH05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99999853.00
- **C.18.a - Value (excl. sponsor support):** $99999853.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWK9, C.4 - ISIN: US3133ETWK96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115002812.90
- **C.18.a - Value (excl. sponsor support):** $115002812.90
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX51, C.4 - ISIN: US3133ETX518, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150020832.00
- **C.18.a - Value (excl. sponsor support):** $150020832.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-21
- **C.13 - Final Legal Maturity Date:** 2027-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY68, C.4 - ISIN: US3133ETY680, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $299999871.00
- **C.18.a - Value (excl. sponsor support):** $299999871.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAP5, C.4 - ISIN: US3133EWAP50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $335053878.05
- **C.18.a - Value (excl. sponsor support):** $335053878.05
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBZ2, C.4 - ISIN: US3133EWBZ24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35000816.55
- **C.18.a - Value (excl. sponsor support):** $35000816.55
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDH0, C.4 - ISIN: US3133EWDH08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $245007051.10
- **C.18.a - Value (excl. sponsor support):** $245007051.10
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDV9, C.4 - ISIN: US3133EWDV91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25004069.50
- **C.18.a - Value (excl. sponsor support):** $25004069.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-18
- **C.13 - Final Legal Maturity Date:** 2028-01-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEK2, C.4 - ISIN: US3133EWEK28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100002531.00
- **C.18.a - Value (excl. sponsor support):** $100002531.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25004626.50
- **C.18.a - Value (excl. sponsor support):** $25004626.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFP0, C.4 - ISIN: US3133EWFP06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69011518.86
- **C.18.a - Value (excl. sponsor support):** $69011518.86
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGD6, C.4 - ISIN: US3133EWGD66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $430003362.60
- **C.18.a - Value (excl. sponsor support):** $430003362.60
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGQ7, C.4 - ISIN: US3133EWGQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10001666.70
- **C.18.a - Value (excl. sponsor support):** $10001666.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-11
- **C.13 - Final Legal Maturity Date:** 2028-01-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGU8, C.4 - ISIN: US3133EWGU81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120027232.80
- **C.18.a - Value (excl. sponsor support):** $120027232.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-13
- **C.13 - Final Legal Maturity Date:** 2028-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGZ7, C.4 - ISIN: US3133EWGZ78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $105001283.10
- **C.18.a - Value (excl. sponsor support):** $105001283.10
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHG8, C.4 - ISIN: US3133EWHG88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $190033916.90
- **C.18.a - Value (excl. sponsor support):** $190033916.90
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-17
- **C.13 - Final Legal Maturity Date:** 2028-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHQ6, C.4 - ISIN: US3133EWHQ60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74013345.90
- **C.18.a - Value (excl. sponsor support):** $74013345.90
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-16
- **C.13 - Final Legal Maturity Date:** 2028-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJA9, C.4 - ISIN: US3133EWJA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10001882.80
- **C.18.a - Value (excl. sponsor support):** $10001882.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-24
- **C.13 - Final Legal Maturity Date:** 2028-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.750000%
- **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):** $73017917.85
- **C.18.a - Value (excl. sponsor support):** $73017917.85
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $73015432.93
- **C.18.a - Value (excl. sponsor support):** $73015432.93
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: State Street Institutional U.S. Government Money Market Fund - Premier Class

- **C.1 - Title:** State Street Institutional U.S. Government Money Market Fund - Premier Class 3.599100%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 7839989D1, C.3 - LEI: 549300BZ5TGIFZUZDZ37
- **C.18 - Value (incl. sponsor support):** $1665195184.10
- **C.18.a - Value (excl. sponsor support):** $1665195184.10
- **C.19 - Percentage of Net Assets:** 3.6200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: FIXED INCOME CLEARING CORPORATION (STATE STREET BANK)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (STATE STREET BANK) 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.66_0401
- **C.18 - Value (incl. sponsor support):** $3505000000.00
- **C.18.a - Value (excl. sponsor support):** $3505000000.00
- **C.19 - Percentage of Net Assets:** 7.6300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $992302300.00      | $992311736.80      | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $50000000.00       | $37432321.00       | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $131520000.00      | $94979574.82       | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 4.6250%  | 0.0000% | $205760100.00      | $200429771.40      | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $117000000.00      | $95513320.89       | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 3.8750%  | 0.0000% | $150000000.00      | $138003367.50      | U.S. Treasuries (including strips) |
| USTR          | 2036-01-15      | 1.8750%  | 0.0000% | $1000000000.00     | $991329960.00      | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $585499000.00      | $585953013.50      | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 0.5000%  | 0.0000% | $397326100.00      | $381709686.40      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $56560100.00       | $57437321.70       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill 3.676000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399396500.00
- **C.18.a - Value (excl. sponsor support):** $399396500.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.698000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $429757381.88
- **C.18.a - Value (excl. sponsor support):** $429757381.88
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.667000%
- **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):** $789368355.15
- **C.18.a - Value (excl. sponsor support):** $789368355.15
- **C.19 - Percentage of Net Assets:** 1.7200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.674000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $691163711.00
- **C.18.a - Value (excl. sponsor support):** $691163711.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.686000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $590751582.00
- **C.18.a - Value (excl. sponsor support):** $590751582.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.702000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $392710500.00
- **C.18.a - Value (excl. sponsor support):** $392710500.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.683000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399113972.00
- **C.18.a - Value (excl. sponsor support):** $399113972.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.685000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249270032.50
- **C.18.a - Value (excl. sponsor support):** $249270032.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.701000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498181250.00
- **C.18.a - Value (excl. sponsor support):** $498181250.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.643000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $195301134.00
- **C.18.a - Value (excl. sponsor support):** $195301134.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.691000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $596981250.00
- **C.18.a - Value (excl. sponsor support):** $596981250.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.704000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $820255309.50
- **C.18.a - Value (excl. sponsor support):** $820255309.50
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.681000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298076019.00
- **C.18.a - Value (excl. sponsor support):** $298076019.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.626000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194802400.00
- **C.18.a - Value (excl. sponsor support):** $194802400.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.681000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $297241917.00
- **C.18.a - Value (excl. sponsor support):** $297241917.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.615000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194282900.00
- **C.18.a - Value (excl. sponsor support):** $194282900.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.677000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197748370.00
- **C.18.a - Value (excl. sponsor support):** $197748370.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.685000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395211712.00
- **C.18.a - Value (excl. sponsor support):** $395211712.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.707000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.4 - ISIN: US912797TT41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $208833225.30
- **C.18.a - Value (excl. sponsor support):** $208833225.30
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.679000%
- **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):** $248447130.00
- **C.18.a - Value (excl. sponsor support):** $248447130.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.651000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $193691452.00
- **C.18.a - Value (excl. sponsor support):** $193691452.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.688000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394656056.00
- **C.18.a - Value (excl. sponsor support):** $394656056.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.682000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197194504.00
- **C.18.a - Value (excl. sponsor support):** $197194504.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.694000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394096444.00
- **C.18.a - Value (excl. sponsor support):** $394096444.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.662000%
- **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):** $397249888.00
- **C.18.a - Value (excl. sponsor support):** $397249888.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.671000%
- **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):** $545827403.00
- **C.18.a - Value (excl. sponsor support):** $545827403.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.674000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148653187.50
- **C.18.a - Value (excl. sponsor support):** $148653187.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.658000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $193145652.00
- **C.18.a - Value (excl. sponsor support):** $193145652.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.692000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UF2, C.4 - ISIN: US912797UF28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393550420.00
- **C.18.a - Value (excl. sponsor support):** $393550420.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UG0, C.4 - ISIN: US912797UG01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393261968.00
- **C.18.a - Value (excl. sponsor support):** $393261968.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.683000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393019840.00
- **C.18.a - Value (excl. sponsor support):** $393019840.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.689000%
- **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):** $396115960.00
- **C.18.a - Value (excl. sponsor support):** $396115960.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.683000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395845776.00
- **C.18.a - Value (excl. sponsor support):** $395845776.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.685000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395566168.00
- **C.18.a - Value (excl. sponsor support):** $395566168.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.695000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UR6, C.4 - ISIN: US912797UR65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395277816.00
- **C.18.a - Value (excl. sponsor support):** $395277816.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.4 - ISIN: US9128282A70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $128902775.30
- **C.18.a - Value (excl. sponsor support):** $128902775.30
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99891835.00
- **C.18.a - Value (excl. sponsor support):** $99891835.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100205005.00
- **C.18.a - Value (excl. sponsor support):** $100205005.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100088425.00
- **C.18.a - Value (excl. sponsor support):** $100088425.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100218801.00
- **C.18.a - Value (excl. sponsor support):** $100218801.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $200670974.00
- **C.18.a - Value (excl. sponsor support):** $200670974.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 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):** $600850452.00
- **C.18.a - Value (excl. sponsor support):** $600850452.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: Federated Govt Oblg Pr Shares

- **C.1 - Title:** Federated Govt Oblg Pr Shares 3.571900%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 927XCDII9, C.3 - LEI: 254900VAJ9169N7JRF45
- **C.18 - Value (incl. sponsor support):** $788959333.95
- **C.18.a - Value (excl. sponsor support):** $788959333.95
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2049-01-01
- **C.13 - Final Legal Maturity Date:** 2049-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: Dreyfus Government Cash Management, Institutional Shares

- **C.1 - Title:** Dreyfus Government Cash Management, Institutional Shares 3.533900%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 975LFWII1, C.3 - LEI: 549300F7IDB6WRO7VJ11
- **C.18 - Value (incl. sponsor support):** $8624832.84
- **C.18.a - Value (excl. sponsor support):** $8624832.84
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: Fixed Income Clearing Corporation (Bank of New York)

- **C.1 - Title:** Fixed Income Clearing Corporation (Bank of New York) 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFKL3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GFKL3_3.66_0401
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 4.3500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-05-26      | N/A      | 0.0000% | $100000000.00      | $99435000.00       | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $200000000.00      | $147296681.77      | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $140712000.00      | $111874420.53      | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $200000000.00      | $95833426.52       | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $300000000.00      | $167247601.66      | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $250000000.00      | $142936484.81      | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $150000000.00      | $147069522.10      | U.S. Treasuries (including strips) |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $100000000.00      | $120925507.85      | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $93082100.00       | $87895575.16       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $150000000.00      | $138981081.22      | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $112460000.00      | $108355160.29      | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $115000000.00      | $120451359.61      | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $154750000.00      | $161478578.47      | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $100000000.00      | $99443739.13       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $150000000.00      | $151032146.69      | U.S. Treasuries (including strips) |
| USTR          | 2036-01-15      | 1.8750%  | 0.0000% | $141012500.00      | $139743735.53      | U.S. Treasuries (including strips) |

### Security 154: FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST) 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFML1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1GFML1_3.66_0401
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 6.5300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $68874987.85       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $68874987.85       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $48094400.00       | $66250024.30       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $68874987.31       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $68874987.31       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $68874987.31       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $68874987.31       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $4959000.00        | $6831021.22        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $3223900.00        | $3269029.55        | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49312499.70       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49312499.70       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49312499.70       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49312499.70       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49312499.70       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49312499.70       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49312499.70       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49312499.70       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $17814800.00       | $17569846.39       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493131.75       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493131.69       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493131.69       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493131.69       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493131.69       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493131.69       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493131.69       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493131.69       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493131.69       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493131.69       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493131.69       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493131.69       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493131.69       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493131.69       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493131.69       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493131.69       | U.S. Treasuries (including strips) |
| USTR          | 2033-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $49877416.70       | U.S. Treasuries (including strips) |
| USTR          | 2033-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $49877416.69       | U.S. Treasuries (including strips) |
| USTR          | 2033-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $49877416.69       | U.S. Treasuries (including strips) |
| USTR          | 2033-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $49877416.69       | U.S. Treasuries (including strips) |
| USTR          | 2033-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $49877416.69       | U.S. Treasuries (including strips) |
| USTR          | 2033-03-31      | 4.2500%  | 0.0000% | $50000000.00       | $50312499.69       | U.S. Treasuries (including strips) |
| USTR          | 2033-03-31      | 4.2500%  | 0.0000% | $50000000.00       | $50312499.69       | U.S. Treasuries (including strips) |
| USTR          | 2033-03-31      | 4.2500%  | 0.0000% | $50000000.00       | $50312499.69       | U.S. Treasuries (including strips) |
| USTR          | 2033-03-31      | 4.2500%  | 0.0000% | $50000000.00       | $50312499.69       | U.S. Treasuries (including strips) |
| USTR          | 2033-03-31      | 4.2500%  | 0.0000% | $50000000.00       | $50312499.69       | U.S. Treasuries (including strips) |
| USTR          | 2033-03-31      | 4.2500%  | 0.0000% | $50000000.00       | $50312499.69       | U.S. Treasuries (including strips) |
| USTR          | 2033-03-31      | 4.2500%  | 0.0000% | $50000000.00       | $50312499.69       | U.S. Treasuries (including strips) |
| USTR          | 2033-03-31      | 4.2500%  | 0.0000% | $50000000.00       | $50312499.69       | U.S. Treasuries (including strips) |
| USTR          | 2033-03-31      | 4.2500%  | 0.0000% | $30000000.00       | $30187499.81       | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51321822.68       | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51321822.69       | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51321822.69       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49475712.65       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49475712.65       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49475712.65       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49475712.65       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49475712.65       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $34667300.00       | $34303787.48       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49312499.16       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49312499.16       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49312499.16       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49312499.16       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49312499.16       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $2185200.00        | $2155153.46        | U.S. Treasuries (including strips) |

### Security 155: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.670000%
- **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: ARP1GFMN7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1GFMN7_3.67_0401
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $75025597.00       | $56809743.71       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $47635860.00       | $46560167.16       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $56331453.00       | $55998115.16       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $73074575.00       | $44631974.37       | Agency Mortgage-Backed Securities |

### Security 156: BNP PARIBAS FORTIS SA

- **C.1 - Title:** BNP PARIBAS FORTIS SA 3.670000%
- **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: ARP1GFMP2, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1GFMP2_3.67_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1502956.00        | $888068.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $128000.00         | $75293.68          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $598.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $663.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $661.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $703.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 2.5000%  | 0.0000% | $1000.00           | $701.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $696.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $627.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $898000.00         | $619425.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 4.0000%  | 0.0000% | $639015.00         | $458998.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1167870.00        | $853120.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $85000.00          | $63865.22          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $694.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 2.0000%  | 0.0000% | $205000.00         | $147022.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1009.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1040.00           | $1055.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2033-12-01      | 7.0000%  | 0.0000% | $1000.00           | $19.00             | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 5.5000%  | 0.0000% | $1526252.00        | $26142.08          | Agency Mortgage-Backed Securities |
| FNMA          | 2029-11-01      | 6.5000%  | 0.0000% | $2515276.00        | $18988.05          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 6.5000%  | 0.0000% | $1637946.00        | $164793.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 6.5000%  | 0.0000% | $1000.00           | $4.46              | Agency Mortgage-Backed Securities |
| FNMA          | 2038-10-01      | 6.1990%  | 0.0000% | $1831762.00        | $6626.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2041-11-01      | 4.0000%  | 0.0000% | $1795000.00        | $182602.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 4.5000%  | 0.0000% | $1000.00           | $22.12             | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 4.0000%  | 0.0000% | $392957.00         | $26506.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-04-01      | 4.5000%  | 0.0000% | $1265000.00        | $136954.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 5.0000%  | 0.0000% | $180000.00         | $13915.88          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 3.0000%  | 0.0000% | $1000.00           | $133.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $80.15             | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $610.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $99020480.00       | $58962153.10       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $846682.00         | $528464.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $618.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.0000%  | 0.0000% | $55000.00          | $5191.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.0000%  | 0.0000% | $1000.00           | $94.38             | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $96000.00          | $26278.55          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $18000.00          | $7603.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 2.0000%  | 0.0000% | $2000.00           | $874.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.0000%  | 0.0000% | $389421.00         | $329861.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-01-01      | 2.0000%  | 0.0000% | $1000.00           | $552.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $642.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $705.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 4.5000%  | 0.0000% | $1373000.00        | $1253861.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 6.0000%  | 0.0000% | $10057.00          | $7446.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $3032.00           | $2778.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 4.5000%  | 0.0000% | $11068615.00       | $485638.90         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $3135615.00        | $2600940.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.31           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1721992.00        | $1448961.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 4.5000%  | 0.0000% | $2613310.00        | $2502195.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $908.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $4743870.00        | $4717951.03        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $7000.00           | $5797.39           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $982.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 5.0000%  | 0.0000% | $4201296.00        | $3444396.77        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $5024610.00        | $4806318.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1928052.00        | $1973139.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $2346260.00        | $2308208.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $2273578.00        | $2365035.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $16201.00          | $16011.53          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $11171.00          | $10959.24          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $1008.00           | $991.20            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1032.46           | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-15      | 4.5000%  | 0.0000% | $7672798.00        | $2049492.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $544.68            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 5.5000%  | 0.0000% | $1024.00           | $787.32            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 5.5000%  | 0.0000% | $3790412.00        | $2822889.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 6.5000%  | 0.0000% | $1024.00           | $418.42            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 4.5000%  | 0.0000% | $1000.00           | $361.25            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $1066.49           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-15      | 7.0000%  | 0.0000% | $2000.00           | $1849.36           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1044.45           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $968.34            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 7.5000%  | 0.0000% | $2008.00           | $1567.16           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $1000.00           | $978.32            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1057.49           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1003.00           | $1062.48           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $2000.00           | $2154.36           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.16           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $290595.00         | $311094.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1057.60           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1056.06           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $2048.00           | $1706.19           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 3.5000%  | 0.0000% | $1024.00           | $910.99            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.0000%  | 0.0000% | $205416.00         | $186814.42         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $1647714.00        | $1548971.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $1024.00           | $978.34            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $2048.00           | $1858.07           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $968.84            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 4.2690%  | 0.0000% | $9272000.00        | $8029156.34        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-01-01      | 6.2160%  | 0.0000% | $203316.00         | $187413.07         | Agency Mortgage-Backed Securities |
| FMAC          | 2030-12-01      | 4.1210%  | 0.0000% | $2488672.00        | $8005.90           | Agency Mortgage-Backed Securities |
| FMAC          | 2034-01-01      | 6.4870%  | 0.0000% | $8499125.00        | $11948.26          | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 3.5000%  | 0.0000% | $196000.00         | $23381.22          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $1001.00           | $68.42             | Agency Mortgage-Backed Securities |
| FMAC          | 2045-08-01      | 3.5000%  | 0.0000% | $54000.00          | $5063.91           | Agency Mortgage-Backed Securities |
| FMAC          | 2035-06-01      | 6.3280%  | 0.0000% | $22732782.00       | $146343.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 5.7900%  | 0.0000% | $1647000.00        | $168114.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 6.1060%  | 0.0000% | $750000.00         | $6464.44           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 6.4900%  | 0.0000% | $673269.00         | $10347.92          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 6.5790%  | 0.0000% | $5384206.00        | $29583.22          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 6.3680%  | 0.0000% | $54791972.00       | $1642682.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2038-05-01      | 6.4720%  | 0.0000% | $12317658.00       | $122793.39         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 6.4860%  | 0.0000% | $20593214.00       | $1814618.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-09-01      | 6.0080%  | 0.0000% | $1023263.00        | $685360.61         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-07-01      | 5.5000%  | 0.0000% | $4737988.00        | $38334.33          | Agency Mortgage-Backed Securities |
| FMAC          | 2034-02-01      | 5.5000%  | 0.0000% | $514286.00         | $4622.98           | Agency Mortgage-Backed Securities |
| FMAC          | 2042-09-01      | 3.0000%  | 0.0000% | $4687940.00        | $785602.24         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $161.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $180000.00         | $32839.28          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $324.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-01      | 4.0000%  | 0.0000% | $1007.00           | $234.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 5.0000%  | 0.0000% | $1090300.00        | $234618.94         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $2729327.00        | $436937.99         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-04-01      | 4.5000%  | 0.0000% | $3100000.00        | $285415.54         | Agency Mortgage-Backed Securities |
| FMAC          | 2029-12-01      | 6.5000%  | 0.0000% | $1003.00           | $4.07              | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 6.5000%  | 0.0000% | $532677.00         | $5207.80           | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $49625.00          | $5087.40           | Agency Mortgage-Backed Securities |
| FMAC          | 2039-09-01      | 6.5000%  | 0.0000% | $14753305.00       | $418695.14         | Agency Mortgage-Backed Securities |
| FMAC          | 2046-01-01      | 4.0000%  | 0.0000% | $80999.00          | $12736.24          | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 3.5000%  | 0.0000% | $158980.00         | $35503.41          | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $87.88             | Agency Mortgage-Backed Securities |
| FMAC          | 2048-12-15      | 4.5000%  | 0.0000% | $5475784.00        | $4619978.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $626.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $945000.00         | $556433.22         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 3.5000%  | 0.0000% | $4700000.00        | $1380184.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $409.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 3.0000%  | 0.0000% | $301999.00         | $178071.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $21000.00          | $14725.91          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $600136.00         | $382593.96         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $810001.00         | $614523.14         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $12276460.00       | $8360706.02        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1894347.00        | $1337067.82        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $743.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $473378.00         | $336647.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $688000.00         | $457303.77         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $839.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $6980.00           | $5069.47           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $3280795.00        | $2723668.83        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $771.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 4.5000%  | 0.0000% | $43500000.00       | $38335730.67       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $2016.00           | $1765.80           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $191.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-10-01      | 3.0000%  | 0.0000% | $4215.00           | $1311.56           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 3.0000%  | 0.0000% | $1140.00           | $493.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $548.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $889595.00         | $499318.99         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-06-01      | 2.0000%  | 0.0000% | $240999.00         | $140891.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1070.00           | $659.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 2.5000%  | 0.0000% | $2552090.00        | $1769611.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $692.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $13000.00          | $9064.93           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.5000%  | 0.0000% | $100995.00         | $68171.61          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $743.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 3.5000%  | 0.0000% | $1000.00           | $785.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 3.5000%  | 0.0000% | $94987.00          | $71445.19          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $202620.00         | $154615.73         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.0000%  | 0.0000% | $2797724.00        | $1667452.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $883.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $17000.00          | $11162.96          | Agency Mortgage-Backed Securities |
| FMAC          | 2040-03-01      | 2.7700%  | 0.0000% | $1000.00           | $789.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2040-02-01      | 3.2600%  | 0.0000% | $587196.00         | $513524.62         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-11-01      | 6.4620%  | 0.0000% | $3500000.00        | $78501.61          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-10-01      | 2.5000%  | 0.0000% | $2303713.00        | $1088076.43        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $533614.00         | $310287.35         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $1028.00           | $539.25            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $9060256.00        | $5938513.11        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $197609.00         | $158158.46         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $675.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $213999.00         | $103296.16         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1188126.00        | $817299.95         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $99103.00          | $82683.35          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 7.0000%  | 0.0000% | $1593582.00        | $1430877.26        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $3085692.00        | $2889624.43        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $959.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 3.0000%  | 0.0000% | $2168970.00        | $1646130.59        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $241.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 4.0000%  | 0.0000% | $85000.00          | $19686.79          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-10-01      | 2.5000%  | 0.0000% | $758610.00         | $419887.07         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $65000.00          | $36723.11          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $5511.00           | $3716.98           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $1976746.00        | $1572099.76        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $13800064.00       | $2723118.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 5.0000%  | 0.0000% | $1057835.00        | $516562.46         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 4.5000%  | 0.0000% | $2819297.00        | $1825250.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-03-01      | 3.7110%  | 0.0000% | $3911306.00        | $492914.12         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-03-01      | 6.1820%  | 0.0000% | $5000000.00        | $10530.68          | Agency Mortgage-Backed Securities |
| FMAC          | 2034-11-01      | 5.9970%  | 0.0000% | $8854924.00        | $43725.18          | Agency Mortgage-Backed Securities |
| FNMA          | 2027-05-01      | 6.0700%  | 0.0000% | $7678093.00        | $5189.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.4800%  | 0.0000% | $900000.00         | $587101.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 4.1900%  | 0.0000% | $1666000.00        | $1220713.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 5.0890%  | 0.0000% | $2672101.00        | $4835.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-03-01      | 7.0000%  | 0.0000% | $1219190.00        | $35248.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 5.0000%  | 0.0000% | $7317592.00        | $106313.17         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-09-01      | 6.5800%  | 0.0000% | $1598000.00        | $18608.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-09-01      | 4.5000%  | 0.0000% | $1005.00           | $108.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2026-12-01      | 3.0000%  | 0.0000% | $1000.00           | $2.79              | Agency Mortgage-Backed Securities |
| FNMA          | 2038-01-01      | 6.0100%  | 0.0000% | $22521005.00       | $594764.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.0690%  | 0.0000% | $14369215.00       | $642885.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-07-01      | 4.5000%  | 0.0000% | $3144000.00        | $230125.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 5.8650%  | 0.0000% | $14610000.00       | $251957.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 6.2090%  | 0.0000% | $1055000.00        | $86324.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.5000%  | 0.0000% | $62491264.00       | $8289741.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.2400%  | 0.0000% | $2370000.00        | $1820943.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-08-01      | 3.6300%  | 0.0000% | $75000.00          | $63883.00          | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 3.0000%  | 0.0000% | $1000.00           | $66.65             | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $1003.00           | $150.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2028-12-01      | 3.5000%  | 0.0000% | $108000.00         | $5061.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 5.1140%  | 0.0000% | $17523019.00       | $25358.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 5.9130%  | 0.0000% | $2000000.00        | $9562.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 5.1140%  | 0.0000% | $1500000.00        | $9374.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 5.5000%  | 0.0000% | $771638.00         | $7931.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-10-01      | 6.4360%  | 0.0000% | $70005647.00       | $215344.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 5.7100%  | 0.0000% | $100003682.00      | $156370.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.3820%  | 0.0000% | $350000.00         | $4992.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 5.5000%  | 0.0000% | $100004918.00      | $780434.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $975.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $355140.00         | $333586.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $677.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $888.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $172778.00         | $170586.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $6085.00           | $6053.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $957.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $5331761.00        | $5288215.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $485642.00         | $346456.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1004.00           | $923.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2544768.00        | $2245701.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $927.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1545464.00        | $1477762.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1217722.00        | $1226300.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $3320674.00        | $2680789.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $989.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $4566144.00        | $4511809.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1248.00           | $1306.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1021.00           | $988.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $751205.00         | $707899.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $3460670.00        | $666364.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.5000%  | 0.0000% | $11447410.00       | $1901893.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 6.2720%  | 0.0000% | $2771220.00        | $77894.32          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 3.9130%  | 0.0000% | $2812000.00        | $339318.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $134000.00         | $36481.70          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 6.5330%  | 0.0000% | $345038.00         | $23088.44          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $387.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2028-12-01      | 3.8100%  | 0.0000% | $325000.00         | $323541.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 5.8540%  | 0.0000% | $4880000.00        | $667479.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 3.5000%  | 0.0000% | $2200000.00        | $622950.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 6.5000%  | 0.0000% | $4303104.00        | $912557.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $210.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 4.1850%  | 0.0000% | $10143424.00       | $9306971.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 6.3390%  | 0.0000% | $17517299.00       | $15766008.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 6.6160%  | 0.0000% | $250000.00         | $35062.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 5.6960%  | 0.0000% | $2000000.00        | $167510.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 5.4290%  | 0.0000% | $1998000.00        | $427907.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $532610.00         | $270575.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $53000.00          | $28227.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 3.7250%  | 0.0000% | $717917.00         | $218208.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $553.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-11-01      | 4.9400%  | 0.0000% | $31268.00          | $32067.14          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-09-01      | 3.6500%  | 0.0000% | $2600000.00        | $2492070.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-03-01      | 4.7900%  | 0.0000% | $348133.00         | $350267.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 5.3500%  | 0.0000% | $196497.00         | $199624.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2028-11-01      | 5.7600%  | 0.0000% | $74402.00          | $77602.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1022262.00        | $648383.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2966672.00        | $2303610.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $831.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1171402.00        | $804364.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 4.7600%  | 0.0000% | $2853264.00        | $2806098.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-09-01      | 5.3700%  | 0.0000% | $45443.00          | $46871.41          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 5.1300%  | 0.0000% | $258256.00         | $263792.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-09-01      | 5.3400%  | 0.0000% | $1000.00           | $1042.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 4.8000%  | 0.0000% | $36039699.00       | $36678935.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-10-01      | 4.1650%  | 0.0000% | $36217575.00       | $35780495.26       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $347940.00         | $50304.12          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $394.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $3851128.00        | $1505222.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 3.0000%  | 0.0000% | $12986500.00       | $6558906.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $547.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $593.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $1024.00           | $527.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $1024.00           | $520.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 2.0000%  | 0.0000% | $1037.00           | $512.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $3886236.00        | $2222994.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1016.00           | $585.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $649.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $180585.00         | $115724.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $3725000.00        | $2599278.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $8384576.00        | $5993308.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $695.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $168721.00         | $130846.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $566.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $822.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $663.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $869.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1088.00           | $1123.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1125492.00        | $1109695.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1008.00           | $999.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1004.00           | $1022.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $9456487.00        | $9367148.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $7718464.00        | $6470720.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1013.00           | $1040.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $14476407.00       | $13652549.78       | Agency Mortgage-Backed Securities |
| FNMA          | 2039-06-01      | 4.0000%  | 0.0000% | $293747.00         | $60450.95          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $490.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 3.0000%  | 0.0000% | $13000.00          | $6101.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 6.5000%  | 0.0000% | $100996.00         | $37731.68          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1117810.00        | $565051.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $518.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $426.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $2619124.00        | $2706056.32        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $53137.00          | $52477.90          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $26926.00          | $27834.18          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $913.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 4.5000%  | 0.0000% | $6944431.00        | $6664778.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $962.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $924.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1004.00           | $836.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $2294208.00        | $2302814.65        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 4.7910%  | 0.0000% | $1000.00           | $990.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2034-01-01      | 3.7500%  | 0.0000% | $13854200.00       | $13000675.62       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1284278.00        | $1281237.00        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 4.5000%  | 0.0000% | $15839400.00       | $13853643.38       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $6735296.00        | $6287638.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $22527605.00       | $17725546.94       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $923.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $22017896.00       | $17084165.84       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1040.00           | $1019.91           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $11476666.00       | $11656951.20       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1280.00           | $1301.24           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1015.07           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1243328.00        | $1224504.34        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $1025.00           | $1070.59           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $963.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $4032.00           | $4047.19           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $6000.00           | $6144.37           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $2458352.00        | $2439599.18        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $853863.00         | $843571.10         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $1001.00           | $1024.11           | Agency Mortgage-Backed Securities |
| FMAC          | 2035-10-01      | 4.2000%  | 0.0000% | $4759080.00        | $4601211.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2042-07-15      | 3.5000%  | 0.0000% | $1041.00           | $102.51            | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 3.0000%  | 0.0000% | $1001.00           | $84.97             | Agency Mortgage-Backed Securities |
| GNMA          | 2043-11-20      | 3.0000%  | 0.0000% | $1000.00           | $132.35            | Agency Mortgage-Backed Securities |
| GNMA          | 2044-10-20      | 4.5000%  | 0.0000% | $1000.00           | $62.26             | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-20      | 4.0000%  | 0.0000% | $49983608.00       | $4726579.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-01-20      | 5.5000%  | 0.0000% | $3069073.00        | $108279.55         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-06-20      | 4.0000%  | 0.0000% | $1004.00           | $93.45             | Agency Mortgage-Backed Securities |
| GNMA          | 2047-06-20      | 4.5000%  | 0.0000% | $1000.00           | $84.06             | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $2024.00           | $234.41            | Agency Mortgage-Backed Securities |
| GNMA          | 2047-11-20      | 4.0000%  | 0.0000% | $1000.00           | $103.32            | Agency Mortgage-Backed Securities |
| GNMA          | 2047-11-20      | 5.0000%  | 0.0000% | $155999.00         | $16810.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-20      | 4.0000%  | 0.0000% | $2141.00           | $188.19            | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-20      | 5.0000%  | 0.0000% | $1001.00           | $57.83             | Agency Mortgage-Backed Securities |
| GNMA          | 2048-12-20      | 4.0000%  | 0.0000% | $1015.00           | $89.25             | Agency Mortgage-Backed Securities |
| GNMA          | 2038-07-20      | 6.5000%  | 0.0000% | $1000.00           | $128.00            | Agency Mortgage-Backed Securities |
| GNMA          | 2049-01-20      | 5.5000%  | 0.0000% | $1050.00           | $77.85             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-20      | 5.0000%  | 0.0000% | $4554000.00        | $292192.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-04-20      | 4.5000%  | 0.0000% | $1000.00           | $81.76             | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 6.5000%  | 0.0000% | $1000.00           | $127.65            | Agency Mortgage-Backed Securities |
| GNMA          | 2049-06-20      | 6.0000%  | 0.0000% | $1000.00           | $100.22            | Agency Mortgage-Backed Securities |
| GNMA          | 2049-06-20      | 5.0000%  | 0.0000% | $1008.00           | $86.55             | Agency Mortgage-Backed Securities |
| GNMA          | 2038-08-20      | 6.5000%  | 0.0000% | $1000.00           | $77.23             | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 1.5000%  | 0.0000% | $342129.00         | $173690.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 4.5000%  | 0.0000% | $1000.00           | $122.14            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 5.0000%  | 0.0000% | $495999.00         | $67514.27          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-02-20      | 5.5000%  | 0.0000% | $1000.00           | $281.98            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 5.0000%  | 0.0000% | $1000.00           | $233.58            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $3144.00           | $2121.87           | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 3.5000%  | 0.0000% | $2048.00           | $1379.89           | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $488.60            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 5.0000%  | 0.0000% | $166000.00         | $54008.94          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 2.0000%  | 0.0000% | $1000.00           | $539.87            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 2.0000%  | 0.0000% | $2000.00           | $1090.06           | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 2.5000%  | 0.0000% | $6480915.00        | $3777071.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 3.5000%  | 0.0000% | $2000.00           | $1333.45           | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 4.5000%  | 0.0000% | $1024.00           | $725.09            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $708.56            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 4.0000%  | 0.0000% | $1024.00           | $739.35            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $722.86            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 5.0000%  | 0.0000% | $1000.00           | $714.29            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 4.5000%  | 0.0000% | $1000.00           | $739.14            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 6.0000%  | 0.0000% | $1000.00           | $489.36            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 5.5000%  | 0.0000% | $2024.00           | $1283.95           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-03-20      | 5.5000%  | 0.0000% | $1000.00           | $553.05            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 6.0000%  | 0.0000% | $1008.00           | $478.55            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $1024.00           | $685.81            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 6.5000%  | 0.0000% | $1024.00           | $467.31            | Agency Mortgage-Backed Securities |

### Security 157: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFO13, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1GFO13_3.66_0401
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2028-11-15      | N/A      | 0.0000% | $200.00            | $180.87            | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | N/A      | 0.0000% | $1913200.00        | $640307.86         | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | N/A      | 0.0000% | $39999900.00       | $10281014.30       | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | N/A      | 0.0000% | $9063800.00        | $2150930.38        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $158395700.00      | $150550395.79      | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $400.00            | $375.35            | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $800.00            | $863.19            | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $200.00            | $185.31            | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $74712500.00       | $71985460.73       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $1005000.00        | $1010151.29        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.8434%  | 0.0000% | $13542400.00       | $13644696.27       | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | N/A      | 0.0000% | $91474260.64       | $55735449.96       | U.S. Treasuries (including strips) |

### Security 158: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 3.670000%
- **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: ARP1GFO70, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1GFO70_3.67_0401
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2056-01-20      | 7.0000%  | 0.0000% | $4001478.00        | $4284426.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1008.00           | $1072.65           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $1045.00           | $1034.10           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $8529920.00        | $6905702.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1008.00           | $914.52            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $359611583.00      | $284049456.48      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $84457616.00       | $83469870.05       | Agency Mortgage-Backed Securities |
| FMAC          | 2050-12-01      | 2.7430%  | 0.0000% | $1000.00           | $746.36            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-10-01      | 6.1300%  | 0.0000% | $970969.00         | $123670.77         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-07-01      | 3.0000%  | 0.0000% | $20012000.00       | $11735705.80       | Agency Mortgage-Backed Securities |
| FNMA          | 2028-03-01      | 3.2900%  | 0.0000% | $5142600.00        | $5084342.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 5.7690%  | 0.0000% | $5547000.00        | $159098.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $11584.00          | $11199.42          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 7.5000%  | 0.0000% | $1008.00           | $1090.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $610338.00         | $654560.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 4.4400%  | 0.0000% | $12320000.00       | $12322402.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 4.2500%  | 0.0000% | $1000.00           | $1004.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 4.2500%  | 0.0000% | $12084600.00       | $12135568.82       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $4310122.00        | $1880715.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $88414.00          | $83953.51          | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $814112.00         | $786306.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1105000.00        | $822197.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $29510784.00       | $25539177.03       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $961667.00         | $680204.33         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $635000.00         | $537226.28         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $10650008.00       | $10530849.83       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $59555859.00       | $42239463.88       | Agency Mortgage-Backed Securities |
| FMAC          | 2040-12-01      | 5.5000%  | 0.0000% | $1006.00           | $957.93            | Agency Mortgage-Backed Securities |
| GNMA          | 2046-01-20      | 4.0000%  | 0.0000% | $1017.00           | $82.16             | Agency Mortgage-Backed Securities |
| GNMA          | 2047-02-20      | 3.5000%  | 0.0000% | $103365000.00      | $11635310.38       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $488.60            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $4217800.00        | $2160635.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 3.5000%  | 0.0000% | $1024.00           | $731.70            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 5.5000%  | 0.0000% | $1024.00           | $679.88            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $10182608.00       | $7550565.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-01-20      | 2.5000%  | 0.0000% | $2042600.00        | $1296900.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $26911221.00       | $15516569.56       | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $334.39            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $2569273.00        | $2686371.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $1477.00           | $1523.41           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $13691151.00       | $8170949.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $682.22            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1610678.00        | $1395851.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $2143.00           | $1303.78           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $6121058.00        | $6534925.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1017.00           | $1072.42           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1001.00           | $1048.81           | Agency Mortgage-Backed Securities |

### Security 159: MIZUHO SECURITIES USA INC.

- **C.1 - Title:** MIZUHO SECURITIES USA INC. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFO96, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1GFO96_3.67_0401
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2026-06-15      | 4.1250%  | 0.0000% | $999300.00         | $1012088.40        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 4.6250%  | 0.0000% | $10000000.00       | $10256830.93       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-15      | 4.2500%  | 0.0000% | $299400.00         | $301342.46         | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $44952100.00       | $46089139.28       | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $200.00            | $197.87            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $33657500.00       | $34106867.39       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.3750%  | 0.0000% | $264353000.00      | $265233055.83      | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 3.5000%  | 0.0000% | $500.00            | $498.86            | U.S. Treasuries (including strips) |

### Security 160: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 3.670000%
- **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: ARP1GFOB1, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1GFOB1_3.67_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $5048.00           | $3536.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $3040.00           | $2251.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $5168.00           | $4508.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1969527.00        | $1780966.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $6923764.00        | $5797805.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $3672929.00        | $2824064.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $2024.00           | $1468.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2503.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1281790.00        | $1028478.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $30834133.00       | $28649160.57       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $52125680.00       | $48654124.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $2004.00           | $1961.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $371152.00         | $358009.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $58288982.00       | $43809966.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $47988400.00       | $36104761.82       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $43007344.00       | $30229402.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $39008000.00       | $31512295.19       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $183206880.00      | $152198942.49      | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $59298215.00       | $54202255.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $3024.00           | $3106.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $3356160.00        | $3329812.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1967.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $1494.00           | $78.86             | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $27710894.00       | $20321981.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $2024.00           | $1621.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $823941.00         | $760885.84         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1691.12           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $917.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $993.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.60           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $995.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $980.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $2024.00           | $1936.88           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $855.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1964.69           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $980.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $940.45            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $2016.00           | $1949.02           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $742.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $2024.00           | $2033.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $2947160.00        | $2968046.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.1430%  | 0.0000% | $4087.00           | $4081.69           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 3.5000%  | 0.0000% | $2005.00           | $235.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2040-05-01      | 5.0000%  | 0.0000% | $2382612.00        | $73190.24          | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1008.00           | $272.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $730.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1991577.00        | $1475134.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1696.84           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.5000%  | 0.0000% | $2016.00           | $1503.71           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $217211.00         | $154187.85         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $1008.00           | $641.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $761.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $2279.00           | $1851.55           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $5819.00           | $4618.65           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $1008.00           | $821.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $14480.00          | $11008.06          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $815.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $201.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1088.00           | $902.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $5038937.00        | $4616609.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $28001.00          | $17458.82          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $61531.00          | $38319.48          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $2162.00           | $1381.24           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $3509123.00        | $2680262.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $793.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $2040.00           | $1560.08           | Agency Mortgage-Backed Securities |
| FMAC          | 2042-09-01      | 4.0000%  | 0.0000% | $1120.00           | $263.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-05-01      | 4.0000%  | 0.0000% | $10041.00          | $1315.72           | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $1008.00           | $160.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-07-01      | 4.0000%  | 0.0000% | $2024.00           | $302.08            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $6144.00           | $1004.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $188.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 3.5000%  | 0.0000% | $3032.00           | $704.36            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $262.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.5000%  | 0.0000% | $1007.00           | $211.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $4064.00           | $2712.39           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $2159.00           | $1414.70           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $6120.00           | $4278.01           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $1200.00           | $805.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $3300.00           | $2146.70           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $4000.00           | $2717.83           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $4155.00           | $2807.61           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $665.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $5016.00           | $3717.35           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $7168.00           | $4834.13           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $1008.00           | $706.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $4024.00           | $2851.98           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $6128.00           | $4434.29           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1253.97           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1695.93           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $635.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $658.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 4.0000%  | 0.0000% | $3280.00           | $2318.15           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1544590.00        | $1037207.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2089.13           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $5179446.00        | $3741756.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $3154174.00        | $2319373.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $680.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1527.54           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $2016.00           | $1079.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 5.0000%  | 0.0000% | $1000.00           | $103.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $85.41             | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $3088.00           | $700.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $300871.00         | $42851.19          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1024.00           | $244.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $4080.00           | $1029.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $2064.00           | $407.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $3024.00           | $648.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $138.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $17185.00          | $3301.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $1024.00           | $177.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2029-08-01      | 3.5000%  | 0.0000% | $1000.00           | $44.46             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 4.0000%  | 0.0000% | $1988094.00        | $198585.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 5.0000%  | 0.0000% | $1010.00           | $9.10              | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $13000.00          | $13461.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $898.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1247875.00        | $1073974.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $3072.00           | $2528.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $483032.00         | $457697.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $838.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $672.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1694.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2073.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $4000.00           | $4146.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3030320.00        | $2823169.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $2234342.00        | $2012803.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2850.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $3000.00           | $3048.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $741.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $696.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2054.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2057.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2007.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2109.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1067.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $2008.00           | $1947.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $934.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1973.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $2016.00           | $1989.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $1024.00           | $242.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2057-01-01      | 4.0000%  | 0.0000% | $4281140.00        | $1433098.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $9207.00           | $3145.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 4.0000%  | 0.0000% | $2064.00           | $633.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 3.5000%  | 0.0000% | $30806.00          | $12217.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1787.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2062-12-01      | 2.5000%  | 0.0000% | $1000.00           | $662.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2063-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1405.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2063-06-01      | 2.5000%  | 0.0000% | $1024.00           | $639.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $11827.00          | $2330.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $1024.00           | $452.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $4172774.00        | $1167762.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 2.9800%  | 0.0000% | $3118990.00        | $2795561.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2032-12-01      | 3.0000%  | 0.0000% | $1001.00           | $89.61             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 4.5000%  | 0.0000% | $1000.00           | $256.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $1363.00           | $348.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $4377.00           | $1126.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 4.5000%  | 0.0000% | $1024.00           | $148.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $1290.00           | $356.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 4.3601%  | 0.0000% | $4697959.00        | $4644847.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $522.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $634.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $3048.00           | $918.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $3312561.00        | $1134851.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $533.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $4096.00           | $1928.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $869.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4056.00           | $2914.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $2048.00           | $1509.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2552.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $3072.00           | $2395.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1895.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $723.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1136.00           | $809.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $582.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $846.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4048.00           | $2623.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1735.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $1477244.00        | $1247161.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1498.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $117782.00         | $105292.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $803.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2949.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 4.1800%  | 0.0000% | $4503404.00        | $4506683.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 3.9100%  | 0.0000% | $497340.00         | $491584.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 4.0000%  | 0.0000% | $1008.00           | $268.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $220.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $259.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $119.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-03-01      | 3.0000%  | 0.0000% | $1000.00           | $179.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.0000%  | 0.0000% | $1024.00           | $206.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $4072.00           | $1139.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $1008.00           | $274.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $4064.00           | $1150.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $4238.00           | $794.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $1040.00           | $336.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $307.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $2024.00           | $964.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $2008.00           | $962.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $142485.00         | $58359.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $3028.00           | $1148.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $363.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $12125299.00       | $4855888.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $6144.00           | $4092.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $12030.00          | $9273.49           | Agency Mortgage-Backed Securities |

### Security 161: SOCIETE' GENERALE NY

- **C.1 - Title:** SOCIETE' GENERALE NY 3.670000%
- **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: ARP1GFOC9, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: ARP1GFOC9_3.67_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2044-12-01      | 4.0000%  | 0.0000% | $356022121.00      | $25636746.95       | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 3.5000%  | 0.0000% | $235553792.00      | $23672527.06       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $40266301.00       | $28535234.35       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $42928064.00       | $32352647.60       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $34330112.00       | $28707168.99       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $18754320.00       | $14136331.18       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 5.0000%  | 0.0000% | $39775872.00       | $32843035.71       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $31819204.00       | $26416362.17       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $35699225.00       | $28059599.06       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $27406618.00       | $21849731.53       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $34764121.00       | $29871481.47       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $39539456.00       | $34091875.48       | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $555458560.00      | $34669404.83       | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $530848073.00      | $36380384.01       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1500.00           | $1469.86           | Agency Mortgage-Backed Securities  |
| USTR          | 2026-04-21      | N/A      | 0.0000% | $58655600.00       | $58530956.85       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $56482400.00       | $54245110.29       | U.S. Treasuries (including strips) |

### Security 162: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.670000%
- **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: ARP1GFOD7, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GFOD7_3.67_0401
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2033-09-01      | 3.5000%  | 0.0000% | $2207243.00        | $105874.80         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 3.5000%  | 0.0000% | $1146570.00        | $72495.65          | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 3.0000%  | 0.0000% | $205000.00         | $21473.64          | Agency Mortgage-Backed Securities |
| FMAC          | 2044-12-01      | 4.0000%  | 0.0000% | $606000.00         | $84639.91          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-06-01      | 5.0000%  | 0.0000% | $500000.00         | $4652.13           | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 5.5000%  | 0.0000% | $1105000.00        | $6399.89           | Agency Mortgage-Backed Securities |
| FMAC          | 2039-12-01      | 5.5000%  | 0.0000% | $1237306.00        | $16319.10          | Agency Mortgage-Backed Securities |
| FMAC          | 2033-03-01      | 3.0000%  | 0.0000% | $92000.00          | $10017.17          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-04-01      | 3.5000%  | 0.0000% | $13000.00          | $3615.48           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-03-01      | 1.5000%  | 0.0000% | $10000000.00       | $4727179.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2039-12-01      | 6.0000%  | 0.0000% | $2659019.00        | $1466085.59        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $1500000.00        | $1061018.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 3.0000%  | 0.0000% | $1090333.00        | $471979.41         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-06-01      | 1.5000%  | 0.0000% | $3073106.00        | $1781520.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.5000%  | 0.0000% | $22000.00          | $11031.65          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $398614163.00      | $298145565.16      | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2292.52           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $2394807.00        | $1841884.18        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $536232.00         | $367605.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $3052223.00        | $2576078.82        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 7.5000%  | 0.0000% | $428863.00         | $296970.12         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-06-01      | 1.5000%  | 0.0000% | $26579282.00       | $14596963.31       | Agency Mortgage-Backed Securities |
| FMAC          | 2039-08-01      | 5.5000%  | 0.0000% | $8069434.00        | $4388424.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $25000000.00       | $22956873.13       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $9901066.00        | $9010162.95        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1264298.00        | $1301997.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $2613337.00        | $2498469.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 4.5000%  | 0.0000% | $2832267.00        | $2737559.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1545851.00        | $1557853.35        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $7970042.00        | $7844978.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1003643.00        | $793795.27         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $737369.00         | $716021.76         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $34348928.00       | $34103149.98       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1000000.00        | $782013.57         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $167575.00         | $148835.87         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $197900341.00      | $193169454.07      | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $46777340.00       | $47173439.69       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $71743647.00       | $70792852.72       | Agency Mortgage-Backed Securities |
| FMAC          | 2040-09-01      | 6.5000%  | 0.0000% | $4203627.00        | $3119418.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $3584000.00        | $3685790.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $6763322.00        | $6916974.92        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $7809105.00        | $7901594.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $2029350.00        | $2094843.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $6058872.00        | $6260439.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $1095686.00        | $1056054.71        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $6209350.00        | $6317338.51        | Agency Mortgage-Backed Securities |

### Security 163: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 3.670000%
- **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: ARP1GFQQ6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1GFQQ6_3.67_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2052-01-20      | 2.0000%  | 0.0000% | $5371934.00        | $3212446.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 2.5000%  | 0.0000% | $5376080.00        | $3285967.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 7.5000%  | 0.0000% | $2457562.00        | $2671374.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 5.0000%  | 0.0000% | $3450000.00        | $3234520.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $2646760.00        | $2692399.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $3301052.00        | $3102857.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.5000%  | 0.0000% | $2902775.00        | $3132279.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $2628994.00        | $2799791.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $2560186.00        | $2603217.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $2985264.00        | $2929869.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $2600802.00        | $2701999.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2670023.00        | $2828250.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $3095489.00        | $3291340.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $2800891.00        | $2856812.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 6.5000%  | 0.0000% | $3000000.00        | $2662058.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $3034094.00        | $3228919.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $3397573.00        | $2966320.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2746610.00        | $2904139.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2822133.00        | $2962352.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $3017470.00        | $3122529.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2942730.00        | $3065158.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3117403.00        | $3201440.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3098317.00        | $3285974.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $3137911.00        | $3252679.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2457411.00        | $2580176.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2826106.00        | $2966454.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $3128150.00        | $3262680.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $3198215.00        | $3299470.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $3092698.00        | $3213424.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $3228345.00        | $3211926.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2791258.00        | $3042156.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $2534748.00        | $2692664.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2935974.00        | $3149540.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2979900.00        | $3098008.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2839780.00        | $3009568.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2549902.00        | $2680715.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $3205724.00        | $3247530.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $2593532.00        | $2644584.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2965114.00        | $3204933.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 6.5000%  | 0.0000% | $2862436.00        | $2932756.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2540774.00        | $2666496.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $2650324.00        | $2721613.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $3135795.00        | $3219197.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $3336841.00        | $3303370.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $2634696.00        | $2614555.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2687298.00        | $2878389.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2776955.00        | $3021582.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2377251.00        | $2581756.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2488289.00        | $2613339.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2726161.00        | $2868733.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 7.5000%  | 0.0000% | $2629111.00        | $2846417.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2597660.00        | $2733767.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $2783543.00        | $2882302.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $2581013.00        | $2799498.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $2964511.00        | $3073401.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $2851651.00        | $3047733.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3082273.00        | $3188882.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $3125173.00        | $3221750.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3100556.00        | $3266307.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2799334.00        | $2930385.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2645988.00        | $2795233.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $2626114.00        | $2668601.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $2679703.00        | $2791384.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2543081.00        | $2670928.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2951669.00        | $3101896.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $3184543.00        | $3317387.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2514869.00        | $2657259.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2973160.00        | $3142841.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $1184269.00        | $1211842.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $2635457.00        | $2742819.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2878324.00        | $3053833.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2800722.00        | $2971097.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2983470.00        | $3164495.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2936309.00        | $3116980.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2636130.00        | $2700623.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2477600.00        | $2605280.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2950266.00        | $3176247.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2579310.00        | $2776276.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2719691.00        | $2861731.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2462220.00        | $2586356.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2926013.00        | $3082326.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $2920946.00        | $2726127.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $3292545.00        | $3269430.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.0000%  | 0.0000% | $2823969.00        | $3001380.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $2721711.00        | $2839807.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2723898.00        | $2895353.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $793837.00         | $843685.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 7.0000%  | 0.0000% | $2866232.00        | $3100722.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $3040942.00        | $3273258.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2871340.00        | $2982124.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $3379462.00        | $3267250.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2804172.00        | $2979766.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2745837.00        | $2918283.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.0000%  | 0.0000% | $2585508.00        | $2752654.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.5000%  | 0.0000% | $2995439.00        | $3230840.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $3095440.00        | $3290285.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 7.0000%  | 0.0000% | $2801404.00        | $2990309.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.0000%  | 0.0000% | $2651148.00        | $2799299.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2955878.00        | $3062753.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $2803968.00        | $2901840.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $2515276.00        | $2592841.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2955947.00        | $3179115.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.5000%  | 0.0000% | $2645168.00        | $2871431.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2532676.00        | $2683529.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2618759.00        | $2762076.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3203958.00        | $3157601.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2617369.00        | $2757160.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $2606645.00        | $2695717.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $2591590.00        | $2682157.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2470973.00        | $2634768.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 7.0000%  | 0.0000% | $2583756.00        | $2779709.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $3143773.00        | $3243131.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2869823.00        | $2958259.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $2661942.00        | $2660734.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2906846.00        | $3178767.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $3115824.00        | $3237322.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $2466864.00        | $2602711.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $2991126.00        | $2981347.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $3017223.00        | $3006709.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2790684.00        | $2895903.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2572978.00        | $2669986.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $2864031.00        | $2848682.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $2947720.00        | $2935188.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $3181169.00        | $3243832.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2912130.00        | $3005050.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3087467.00        | $3185692.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $2985692.00        | $3000097.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2610701.00        | $2703905.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $2885446.00        | $3073330.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $3257767.00        | $3321441.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $2680899.00        | $2831191.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $3178529.00        | $3324312.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-04-20      | 5.0000%  | 0.0000% | $3134023.00        | $2624868.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $2588871.00        | $2721623.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2601230.00        | $2743650.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2778609.00        | $2946501.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $2530914.00        | $2664495.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3639088.00        | $3119873.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $2841325.00        | $2922296.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3025629.00        | $3187098.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $2628314.00        | $2712182.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $3115567.00        | $3251577.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $2803275.00        | $2803208.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2947484.00        | $3121177.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2838465.00        | $2998094.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3159966.00        | $3331820.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3149893.00        | $3318002.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $3208578.00        | $3188219.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $3085958.00        | $3139892.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3109011.00        | $3322751.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2560415.00        | $2781876.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $3140133.00        | $3273167.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3054014.00        | $3316554.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2688712.00        | $2921002.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3041199.00        | $3304291.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $2591700.00        | $2670743.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $2856700.00        | $2940790.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3116703.00        | $3280333.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $3069982.00        | $3166415.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2832061.00        | $2985919.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3026143.00        | $3187781.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $2650287.00        | $2730508.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2868195.00        | $3039403.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $2624884.00        | $2715226.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2612197.00        | $2745267.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $2702435.00        | $2763322.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $3055846.00        | $2963391.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $2945540.00        | $2961945.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $3000489.00        | $3059134.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $3189701.00        | $3252532.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 4.5000%  | 0.0000% | $3401940.00        | $3294374.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $2653058.00        | $2716408.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $3090310.00        | $3077172.06        | Agency Mortgage-Backed Securities |

### Security 164: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFQR4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1GFQR4_3.66_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2041-02-15      | 2.1250%  | 0.0000% | $185200.00         | $266709.60         | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $263687900.00      | $249737882.88      | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.75            | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $95400.00          | $96006.38          | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $4829300.00        | $4897287.67        | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $200.00            | $208.70            | U.S. Treasuries (including strips) |
| USTR          | 2028-12-15      | 3.5000%  | 0.0000% | $1900.00           | $1902.00           | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** The HSBC Funds

**Date:** 2026-04-07

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

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

**Title of Signing Officer:** Vice President