# EDGAR Filing Document

**Accession Number:** 0001403166
**File Stem:** 0001145549-25-050849
**Filing Date:** 2025-8
**Character Count:** 173952
**Document Hash:** e3a09d48b56abb794a997b39f015c6d8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050849.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050849

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Master Trust
- **CENTRAL INDEX KEY:** 0001403166

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22078
- **FILM NUMBER:** 251193168

**BUSINESS ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC.
- **STREET 2:** 787 SEVENTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212-821-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC.
- **STREET 2:** 787 SEVENTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

## Series and Classes Contracts Data

### Government Master Fund (Series ID: S000054189)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000170250 | Government Master Fund |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001403166

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

**Registrant Full Name:** Master Trust

**CIK Number of Registrant:** 0001403166

**LEI of Registrant:** 549300EBIIAXTNCMYQ69

**Name of Series:** Government Master Fund

**LEI of Series:** 54930015XY4J2ENG8G36

**EDGAR Series Identifier:** S000054189

**Total number of share classes in the series:** 1

**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            | UBS ASSET MANAGEMENT (AMERICAS) LLC               | 801-34910         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: New York<br>State: NY |  |
| Administrator                 | UBS ASSET MANAGEMENT (AMERICAS) LLC               |  |
| Transfer Agent                | None<br>CIK: —                                    |  |

### Fund Characteristics & Assets

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

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

- **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:** 40 days

- **WAL:** 112 days

- **Total Value of Portfolio Securities:** $24367562595.79

- **Amortized Cost of Portfolio Securities:** $24366985900.24

- **Cash:** $552962696.72

- **Total Other Assets:** $25845957.10

- **Total Liabilities:** $250575683.84

- **Net Assets of Series:** $24695218870.22

- **Number of Shares Outstanding (Series):** 0.0000

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $20447997141.27           | $21440802799.09            | 78.4800%                  | 82.2900%                   |
| 2025-07-02 | $20212928142.51           | $21117823951.28            | 78.5500%                  | 82.0700%                   |
| 2025-07-03 | $20233283152.14           | $21050248471.45            | 78.8200%                  | 82.0000%                   |
| 2025-07-07 | $20623952845.73           | $21441186300.82            | 79.1400%                  | 82.2800%                   |
| 2025-07-08 | $20627796599.68           | $21445100765.91            | 79.1400%                  | 82.2800%                   |
| 2025-07-09 | $21125130913.93           | $21690537886.97            | 80.2900%                  | 82.4400%                   |
| 2025-07-10 | $20456600683.64           | $21022050560.19            | 79.7800%                  | 81.9900%                   |
| 2025-07-11 | $20480078960.42           | $21045571739.49            | 79.7800%                  | 81.9800%                   |
| 2025-07-14 | $21342069712.77           | $21907692995.33            | 80.4400%                  | 82.5700%                   |
| 2025-07-15 | $21214044675.95           | $21779708670.61            | 79.8500%                  | 81.9700%                   |
| 2025-07-16 | $21063701197.74           | $21629407800.24            | 79.7300%                  | 81.8700%                   |
| 2025-07-17 | $20395733812.85           | $20961484603.72            | 79.2100%                  | 81.4000%                   |
| 2025-07-18 | $20459098593.61           | $20925926919.02            | 79.5400%                  | 81.3600%                   |
| 2025-07-21 | $20935779822.17           | $21402701635.10            | 79.9300%                  | 81.7100%                   |
| 2025-07-22 | $20619689703.22           | $20952658522.70            | 79.7000%                  | 80.9900%                   |
| 2025-07-23 | $21021478654.68           | $21221478654.68            | 80.4300%                  | 81.1900%                   |
| 2025-07-24 | $20678904852.16           | $20878904852.16            | 80.1600%                  | 80.9400%                   |
| 2025-07-25 | $20702966984.40           | $20902966984.40            | 80.1700%                  | 80.9400%                   |
| 2025-07-28 | $21200839868.83           | $21430840482.33            | 80.5600%                  | 81.4400%                   |
| 2025-07-29 | $20588268007.04           | $20933269660.14            | 80.1000%                  | 81.4400%                   |
| 2025-07-30 | $20583187360.02           | $21058189907.22            | 80.0900%                  | 81.9400%                   |
| 2025-07-31 | $19870208719.69           | $20345211153.24            | 79.6500%                  | 81.5600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 0.0000%             |
| 2025-07-02 | 0.0000%             |
| 2025-07-03 | 0.0000%             |
| 2025-07-07 | 0.0000%             |
| 2025-07-08 | 0.0000%             |
| 2025-07-09 | 0.0000%             |
| 2025-07-10 | 0.0000%             |
| 2025-07-11 | 0.0000%             |
| 2025-07-14 | 0.0000%             |
| 2025-07-15 | 0.0000%             |
| 2025-07-16 | 0.0000%             |
| 2025-07-17 | 0.0000%             |
| 2025-07-18 | 0.0000%             |
| 2025-07-21 | 0.0000%             |
| 2025-07-22 | 0.0000%             |
| 2025-07-23 | 0.0000%             |
| 2025-07-24 | 0.0000%             |
| 2025-07-25 | 0.0000%             |
| 2025-07-28 | 0.0000%             |
| 2025-07-29 | 0.0000%             |
| 2025-07-30 | 0.0000%             |
| 2025-07-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 1.0001                      |
|  |  |
| 2025-07-02 | 1.0001                      |
|  |  |
| 2025-07-03 | 1.0000                      |
|  |  |
| 2025-07-07 | 1.0000                      |
|  |  |
| 2025-07-08 | 1.0000                      |
|  |  |
| 2025-07-09 | 1.0001                      |
|  |  |
| 2025-07-10 | 1.0001                      |
|  |  |
| 2025-07-11 | 1.0000                      |
|  |  |
| 2025-07-14 | 1.0000                      |
|  |  |
| 2025-07-15 | 1.0000                      |
|  |  |
| 2025-07-16 | 1.0000                      |
|  |  |
| 2025-07-17 | 1.0000                      |
|  |  |
| 2025-07-18 | 1.0000                      |
|  |  |
| 2025-07-21 | 1.0000                      |
|  |  |
| 2025-07-22 | 1.0001                      |
|  |  |
| 2025-07-23 | 1.0000                      |
|  |  |
| 2025-07-24 | 1.0000                      |
|  |  |
| 2025-07-25 | 1.0000                      |
|  |  |
| 2025-07-28 | 1.0000                      |
|  |  |
| 2025-07-29 | 1.0001                      |
|  |  |
| 2025-07-30 | 1.0000                      |
|  |  |
| 2025-07-31 | 1.0000                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $24695218870.22

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0001          |
|  |  |
| 2025-07-02 | 1.0001          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0001          |
|  |  |
| 2025-07-10 | 1.0001          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0001          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0001          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $0.00                     | $0.00                   |
| 2025-07-02 | $0.00                     | $0.00                   |
| 2025-07-03 | $0.00                     | $0.00                   |
| 2025-07-07 | $0.00                     | $0.00                   |
| 2025-07-08 | $0.00                     | $0.00                   |
| 2025-07-09 | $0.00                     | $0.00                   |
| 2025-07-10 | $0.00                     | $0.00                   |
| 2025-07-11 | $0.00                     | $0.00                   |
| 2025-07-14 | $0.00                     | $0.00                   |
| 2025-07-15 | $0.00                     | $0.00                   |
| 2025-07-16 | $0.00                     | $0.00                   |
| 2025-07-17 | $0.00                     | $0.00                   |
| 2025-07-18 | $0.00                     | $0.00                   |
| 2025-07-21 | $0.00                     | $0.00                   |
| 2025-07-22 | $0.00                     | $0.00                   |
| 2025-07-23 | $0.00                     | $0.00                   |
| 2025-07-24 | $0.00                     | $0.00                   |
| 2025-07-25 | $0.00                     | $0.00                   |
| 2025-07-28 | $0.00                     | $0.00                   |
| 2025-07-29 | $0.00                     | $0.00                   |
| 2025-07-30 | $0.00                     | $0.00                   |
| 2025-07-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $0.00

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 0.0000%           |
| 2025-07-02 | 0.0000%           |
| 2025-07-03 | 0.0000%           |
| 2025-07-07 | 0.0000%           |
| 2025-07-08 | 0.0000%           |
| 2025-07-09 | 0.0000%           |
| 2025-07-10 | 0.0000%           |
| 2025-07-11 | 0.0000%           |
| 2025-07-14 | 0.0000%           |
| 2025-07-15 | 0.0000%           |
| 2025-07-16 | 0.0000%           |
| 2025-07-17 | 0.0000%           |
| 2025-07-18 | 0.0000%           |
| 2025-07-21 | 0.0000%           |
| 2025-07-22 | 0.0000%           |
| 2025-07-23 | 0.0000%           |
| 2025-07-24 | 0.0000%           |
| 2025-07-25 | 0.0000%           |
| 2025-07-28 | 0.0000%           |
| 2025-07-29 | 0.0000%           |
| 2025-07-30 | 0.0000%           |
| 2025-07-31 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWTG5, C.4 - ISIN: US3130AWTG57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54001203.66
- **C.18.a - Value (excl. sponsor support):** $54001203.66
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWXD7, C.4 - ISIN: US3130AWXD70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $86007046.84
- **C.18.a - Value (excl. sponsor support):** $86007046.84
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2A39, C.4 - ISIN: US3130B2A399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115000787.75
- **C.18.a - Value (excl. sponsor support):** $115000787.75
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2AF2, C.4 - ISIN: US3130B2AF22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $130001341.60
- **C.18.a - Value (excl. sponsor support):** $130001341.60
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2PY5, C.4 - ISIN: US3130B2PY55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64046972.16
- **C.18.a - Value (excl. sponsor support):** $64046972.16
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **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 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53U0, C.4 - ISIN: US3130B53U06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $153148191.30
- **C.18.a - Value (excl. sponsor support):** $153148191.30
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XA1, C.4 - ISIN: US3130B5XA19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69027958.11
- **C.18.a - Value (excl. sponsor support):** $69027958.11
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XG8, C.4 - ISIN: US3130B5XG88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104042980.08
- **C.18.a - Value (excl. sponsor support):** $104042980.08
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **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 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y85, C.4 - ISIN: US3130B5Y855, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103042566.81
- **C.18.a - Value (excl. sponsor support):** $103042566.81
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **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 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YZ5, C.4 - ISIN: US3130B5YZ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $68999835.78
- **C.18.a - Value (excl. sponsor support):** $68999835.78
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **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 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z27, C.4 - ISIN: US3130B5Z274, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69018957.06
- **C.18.a - Value (excl. sponsor support):** $69018957.06
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z43, C.4 - ISIN: US3130B5Z431, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133018126.57
- **C.18.a - Value (excl. sponsor support):** $133018126.57
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103055095.73
- **C.18.a - Value (excl. sponsor support):** $103055095.73
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZT8, C.4 - ISIN: US3130B5ZT81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $101999739.90
- **C.18.a - Value (excl. sponsor support):** $101999739.90
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **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 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $102048535.68
- **C.18.a - Value (excl. sponsor support):** $102048535.68
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250009094.16
- **C.18.a - Value (excl. sponsor support):** $250009094.16
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MT0, C.4 - ISIN: US313385MT05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125951720.41
- **C.18.a - Value (excl. sponsor support):** $125951720.41
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MU7, C.4 - ISIN: US313385MU77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124945117.92
- **C.18.a - Value (excl. sponsor support):** $124945117.92
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **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 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $167485477.77
- **C.18.a - Value (excl. sponsor support):** $167485477.77
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $173390437.50
- **C.18.a - Value (excl. sponsor support):** $173390437.50
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **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 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NE2, C.4 - ISIN: US313385NE27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134701030.00
- **C.18.a - Value (excl. sponsor support):** $134701030.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **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 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NG7, C.4 - ISIN: US313385NG74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $131698318.36
- **C.18.a - Value (excl. sponsor support):** $131698318.36
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **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 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NM4, C.4 - ISIN: US313385NM43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $114796306.28
- **C.18.a - Value (excl. sponsor support):** $114796306.28
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **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 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124605162.36
- **C.18.a - Value (excl. sponsor support):** $124605162.36
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QC3, C.4 - ISIN: US313385QC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124150879.44
- **C.18.a - Value (excl. sponsor support):** $124150879.44
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123947040.42
- **C.18.a - Value (excl. sponsor support):** $123947040.42
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QZ2, C.4 - ISIN: US313385QZ29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123845120.28
- **C.18.a - Value (excl. sponsor support):** $123845120.28
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385RG3
- **C.18 - Value (incl. sponsor support):** $243595415.84
- **C.18.a - Value (excl. sponsor support):** $243595415.84
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SC1, C.4 - ISIN: US313385SC16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120533594.16
- **C.18.a - Value (excl. sponsor support):** $120533594.16
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30000304.20
- **C.18.a - Value (excl. sponsor support):** $30000304.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPTT2, C.4 - ISIN: US3133EPTT21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86005692.34
- **C.18.a - Value (excl. sponsor support):** $86005692.34
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYR0, C.4 - ISIN: US3133EPYR00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90030766.50
- **C.18.a - Value (excl. sponsor support):** $90030766.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **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 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **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):** $100077784.00
- **C.18.a - Value (excl. sponsor support):** $100077784.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63999006.08
- **C.18.a - Value (excl. sponsor support):** $63999006.08
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28009671.20
- **C.18.a - Value (excl. sponsor support):** $28009671.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **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 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69018993.63
- **C.18.a - Value (excl. sponsor support):** $69018993.63
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **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 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68033716.44
- **C.18.a - Value (excl. sponsor support):** $68033716.44
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEL7, C.4 - ISIN: US3133ETEL71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80025750.40
- **C.18.a - Value (excl. sponsor support):** $80025750.40
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETER4, C.4 - ISIN: US3133ETER42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95000834.10
- **C.18.a - Value (excl. sponsor support):** $95000834.10
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 40: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45599P007, C.3 - LEI: N/A, C.5 - Other ID: 45599P007_4.37_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2033-05-01      | 3.0000%  | 0.0000% | $1013000.00        | $112988.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.7150%  | 0.0000% | $400000.00         | $327244.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-01      | 6.4070%  | 0.0000% | $25037120.00       | $230164.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-12-01      | 5.5000%  | 0.0000% | $51871424.00       | $500796.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-10-01      | 4.0000%  | 0.0000% | $11496208.00       | $829137.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-02-01      | 5.5000%  | 0.0000% | $108776160.00      | $742288.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-04-01      | 5.1050%  | 0.0000% | $13613808.00       | $147533.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-07-01      | 7.1990%  | 0.0000% | $24200000.00       | $206602.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-01-01      | 6.5000%  | 0.0000% | $130329600.00      | $148259.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-12-01      | 6.6670%  | 0.0000% | $24366368.00       | $496183.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-09-01      | 7.3660%  | 0.0000% | $110055424.00      | $575214.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-11-01      | 6.5000%  | 0.0000% | $940000.00         | $22950.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-11-01      | 2.5000%  | 0.0000% | $162000.00         | $47462.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 6.5000%  | 0.0000% | $10000000.00       | $7818062.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-03-01      | 4.5000%  | 0.0000% | $800000.00         | $121096.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-04-01      | 3.5000%  | 0.0000% | $1598710.00        | $53624.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-04-01      | 4.0000%  | 0.0000% | $1661906.00        | $264645.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-11-01      | 3.5000%  | 0.0000% | $165000.00         | $39206.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-12-01      | 4.0000%  | 0.0000% | $370000.00         | $62288.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-01      | 2.5000%  | 0.0000% | $1044204.00        | $718924.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 6.5000%  | 0.0000% | $337297.00         | $341567.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-01-01      | 6.5970%  | 0.0000% | $985000.00         | $128789.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-03-01      | 2.6850%  | 0.0000% | $1400000.00        | $186601.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-01-01      | 6.5000%  | 0.0000% | $14075000.00       | $99163.72          | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-09-01      | 6.5000%  | 0.0000% | $5250000.00        | $16376.78          | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-09-01      | 6.5000%  | 0.0000% | $5658536.00        | $7399.79           | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-07-01      | 5.0000%  | 0.0000% | $10088496.00       | $15879.77          | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-08-01      | 3.6500%  | 0.0000% | $2276944.00        | $2243989.03        | Agency Mortgage-Backed Securities |
| FNMA                             | 2027-07-01      | 7.0000%  | 0.0000% | $4999639.00        | $11183.09          | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-04-01      | 6.3690%  | 0.0000% | $4450000.00        | $489073.54         | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-05-01      | 6.3640%  | 0.0000% | $2946920.00        | $384501.82         | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-09-01      | 7.0000%  | 0.0000% | $2885000.00        | $12433.38          | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-05-01      | 6.5000%  | 0.0000% | $6262496.00        | $30627.67          | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-10-01      | 6.9480%  | 0.0000% | $44702528.00       | $1258817.67        | Agency Mortgage-Backed Securities |
| FNMA                             | 2026-09-01      | 4.5000%  | 0.0000% | $1150000.00        | $8011.14           | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-10-01      | 4.0000%  | 0.0000% | $185000.00         | $7755.32           | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-05-01      | 6.5000%  | 0.0000% | $200000.00         | $13373.10          | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-01-01      | 4.5000%  | 0.0000% | $900000.00         | $116154.60         | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-06-01      | 5.0000%  | 0.0000% | $3088740.00        | $173256.46         | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-04-01      | 3.0000%  | 0.0000% | $3000000.00        | $149816.94         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-10-01      | 6.6820%  | 0.0000% | $2860000.00        | $184932.22         | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-07-01      | 6.7770%  | 0.0000% | $2300000.00        | $81373.04          | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-11-01      | 3.5000%  | 0.0000% | $400000.00         | $60465.40          | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-02-01      | 6.5000%  | 0.0000% | $1423500.00        | $65875.86          | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-12-01      | 2.9400%  | 0.0000% | $985000.00         | $670571.75         | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-07-01      | 3.1300%  | 0.0000% | $2105260.00        | $1426087.31        | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-06-01      | 3.6200%  | 0.0000% | $3888608.00        | $3655239.67        | Agency Mortgage-Backed Securities |
| FNMA                             | 2027-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $88175.79          | Agency Mortgage-Backed Securities |
| FNMA                             | 2027-12-01      | 2.5000%  | 0.0000% | $12818240.00       | $445098.61         | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-12-01      | 3.5000%  | 0.0000% | $600000.00         | $68920.27          | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-07-01      | 2.0000%  | 0.0000% | $1077766.00        | $38450.33          | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-02-01      | 2.0000%  | 0.0000% | $1000000.00        | $48125.13          | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-11-01      | 3.5000%  | 0.0000% | $580000.00         | $22905.90          | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-04-01      | 5.5000%  | 0.0000% | $2106904.00        | $265426.53         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-07-01      | 4.0000%  | 0.0000% | $2550060.00        | $210847.86         | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-06-01      | 3.5000%  | 0.0000% | $2806756.00        | $251254.02         | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-10-01      | 4.0000%  | 0.0000% | $3354804.00        | $849111.53         | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-11-01      | 2.0000%  | 0.0000% | $183000.00         | $31627.42          | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-02-01      | 2.0000%  | 0.0000% | $27458.00          | $6217.65           | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-03-01      | 2.5000%  | 0.0000% | $57000.00          | $9544.73           | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-06-01      | 3.5000%  | 0.0000% | $1343378.00        | $210900.57         | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $72163.33          | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-06-01      | 2.5250%  | 0.0000% | $194557.00         | $22143.92          | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-10-01      | 3.5000%  | 0.0000% | $2090000.00        | $272483.17         | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-06-01      | 7.0000%  | 0.0000% | $5910000.00        | $10617.33          | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-05-01      | 6.5470%  | 0.0000% | $3145000.00        | $11684.72          | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-04-01      | 5.0000%  | 0.0000% | $675000.00         | $6566.63           | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-01-01      | 5.5000%  | 0.0000% | $13744000.00       | $121766.47         | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-04-01      | 7.0000%  | 0.0000% | $740000.00         | $6116.74           | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-10-01      | 5.5000%  | 0.0000% | $1000000.00        | $21025.30          | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-10-01      | 5.0000%  | 0.0000% | $553980.00         | $8658.66           | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-07-01      | 6.5000%  | 0.0000% | $775000.00         | $10209.75          | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-10-01      | 7.5000%  | 0.0000% | $960000.00         | $13688.01          | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-05-01      | 6.2080%  | 0.0000% | $29305440.00       | $245299.65         | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-11-01      | 5.0000%  | 0.0000% | $633120.00         | $10895.96          | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-12-01      | 6.0080%  | 0.0000% | $2800000.00        | $16201.76          | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-08-01      | 5.5720%  | 0.0000% | $7894376.00        | $40014.38          | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-08-01      | 5.5000%  | 0.0000% | $1235000.00        | $12212.66          | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-10-01      | 7.2100%  | 0.0000% | $2230152.00        | $40282.94          | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-03-01      | 6.7370%  | 0.0000% | $7000000.00        | $66931.68          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-09-01      | 5.5000%  | 0.0000% | $1806598.00        | $1769294.15        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-11-01      | 5.5000%  | 0.0000% | $49819.00          | $48732.07          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-03-01      | 6.5000%  | 0.0000% | $1073744.00        | $731361.20         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-06-01      | 5.5000%  | 0.0000% | $203024.00         | $193424.42         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 5.0000%  | 0.0000% | $2143096.00        | $2097895.18        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-07-01      | 5.0000%  | 0.0000% | $1651154.00        | $1592964.66        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-09-01      | 5.5000%  | 0.0000% | $679806.00         | $672737.27         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-08-01      | 5.5000%  | 0.0000% | $36231.00          | $35105.80          | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-01      | 5.5000%  | 0.0000% | $1509248.00        | $1511485.34        | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-09-01      | 5.0000%  | 0.0000% | $1047394.00        | $1008061.72        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-01      | 5.5000%  | 0.0000% | $641144.00         | $635540.49         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 6.5000%  | 0.0000% | $1323386.00        | $1197439.62        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 5.5000%  | 0.0000% | $1612308.00        | $1604564.87        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 6.5000%  | 0.0000% | $1080854.00        | $1134602.35        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-01      | 6.0000%  | 0.0000% | $1917914.00        | $1951059.67        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 4.5000%  | 0.0000% | $9154816.00        | $8619367.34        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-01      | 5.5000%  | 0.0000% | $684697.00         | $680688.95         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 5.0000%  | 0.0000% | $201183.00         | $195056.53         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-01      | 6.5000%  | 0.0000% | $1543798.00        | $1616675.15        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-01      | 6.5000%  | 0.0000% | $1449464.00        | $1441406.94        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-01      | 4.5000%  | 0.0000% | $1007068.00        | $958551.91         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-01      | 6.0000%  | 0.0000% | $2261424.00        | $2319217.82        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-01      | 7.0000%  | 0.0000% | $1183336.00        | $1257022.25        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-01      | 4.5000%  | 0.0000% | $38573.00          | $35549.62          | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 5.5500%  | 0.0000% | $10104512.00       | $10185392.42       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-01      | 5.5250%  | 0.0000% | $710000.00         | $716289.90         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-01      | 6.5000%  | 0.0000% | $1110232.00        | $1153998.48        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 5.5000%  | 0.0000% | $3752372.00        | $3756205.73        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 6.0000%  | 0.0000% | $3927308.00        | $4020093.72        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 6.0000%  | 0.0000% | $1997633.00        | $2039522.52        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-06-01      | 5.5000%  | 0.0000% | $1030142.00        | $1052075.14        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-07-01      | 5.5000%  | 0.0000% | $1931248.00        | $1982579.11        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 5.5000%  | 0.0000% | $600556.00         | $599856.20         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 6.0000%  | 0.0000% | $2638604.00        | $2704993.92        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 6.0000%  | 0.0000% | $3664656.00        | $3836488.06        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 6.0000%  | 0.0000% | $1206350.00        | $1240417.32        | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-12-01      | 3.5000%  | 0.0000% | $100000.00         | $24550.40          | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-01-01      | 4.5000%  | 0.0000% | $840000.00         | $33895.85          | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-05-01      | 3.5000%  | 0.0000% | $2000000.00        | $533732.65         | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-08-01      | 3.0000%  | 0.0000% | $205000.00         | $62618.28          | Agency Mortgage-Backed Securities |
| FNMA                             | 2058-05-01      | 3.5000%  | 0.0000% | $680000.00         | $228908.01         | Agency Mortgage-Backed Securities |
| FNMA                             | 2059-01-01      | 3.0000%  | 0.0000% | $400000.00         | $141333.98         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-12-01      | 3.5000%  | 0.0000% | $972627.00         | $165877.73         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-04-01      | 3.5000%  | 0.0000% | $3511636.00        | $478619.34         | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-07-01      | 4.0000%  | 0.0000% | $66558.00          | $5897.29           | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-05-01      | 4.5000%  | 0.0000% | $508511.00         | $58349.89          | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-09-01      | 4.5000%  | 0.0000% | $22700000.00       | $6582199.23        | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-08-01      | 3.5000%  | 0.0000% | $36254.00          | $7115.66           | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-07-01      | 6.8040%  | 0.0000% | $2215000.00        | $335361.16         | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-10-01      | 3.0000%  | 0.0000% | $500000.00         | $55667.11          | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-10-01      | 4.0000%  | 0.0000% | $239000.00         | $28946.27          | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-11-01      | 2.5000%  | 0.0000% | $16430000.00       | $4492570.99        | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-09-01      | 3.0000%  | 0.0000% | $250000.00         | $66315.69          | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-04-01      | 2.0000%  | 0.0000% | $1964434.00        | $798839.82         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-06-01      | 2.4730%  | 0.0000% | $2500000.00        | $678326.91         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-09-01      | 2.5000%  | 0.0000% | $1795000.00        | $728760.03         | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-10-01      | 1.5000%  | 0.0000% | $78544.00          | $34432.61          | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-03-01      | 2.0000%  | 0.0000% | $2675000.00        | $1370067.92        | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-06-01      | 4.1700%  | 0.0000% | $140000.00         | $140362.88         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-09-01      | 2.0000%  | 0.0000% | $285000.00         | $176856.74         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $68626.81          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-07-01      | 8.0000%  | 0.0000% | $3257540.00        | $2844664.85        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-01      | 5.5000%  | 0.0000% | $9818832.00        | $9811306.91        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-11-01      | 3.0000%  | 0.0000% | $637279.00         | $505711.95         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-02-01      | 6.5000%  | 0.0000% | $1079662.00        | $759072.65         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-05-01      | 3.5000%  | 0.0000% | $666949.00         | $537850.33         | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-06-01      | 5.5000%  | 0.0000% | $1285674.00        | $1304645.34        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-06-01      | 6.0000%  | 0.0000% | $1253384.00        | $1301198.17        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-03-01      | 3.5000%  | 0.0000% | $1779636.00        | $1468274.88        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 3.0000%  | 0.0000% | $543417.00         | $391334.92         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-05-01      | 3.0000%  | 0.0000% | $1587384.00        | $1149140.89        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 4.0000%  | 0.0000% | $1179770.00        | $919590.88         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-07-01      | 3.0000%  | 0.0000% | $2882604.00        | $2300398.71        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-01      | 4.0000%  | 0.0000% | $91232.00          | $69234.53          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-08-01      | 5.0000%  | 0.0000% | $610113.00         | $475881.73         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-04-01      | 5.5000%  | 0.0000% | $2799132.00        | $2054000.71        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 6.5000%  | 0.0000% | $1378556.00        | $1104814.71        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-06-01      | 5.0000%  | 0.0000% | $411874.00         | $295329.46         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-06-01      | 7.0000%  | 0.0000% | $1951798.00        | $1272055.18        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 5.5000%  | 0.0000% | $1621862.00        | $1350590.00        | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-04-01      | 4.3400%  | 0.0000% | $18130000.00       | $17955982.22       | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-09-01      | 4.5000%  | 0.0000% | $550000.00         | $56945.67          | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-03-01      | 4.5000%  | 0.0000% | $184000.00         | $17919.88          | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-06-01      | 4.0000%  | 0.0000% | $855918.00         | $215961.35         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-09-01      | 3.5000%  | 0.0000% | $550000.00         | $110597.21         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-09-01      | 3.0000%  | 0.0000% | $590000.00         | $102347.60         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-03-01      | 4.0000%  | 0.0000% | $457099.00         | $70284.20          | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-03-01      | 2.5000%  | 0.0000% | $30000000.00       | $12141254.01       | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-12-01      | 2.5000%  | 0.0000% | $1838600.00        | $896957.90         | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-03-01      | 2.5000%  | 0.0000% | $1503890.00        | $869334.80         | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-06-01      | 2.5000%  | 0.0000% | $59000.00          | $32674.16          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-01-01      | 3.5000%  | 0.0000% | $1069334.00        | $670127.24         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-12-01      | 2.5000%  | 0.0000% | $31000.00          | $21298.22          | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-03-01      | 2.5000%  | 0.0000% | $200000.00         | $133204.09         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-03-01      | 3.0000%  | 0.0000% | $388894.00         | $293212.98         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-03-01      | 3.5000%  | 0.0000% | $1032004.00        | $756966.07         | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-03-01      | 3.0000%  | 0.0000% | $367143.00         | $211661.48         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-07-01      | 4.5000%  | 0.0000% | $145195.00         | $113840.92         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-05-01      | 6.0000%  | 0.0000% | $1029104.00        | $637144.76         | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-04-01      | 5.0000%  | 0.0000% | $289058.00         | $159775.13         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-09-01      | 6.5000%  | 0.0000% | $33711.00          | $25219.00          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-06-01      | 4.0000%  | 0.0000% | $30000.00          | $24306.63          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-03-01      | 5.5000%  | 0.0000% | $28000.00          | $26208.26          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-03-01      | 6.5000%  | 0.0000% | $1276732.00        | $868282.35         | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-09-01      | 6.5000%  | 0.0000% | $2009764.00        | $2070440.01        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 4.5000%  | 0.0000% | $26000.00          | $24101.86          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-05-01      | 4.0000%  | 0.0000% | $302095.00         | $276227.86         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-03-01      | 3.0000%  | 0.0000% | $18000.00          | $5707.43           | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-11-01      | 3.5000%  | 0.0000% | $113000.00         | $16427.51          | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-07-01      | 5.0000%  | 0.0000% | $2628000.00        | $427416.78         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-03-01      | 4.0000%  | 0.0000% | $63682.00          | $7095.59           | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-09-01      | 1.5000%  | 0.0000% | $364000.00         | $139698.37         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-05-01      | 3.5000%  | 0.0000% | $690000.00         | $150973.57         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-09-01      | 3.0000%  | 0.0000% | $120000.00         | $28937.95          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-01-01      | 3.0000%  | 0.0000% | $126750.00         | $62220.82          | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-12-01      | 2.0000%  | 0.0000% | $68853.00          | $41646.55          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-02-01      | 3.0000%  | 0.0000% | $92623.00          | $49088.80          | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-02-01      | 1.5000%  | 0.0000% | $312962.00         | $156889.63         | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-04-01      | 2.0000%  | 0.0000% | $592000.00         | $268164.86         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-09-01      | 2.0000%  | 0.0000% | $578731.00         | $372338.68         | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-01-01      | 1.5000%  | 0.0000% | $335000.00         | $211433.05         | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-01-01      | 2.0000%  | 0.0000% | $30898.00          | $18465.53          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 3.5000%  | 0.0000% | $153000.00         | $107249.96         | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-01-01      | 4.5000%  | 0.0000% | $147475.00         | $93709.05          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-12-01      | 5.5000%  | 0.0000% | $455000.00         | $350962.28         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-04-01      | 5.0000%  | 0.0000% | $307000.00         | $265611.44         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $662180.21         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-12-01      | 3.5000%  | 0.0000% | $900000.00         | $654983.47         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-02-01      | 5.5000%  | 0.0000% | $2000000.00        | $1595915.31        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 6.0000%  | 0.0000% | $300000.00         | $251180.89         | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-04-01      | 2.5000%  | 0.0000% | $23000.00          | $15805.17          | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-06-01      | 4.5000%  | 0.0000% | $860769.00         | $669104.29         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-07-01      | 6.0000%  | 0.0000% | $2805408.00        | $2333946.75        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-08-01      | 2.0000%  | 0.0000% | $1185774.00        | $840603.16         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-02-01      | 6.5000%  | 0.0000% | $45000.00          | $34152.91          | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-02-01      | 6.5000%  | 0.0000% | $1921506.00        | $1070038.78        | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-04-01      | 6.4690%  | 0.0000% | $15000000.00       | $192361.73         | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-01-01      | 5.5000%  | 0.0000% | $1337000.00        | $20253.59          | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-10-01      | 7.5000%  | 0.0000% | $3505496.00        | $21273.85          | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-11-01      | 7.5000%  | 0.0000% | $6873480.00        | $432366.15         | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-03-01      | 6.0000%  | 0.0000% | $200000.00         | $5578.24           | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-12-01      | 5.5000%  | 0.0000% | $400000.00         | $15736.34          | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-11-01      | 5.5000%  | 0.0000% | $213131776.00      | $1976269.22        | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-08-01      | 5.5000%  | 0.0000% | $3431000.00        | $46072.51          | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-04-01      | 7.5000%  | 0.0000% | $600000.00         | $16886.00          | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-10-01      | 3.5000%  | 0.0000% | $238323.00         | $22545.99          | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-01-01      | 2.5000%  | 0.0000% | $455339.00         | $63952.83          | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $158319.20         | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $135100.18         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-04-01      | 2.5000%  | 0.0000% | $194000.00         | $36761.31          | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-10-01      | 4.5000%  | 0.0000% | $319978.00         | $6456.75           | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-05-01      | 5.5000%  | 0.0000% | $583458.00         | $18724.27          | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-07-01      | 5.0000%  | 0.0000% | $350000.00         | $6516.09           | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-01-01      | 4.5000%  | 0.0000% | $470000.00         | $16224.99          | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-01-01      | 4.5000%  | 0.0000% | $120029.00         | $7267.36           | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-09-01      | 4.5000%  | 0.0000% | $300000.00         | $24824.73          | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-10-01      | 3.5000%  | 0.0000% | $2488196.00        | $287989.35         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-04-01      | 2.5000%  | 0.0000% | $1819038.00        | $284826.51         | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-12-01      | 2.5000%  | 0.0000% | $98422.00          | $23353.52          | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-10-01      | 4.5000%  | 0.0000% | $50000.00          | $9630.37           | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-12-01      | 3.0000%  | 0.0000% | $42000.00          | $5564.29           | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-03-01      | 3.5000%  | 0.0000% | $49000.00          | $6416.51           | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-03-01      | 4.0000%  | 0.0000% | $59731.00          | $7029.90           | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-03-01      | 3.5000%  | 0.0000% | $2315344.00        | $154410.06         | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-06-01      | 3.5000%  | 0.0000% | $82000.00          | $8572.84           | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-07-01      | 3.0000%  | 0.0000% | $1135000.00        | $120122.14         | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-08-01      | 2.5000%  | 0.0000% | $788000.00         | $102638.58         | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-09-01      | 2.5000%  | 0.0000% | $500000.00         | $67247.56          | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-10-01      | 2.5000%  | 0.0000% | $126000.00         | $18893.79          | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-10-01      | 4.0000%  | 0.0000% | $600000.00         | $83390.12          | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-11-01      | 2.0000%  | 0.0000% | $1934000.00        | $474120.43         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-01-01      | 2.5000%  | 0.0000% | $10392288.00       | $1216488.03        | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-06-01      | 3.5000%  | 0.0000% | $1242900.00        | $155997.76         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-07-01      | 3.5000%  | 0.0000% | $40000.00          | $9521.02           | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-09-01      | 2.0000%  | 0.0000% | $5670000.00        | $2725301.98        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-11-01      | 2.0000%  | 0.0000% | $147000.00         | $73669.34          | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-12-01      | 1.5000%  | 0.0000% | $103777000.00      | $56739730.46       | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-04-01      | 1.5000%  | 0.0000% | $150000.00         | $79759.43          | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-06-01      | 2.5000%  | 0.0000% | $725000.00         | $362757.47         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-06-01      | 3.0000%  | 0.0000% | $28000.00          | $14068.17          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-06-01      | 3.5000%  | 0.0000% | $26000.00          | $10258.03          | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-07-01      | 4.0000%  | 0.0000% | $37142.00          | $21969.74          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-02-01      | 4.5000%  | 0.0000% | $918720.00         | $747577.55         | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-05-01      | 4.5000%  | 0.0000% | $15000.00          | $10329.84          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 5.0000%  | 0.0000% | $12000.00          | $10252.37          | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-01-01      | 6.0000%  | 0.0000% | $122541.00         | $62176.29          | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-01      | 5.5000%  | 0.0000% | $253291776.00      | $243698751.09      | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-01      | 4.5000%  | 0.0000% | $150817.00         | $139602.11         | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-07-01      | 4.5000%  | 0.0000% | $968112.00         | $965477.77         | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-04-01      | 5.5000%  | 0.0000% | $1195000.00        | $16519.05          | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-08-01      | 7.5000%  | 0.0000% | $1800000.00        | $65556.59          | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-12-01      | 6.5000%  | 0.0000% | $496000.00         | $14790.76          | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-10-01      | 7.5100%  | 0.0000% | $10080560.00       | $85470.91          | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $148148.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 4.5000%  | 0.0000% | $3509016.00        | $3102186.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 5.5000%  | 0.0000% | $1154738.00        | $1017100.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.5000%  | 0.0000% | $1225076.00        | $1276007.27        | Agency Mortgage-Backed Securities |

### Security 41: MUFG Securities Americas Inc. Tri Party Repo

- **C.1 - Title:** MUFG Securities Americas Inc. Tri Party Repo 4.320000%
- **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: 606745008, C.3 - LEI: N/A, C.5 - Other ID: 606745008_4.32_0904
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2047-09-01      | 4.0000%  | 0.0000% | $27000.00          | $3282.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-06-01      | 6.0000%  | 0.0000% | $65881.00          | $305.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-05-01      | 3.5000%  | 0.0000% | $390000.00         | $42697.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-09-01      | 4.5000%  | 0.0000% | $665000.00         | $170456.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-11-01      | 4.0000%  | 0.0000% | $8000.00           | $1350.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-03-01      | 5.0000%  | 0.0000% | $465000.00         | $17882.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-04-01      | 4.0000%  | 0.0000% | $37000.00          | $40.31             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-01-01      | 5.0000%  | 0.0000% | $421997.00         | $1809.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-05-01      | 3.0000%  | 0.0000% | $4000000.00        | $484894.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-07-01      | 4.5000%  | 0.0000% | $12000.00          | $1016.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-02-01      | 3.5000%  | 0.0000% | $27500.00          | $2500.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-12-01      | 4.5000%  | 0.0000% | $2000.00           | $152.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-10-01      | 5.0000%  | 0.0000% | $1390000.00        | $130584.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-09-01      | 5.5000%  | 0.0000% | $8000.00           | $2093.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-01-01      | 4.5000%  | 0.0000% | $9000.00           | $550.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-03-01      | 5.5000%  | 0.0000% | $15000.00          | $10648.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-01-01      | 5.0000%  | 0.0000% | $26000.00          | $23184.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.0000%  | 0.0000% | $325000.00         | $220388.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-07-01      | 5.0000%  | 0.0000% | $174000.00         | $23149.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 2.5000%  | 0.0000% | $16000.00          | $7523.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.5000%  | 0.0000% | $7104000.00        | $5731481.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1901.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-07-01      | 4.5000%  | 0.0000% | $240000.00         | $43283.91          | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-06-01      | 4.5000%  | 0.0000% | $21000.00          | $425.12            | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-08-01      | 5.5000%  | 0.0000% | $7167376.00        | $252179.54         | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-09-01      | 5.5000%  | 0.0000% | $14000.00          | $1412.23           | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-03-01      | 6.0000%  | 0.0000% | $105947.00         | $273.04            | Agency Mortgage-Backed Securities |
| FNMA                             | 2026-02-01      | 4.0000%  | 0.0000% | $133000.00         | $179.22            | Agency Mortgage-Backed Securities |
| FNMA                             | 2026-02-01      | 3.5000%  | 0.0000% | $19999.00          | $43.38             | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-03-01      | 3.5000%  | 0.0000% | $150216.00         | $7149.23           | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-05-01      | 5.0000%  | 0.0000% | $200000.00         | $19915.24          | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-06-01      | 5.0000%  | 0.0000% | $100000.00         | $7853.97           | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-02-01      | 4.0000%  | 0.0000% | $741117.00         | $90845.78          | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-06-01      | 4.5000%  | 0.0000% | $620000.00         | $19206.46          | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-06-01      | 6.5000%  | 0.0000% | $392350.00         | $11695.68          | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-10-01      | 6.5000%  | 0.0000% | $294480.00         | $12688.08          | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-06-01      | 6.0000%  | 0.0000% | $1213000.00        | $20923.07          | Agency Mortgage-Backed Securities |
| FNMA                             | 2026-09-01      | 4.5000%  | 0.0000% | $48000.00          | $65.53             | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-05-01      | 4.0000%  | 0.0000% | $150000.00         | $9063.76           | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-10-01      | 5.0000%  | 0.0000% | $3000.00           | $254.01            | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-07-01      | 3.5000%  | 0.0000% | $9999.00           | $68.73             | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-09-01      | 4.0000%  | 0.0000% | $66000.00          | $9174.09           | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-08-01      | 4.0000%  | 0.0000% | $55000.00          | $5643.39           | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-06-01      | 5.0000%  | 0.0000% | $1000.00           | $103.31            | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-02-01      | 3.5000%  | 0.0000% | $1000.00           | $15.51             | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-09-01      | 4.0000%  | 0.0000% | $31380000.00       | $4536901.89        | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-03-01      | 3.0000%  | 0.0000% | $5000.00           | $705.19            | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-02-01      | 3.5000%  | 0.0000% | $50000.00          | $9452.24           | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-07-01      | 4.0000%  | 0.0000% | $752149.00         | $72363.18          | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-03-01      | 2.5000%  | 0.0000% | $10000.00          | $2039.24           | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-12-01      | 5.0000%  | 0.0000% | $1031826.00        | $46988.50          | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-11-01      | 3.0000%  | 0.0000% | $1003000.00        | $169572.77         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-05-01      | 4.0000%  | 0.0000% | $64000.00          | $13529.53          | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-05-01      | 3.0000%  | 0.0000% | $5500.00           | $699.78            | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-01-01      | 5.5000%  | 0.0000% | $10000.00          | $176.29            | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-09-01      | 5.5000%  | 0.0000% | $2250000.00        | $32153.39          | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-11-01      | 6.0000%  | 0.0000% | $500000.00         | $9533.20           | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-02-01      | 5.5000%  | 0.0000% | $1398110.00        | $16747.15          | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-10-01      | 6.0000%  | 0.0000% | $2000000.00        | $54056.93          | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-03-01      | 4.5000%  | 0.0000% | $1800000.00        | $25757.76          | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-05-01      | 5.5000%  | 0.0000% | $120000.00         | $2347.47           | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-01-01      | 2.5000%  | 0.0000% | $500000.00         | $107611.24         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-03-01      | 3.0000%  | 0.0000% | $18888000.00       | $5434686.51        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-02-01      | 3.0000%  | 0.0000% | $550000.00         | $263766.51         | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-07-01      | 5.0000%  | 0.0000% | $51000.00          | $20012.09          | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-09-01      | 4.5000%  | 0.0000% | $9000.00           | $2767.07           | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-07-01      | 5.0000%  | 0.0000% | $423000.00         | $195058.16         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-08-01      | 4.0000%  | 0.0000% | $3000.00           | $1361.46           | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-09-01      | 2.5000%  | 0.0000% | $160000.00         | $87113.31          | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-08-01      | 3.0000%  | 0.0000% | $50000.00          | $23000.63          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-01-01      | 2.5000%  | 0.0000% | $220000.00         | $138082.51         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-02-01      | 2.0000%  | 0.0000% | $810816.00         | $513196.57         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-07-01      | 3.5000%  | 0.0000% | $1349000.00        | $800243.40         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-01-01      | 2.5000%  | 0.0000% | $3502800.00        | $2380060.60        | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-07-01      | 3.5000%  | 0.0000% | $521240.00         | $343122.41         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-01      | 4.0000%  | 0.0000% | $50000.00          | $37395.30          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-05-01      | 3.0000%  | 0.0000% | $28000.00          | $19069.87          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-08-01      | 4.5000%  | 0.0000% | $100000.00         | $76712.90          | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1173.08           | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-11-01      | 4.5000%  | 0.0000% | $200000.00         | $161380.92         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $85339.79          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $84221.87          | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-12-01      | 5.0000%  | 0.0000% | $800000.00         | $572701.56         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-01-01      | 4.5000%  | 0.0000% | $250000.00         | $215162.14         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-07-01      | 4.5000%  | 0.0000% | $20000.00          | $17789.39          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-11-01      | 6.0000%  | 0.0000% | $6030000.00        | $5036494.23        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $727.79            | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-11-01      | 3.0000%  | 0.0000% | $5635464.00        | $4383859.18        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 5.5000%  | 0.0000% | $20000.00          | $18488.37          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-03-01      | 2.5000%  | 0.0000% | $3000000.00        | $2358789.51        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 6.5000%  | 0.0000% | $2181736.00        | $2195591.59        | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-09-01      | 5.5000%  | 0.0000% | $110000.00         | $1601.14           | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-03-01      | 5.5000%  | 0.0000% | $75000.00          | $10688.30          | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-08-01      | 3.0000%  | 0.0000% | $500000.00         | $81702.50          | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-01-01      | 6.0000%  | 0.0000% | $103799.00         | $2110.77           | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-08-01      | 6.0000%  | 0.0000% | $4304000.00        | $15245.12          | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-08-01      | 6.0000%  | 0.0000% | $9913328.00        | $111643.25         | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-11-01      | 6.0000%  | 0.0000% | $10000.00          | $20.81             | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $4727.46           | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-10-01      | 6.0000%  | 0.0000% | $63000.00          | $809.49            | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-11-01      | 5.0000%  | 0.0000% | $2600000.00        | $107456.72         | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-09-01      | 4.5000%  | 0.0000% | $46000.00          | $959.34            | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-04-01      | 4.0000%  | 0.0000% | $146000.00         | $8596.19           | Agency Mortgage-Backed Securities |
| FNMA                             | 2027-05-01      | 3.0000%  | 0.0000% | $4000.00           | $59.70             | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-05-01      | 3.5000%  | 0.0000% | $5460000.00        | $631197.03         | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-11-01      | 4.5000%  | 0.0000% | $663620.00         | $125567.19         | Agency Mortgage-Backed Securities |
| FNMA                             | 2027-02-01      | 3.0000%  | 0.0000% | $20000.00          | $564.57            | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-05-01      | 4.5000%  | 0.0000% | $24000.00          | $2435.81           | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-01-01      | 4.5000%  | 0.0000% | $1000000.00        | $118165.62         | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-03-01      | 3.0000%  | 0.0000% | $3766600.00        | $363896.24         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-06-01      | 4.5000%  | 0.0000% | $5000000.00        | $456521.15         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-08-01      | 3.0000%  | 0.0000% | $10558768.00       | $1153035.88        | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-08-01      | 4.5000%  | 0.0000% | $153000.00         | $14958.17          | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-05-01      | 3.0000%  | 0.0000% | $10161000.00       | $2524020.94        | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-08-01      | 3.0000%  | 0.0000% | $520000.00         | $145598.42         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-10-01      | 3.0000%  | 0.0000% | $6212344.00        | $2022746.90        | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-05-01      | 5.0000%  | 0.0000% | $18000.00          | $12764.98          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-01-01      | 3.5000%  | 0.0000% | $300000.00         | $176877.94         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-03-01      | 2.5000%  | 0.0000% | $3578960.00        | $2357068.16        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-02-01      | 3.0000%  | 0.0000% | $32000.00          | $20539.24          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-03-01      | 3.5000%  | 0.0000% | $10000.00          | $6473.03           | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-05-01      | 2.5000%  | 0.0000% | $3589004.00        | $2474843.56        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-07-01      | 3.5000%  | 0.0000% | $249249.00         | $186710.64         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-07-01      | 4.0000%  | 0.0000% | $30000.00          | $22795.72          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-01-01      | 6.0000%  | 0.0000% | $6412776.00        | $4523921.14        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 4.5000%  | 0.0000% | $437000.00         | $374460.92         | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-10-01      | 5.0000%  | 0.0000% | $222000.00         | $158472.38         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-01-01      | 5.0000%  | 0.0000% | $3687000.00        | $3331311.26        | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-07-01      | 6.0000%  | 0.0000% | $8000.00           | $5375.47           | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-09-01      | 6.0000%  | 0.0000% | $113841.00         | $101818.20         | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-10-01      | 4.5000%  | 0.0000% | $13000.00          | $11350.63          | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-07-01      | 5.5000%  | 0.0000% | $1288479.00        | $1302720.99        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-05-01      | 5.0000%  | 0.0000% | $1000000.00        | $34729.32          | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-02-01      | 3.5000%  | 0.0000% | $42000.00          | $2570.58           | Agency Mortgage-Backed Securities |
| FNMA                             | 2025-11-01      | 4.0000%  | 0.0000% | $131070.00         | $17.75             | Agency Mortgage-Backed Securities |
| FNMA                             | 2025-12-01      | 3.5000%  | 0.0000% | $18500.00          | $20.48             | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-09-01      | 3.5000%  | 0.0000% | $85000.00          | $35366.41          | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-11-01      | 3.5000%  | 0.0000% | $237020.00         | $65691.73          | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-01-01      | 3.5000%  | 0.0000% | $82700000.00       | $27946343.94       | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-07-01      | 4.5000%  | 0.0000% | $553000.00         | $100108.00         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-02-01      | 4.0000%  | 0.0000% | $115000.00         | $20966.83          | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-05-01      | 5.5000%  | 0.0000% | $14000.00          | $3638.42           | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-01-01      | 4.0000%  | 0.0000% | $192000.00         | $27951.06          | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-10-01      | 2.5000%  | 0.0000% | $515000.00         | $179674.18         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-02-01      | 3.0000%  | 0.0000% | $1080000.00        | $719171.31         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-07-01      | 4.5000%  | 0.0000% | $40000.00          | $27234.52          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-05-01      | 4.0000%  | 0.0000% | $200000.00         | $129860.62         | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-01-01      | 3.5000%  | 0.0000% | $55000.00          | $15849.11          | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-01-01      | 4.0000%  | 0.0000% | $160000.00         | $22847.64          | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-09-01      | 4.0000%  | 0.0000% | $50000.00          | $13234.98          | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-06-01      | 2.5000%  | 0.0000% | $13000.00          | $6377.63           | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-08-01      | 2.5000%  | 0.0000% | $42000.00          | $22877.25          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-02-01      | 2.5000%  | 0.0000% | $25000.00          | $16044.51          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-03-01      | 2.5000%  | 0.0000% | $10000.00          | $6551.47           | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 2.5000%  | 0.0000% | $189500.00         | $118499.06         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-06-01      | 6.0000%  | 0.0000% | $15183060.00       | $10841366.11       | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-10-01      | 6.0000%  | 0.0000% | $220000.00         | $197494.61         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-09-01      | 4.5000%  | 0.0000% | $2136240.00        | $427522.55         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-05-01      | 3.5000%  | 0.0000% | $300457.00         | $60712.96          | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-07-01      | 5.0000%  | 0.0000% | $100000.00         | $27082.36          | Agency Mortgage-Backed Securities |

### Security 42: Fixed Income Clearing Corp. - State Street Bank and Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. 4.360000%
- **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: N/A, C.5 - Other ID: 85748R009_4.36_0801
- **C.18 - Value (incl. sponsor support):** $10228000000.00
- **C.18.a - Value (excl. sponsor support):** $10228000000.00
- **C.19 - Percentage of Net Assets:** 41.4200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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 Corp. - State Street Bank and Trust Co.

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

**Collateral:**
| Issuer Name                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill                 | 2025-11-18      | 0.0000%  | 0.0000% | $198351200.00      | $195789329.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2025-10-31      | 0.2500%  | 0.0000% | $175000000.00      | $173308789.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                 | 2025-09-11      | 0.0000%  | 0.0000% | $126041200.00      | $125412055.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Inflation Index Note | 2025-10-15      | 0.1250%  | 0.0000% | $1905000000.00     | $2355502687.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Inflation Index Note | 2026-01-15      | 0.6250%  | 0.0000% | $114354300.00      | $154003425.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                 | 2025-09-23      | 0.0000%  | 0.0000% | $50000000.00       | $49679637.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                 | 2025-11-12      | 0.0000%  | 0.0000% | $85373800.00       | $84331494.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                 | 2025-10-14      | 0.0000%  | 0.0000% | $100000000.00      | $99117578.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                 | 2025-10-23      | 0.0000%  | 0.0000% | $150000000.00      | $148517575.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-08-15      | 2.2500%  | 0.0000% | $684800000.00      | $669368812.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-08-31      | 0.5000%  | 0.0000% | $363575000.00      | $339633266.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-07-31      | 2.7500%  | 0.0000% | $800000000.00      | $781687520.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-07-31      | 3.8750%  | 0.0000% | $1106020700.00     | $1104724599.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-09-15      | 3.3750%  | 0.0000% | $67962200.00       | $68073702.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-08-31      | 3.1250%  | 0.0000% | $400000000.00      | $398822020.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-08-15      | 3.7500%  | 0.0000% | $1517183000.00     | $1537701793.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-07-31      | 0.0000%  | 0.0000% | $200000000.00      | $199988466.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                 | 2025-10-30      | 0.0000%  | 0.0000% | $1968000000.00     | $1946897471.00     | U.S. Treasuries (including strips) |

### Security 43: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $253286720.00
- **C.18.a - Value (excl. sponsor support):** $253286720.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247940118.91
- **C.18.a - Value (excl. sponsor support):** $247940118.91
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $381861918.90
- **C.18.a - Value (excl. sponsor support):** $381861918.90
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $375608594.30
- **C.18.a - Value (excl. sponsor support):** $375608594.30
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $250526054.68
- **C.18.a - Value (excl. sponsor support):** $250526054.68
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $241643182.56
- **C.18.a - Value (excl. sponsor support):** $241643182.56
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $251286755.84
- **C.18.a - Value (excl. sponsor support):** $251286755.84
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $257939690.64
- **C.18.a - Value (excl. sponsor support):** $257939690.64
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $250684231.68
- **C.18.a - Value (excl. sponsor support):** $250684231.68
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $376384405.98
- **C.18.a - Value (excl. sponsor support):** $376384405.98
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $381049001.88
- **C.18.a - Value (excl. sponsor support):** $381049001.88
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248564224.44
- **C.18.a - Value (excl. sponsor support):** $248564224.44
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248480575.56
- **C.18.a - Value (excl. sponsor support):** $248480575.56
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: 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: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $137745562.50
- **C.18.a - Value (excl. sponsor support):** $137745562.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134393625.00
- **C.18.a - Value (excl. sponsor support):** $134393625.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $129585625.00
- **C.18.a - Value (excl. sponsor support):** $129585625.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123443453.28
- **C.18.a - Value (excl. sponsor support):** $123443453.28
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.530900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $699691464.78
- **C.18.a - Value (excl. sponsor support):** $699691464.78
- **C.19 - Percentage of Net Assets:** 2.8300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $328802086.76
- **C.18.a - Value (excl. sponsor support):** $328802086.76
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $255341659.20
- **C.18.a - Value (excl. sponsor support):** $255341659.20
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: 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):** $254116757.18
- **C.18.a - Value (excl. sponsor support):** $254116757.18
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.435900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $663511623.84
- **C.18.a - Value (excl. sponsor support):** $663511623.84
- **C.19 - Percentage of Net Assets:** 2.6900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.467900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $516546449.16
- **C.18.a - Value (excl. sponsor support):** $516546449.16
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.490900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $810884439.00
- **C.18.a - Value (excl. sponsor support):** $810884439.00
- **C.19 - Percentage of Net Assets:** 3.2800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.383900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $369927801.90
- **C.18.a - Value (excl. sponsor support):** $369927801.90
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.450000%
- **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: 922JUL005, C.3 - LEI: N/A, C.5 - Other ID: 922JUL005_4.45_1029
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA                             | 2054-06-20      | 1.6020%  | 0.0000% | $20000000.00       | $385501.10         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-07-20      | 0.8520%  | 0.0000% | $200000000.00      | $3723381.48        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-09-20      | 0.3520%  | 0.0000% | $60000000.00       | $2386792.04        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-20      | 1.7020%  | 0.0000% | $56238976.00       | $3513417.60        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 0.8520%  | 0.0000% | $109573376.00      | $2727363.70        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-12-20      | 0.2520%  | 0.0000% | $50000000.00       | $1191421.00        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 2.2520%  | 0.0000% | $200000000.00      | $8734143.56        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-02-20      | 0.0020%  | 0.0000% | $100000000.00      | $225013.21         | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-02-20      | 0.8520%  | 0.0000% | $200000000.00      | $9259112.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-25      | 0.9000%  | 0.0000% | $65222272.00       | $2567322.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-25      | 0.1500%  | 0.0000% | $93750000.00       | $2703181.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.9500%  | 0.0000% | $50000000.00       | $1917344.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.2000%  | 0.0000% | $150000000.00      | $3155089.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-05-25      | 6.0000%  | 0.0000% | $4205200.00        | $738188.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-25      | 1.5000%  | 0.0000% | $293750000.00      | $17469604.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 1.5000%  | 0.0000% | $44721344.00       | $3090394.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-25      | 0.8500%  | 0.0000% | $80955904.00       | $4480857.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-25      | 0.1000%  | 0.0000% | $20070624.00       | $44513.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.0000%  | 0.0000% | $1992650000.00     | $32765085.65       | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-04-16      | 2.5671%  | 0.0000% | $160880000.00      | $1394410.81        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-02-16      | 0.0000%  | 0.0000% | $170168320.00      | $128827.54         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-12-16      | 1.0522%  | 0.0000% | $134057800.00      | $1917667.73        | Agency Mortgage-Backed Securities |
| GNMA                             | 2040-02-16      | 0.0000%  | 0.0000% | $4166664.00        | $202896.26         | Agency Mortgage-Backed Securities |
| GNMA                             | 2040-09-16      | 4.7500%  | 0.0000% | $37984000.00       | $15844725.00       | Agency Mortgage-Backed Securities |
| GNMA                             | 2042-04-20      | 4.5000%  | 0.0000% | $59146235.00       | $13956.91          | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-12-20      | 1.6749%  | 0.0000% | $16725000.00       | $290990.48         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-12-20      | 4.5000%  | 0.0000% | $56978500.00       | $274495.69         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-06-20      | 1.6849%  | 0.0000% | $64075000.00       | $496889.84         | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-10-16      | 0.2822%  | 0.0000% | $100000000.00      | $481790.67         | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-05-16      | 0.7353%  | 0.0000% | $190534656.00      | $2476100.20        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-07-16      | 0.7061%  | 0.0000% | $120451200.00      | $1072419.60        | Agency Mortgage-Backed Securities |
| GNMA                             | 2046-11-20      | 3.0000%  | 0.0000% | $1469526.00        | $861993.84         | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-01-16      | 0.4856%  | 0.0000% | $58010112.00       | $994821.10         | Agency Mortgage-Backed Securities |
| GNMA                             | 2058-12-16      | 0.6203%  | 0.0000% | $72822912.00       | $1524073.86        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-12-16      | 0.5533%  | 0.0000% | $85335552.00       | $1241236.52        | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-07-16      | 1.0045%  | 0.0000% | $75398528.00       | $1477745.64        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-09-16      | 0.8722%  | 0.0000% | $450000000.00      | $23188154.92       | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-12-16      | 0.8850%  | 0.0000% | $100000000.00      | $5848253.40        | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-10-16      | 0.9491%  | 0.0000% | $252959000.00      | $15901626.94       | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-06-16      | 0.9826%  | 0.0000% | $267966000.00      | $17138349.56       | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-10-16      | 0.9668%  | 0.0000% | $237500000.00      | $14719798.85       | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-05-16      | 0.9788%  | 0.0000% | $180000000.00      | $11637368.80       | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-07-16      | 0.3339%  | 0.0000% | $150000000.00      | $6185141.18        | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-07-16      | 0.6546%  | 0.0000% | $81695104.00       | $5058513.63        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-06-20      | 1.5520%  | 0.0000% | $75000000.00       | $5173623.81        | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-02-20      | 1.5849%  | 0.0000% | $68614000.00       | $791088.34         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-06-20      | 1.5849%  | 0.0000% | $27000000.00       | $588444.71         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-08-20      | 1.6349%  | 0.0000% | $35619720.00       | $481538.27         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-07-16      | 1.5455%  | 0.0000% | $39134080.00       | $1240194.63        | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-02-20      | 0.0726%  | 0.0000% | $247781632.00      | $253330.59         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-07-20      | 1.7349%  | 0.0000% | $107000000.00      | $6535814.00        | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-02-20      | 0.0000%  | 0.0000% | $74186560.00       | $301708.48         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-07-20      | 0.2051%  | 0.0000% | $16949821.00       | $47683.89          | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-09-20      | 0.0000%  | 0.0000% | $41515456.00       | $395756.13         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-06-20      | 0.0000%  | 0.0000% | $12000000.00       | $250657.91         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-20      | 0.0000%  | 0.0000% | $77742080.00       | $36509.28          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-11-20      | 0.0000%  | 0.0000% | $74747904.00       | $57507.36          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 3.5000%  | 0.0000% | $32966720.00       | $8781949.84        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 0.0000%  | 0.0000% | $235741184.00      | $184091.55         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 2.5000%  | 0.0000% | $45233664.00       | $5118030.47        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-04-16      | 0.8113%  | 0.0000% | $408000000.00      | $20809175.50       | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-03-20      | 0.0020%  | 0.0000% | $25000000.00       | $469046.08         | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-03-20      | 3.5000%  | 0.0000% | $40000000.00       | $36094384.64       | Agency Mortgage-Backed Securities |
| GNMA                             | 2048-03-20      | 5.5000%  | 0.0000% | $46903424.00       | $3906070.66        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-01-20      | 5.0000%  | 0.0000% | $1038796.00        | $1082341.93        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-02-20      | 6.0000%  | 0.0000% | $8124999.00        | $954951.66         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-05-20      | 1.7520%  | 0.0000% | $30000000.00       | $1673998.90        | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-06-16      | 0.7673%  | 0.0000% | $100000000.00      | $6323396.52        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 2.0520%  | 0.0000% | $48333312.00       | $2752686.39        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-04-20      | 1.6520%  | 0.0000% | $189784062.00      | $5989531.02        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-04-20      | 0.9020%  | 0.0000% | $113253760.00      | $4130447.52        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 0.9020%  | 0.0000% | $93073024.00       | $2931168.77        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 5.5000%  | 0.0000% | $3294324.00        | $3416318.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-04-25      | 0.1000%  | 0.0000% | $256553472.00      | $963956.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-04-25      | 0.0000%  | 0.0000% | $102621568.00      | $42984788.32       | Agency Mortgage-Backed Securities |
| FNMA                             | 2027-08-25      | 1.9124%  | 0.0000% | $191234046.00      | $11600.79          | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-04-25      | 4.0000%  | 0.0000% | $1327902.00        | $1461054.35        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-06-25      | 2.0355%  | 0.0000% | $76284032.00       | $350880.36         | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-11-25      | 1.5355%  | 0.0000% | $39401472.00       | $1152565.05        | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-12-25      | 1.7355%  | 0.0000% | $93654400.00       | $1548670.34        | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-02-25      | 1.6855%  | 0.0000% | $43627776.00       | $1270502.45        | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-05-25      | 1.7355%  | 0.0000% | $102568448.00      | $1642713.55        | Agency Mortgage-Backed Securities |
| FNMA                             | 2058-10-25      | 3.5000%  | 0.0000% | $3073000.00        | $3313632.01        | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-10-25      | 1.5855%  | 0.0000% | $5921000.00        | $200522.84         | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-10-25      | 0.1860%  | 0.0000% | $699016192.00      | $4531256.91        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-25      | 1.1500%  | 0.0000% | $48859712.00       | $1348331.21        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-11-25      | 5.0000%  | 0.0000% | $5000000.00        | $5198422.65        | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-07-25      | 0.0000%  | 0.0000% | $724999999.00      | $931250.59         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-25      | 2.1500%  | 0.0000% | $26315840.00       | $1391256.11        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-08-25      | 0.7500%  | 0.0000% | $269258240.00      | $11935757.17       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-25      | 0.8000%  | 0.0000% | $108126336.00      | $3067985.25        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-25      | 2.6500%  | 0.0000% | $73054976.00       | $8382842.70        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-25      | 5.0000%  | 0.0000% | $8894870.00        | $7809021.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-01-15      | 4.0000%  | 0.0000% | $4500000.00        | $1010586.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-05-15      | 3.0000%  | 0.0000% | $700000.00         | $391713.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-15      | 3.0000%  | 0.0000% | $8617264.00        | $6772600.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-15      | 3.0000%  | 0.0000% | $1100000.00        | $1146389.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-01-15      | 3.5000%  | 0.0000% | $6999999.00        | $6376023.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-05-15      | 1.7459%  | 0.0000% | $97046080.00       | $1473428.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-09-25      | 3.5000%  | 0.0000% | $12464448.00       | $473346.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-01-25      | 0.1859%  | 0.0000% | $13860864.00       | $5844.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-25      | 2.5000%  | 0.0000% | $82841920.00       | $9597582.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-06-25      | 3.0000%  | 0.0000% | $28117024.00       | $2171712.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-25      | 5.5000%  | 0.0000% | $9000000.00        | $10134400.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-10-25      | 0.0000%  | 0.0000% | $1263000.00        | $716282.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 1.5500%  | 0.0000% | $60000000.00       | $1899072.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 2.1900%  | 0.0000% | $50000000.00       | $2346039.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 2.1500%  | 0.0000% | $75000000.00       | $3549692.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 1.5500%  | 0.0000% | $55000000.00       | $2022019.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 0.9500%  | 0.0000% | $27000000.00       | $1383947.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 1.4000%  | 0.0000% | $30000000.00       | $1046089.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 2.7500%  | 0.0000% | $51872384.00       | $2914478.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 1.5500%  | 0.0000% | $50000000.00       | $1915654.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-25      | 0.7500%  | 0.0000% | $75854080.00       | $3116202.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-25      | 0.9500%  | 0.0000% | $50000000.00       | $2818456.96        | Agency Mortgage-Backed Securities |

### Security 69: TD Securities (USA) LLC Tri Party repo

- **C.1 - Title:** TD Securities (USA) LLC Tri Party repo 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 971XCT007, C.3 - LEI: N/A, C.5 - Other ID: 971XCT007_4.38_0801
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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                             | 2041-08-25      | 4.5000%  | 0.0000% | $2237000.00        | $2672023.92        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-01-25      | 4.0000%  | 0.0000% | $1500000.00        | $222165.73         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-01-25      | 2.0000%  | 0.0000% | $50000000.00       | $5932152.16        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-09-25      | 3.0000%  | 0.0000% | $10000000.00       | $1427741.66        | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-03-25      | 2.0000%  | 0.0000% | $1989000.00        | $252079.56         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-08-25      | 3.0000%  | 0.0000% | $20250000.00       | $2435909.37        | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-06-25      | 3.5000%  | 0.0000% | $14000000.00       | $645679.16         | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-02-25      | 2.5000%  | 0.0000% | $18490000.00       | $1593958.44        | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-10-25      | 2.1510%  | 0.0000% | $9025000.00        | $3525734.92        | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-01-25      | 1.2500%  | 0.0000% | $10000000.00       | $3645379.51        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-05-25      | 2.5000%  | 0.0000% | $7947544.00        | $5249999.77        | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-06-25      | 2.0000%  | 0.0000% | $1230000.00        | $521849.29         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-12-25      | 2.5000%  | 0.0000% | $4860862.00        | $2706066.79        | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-01-25      | 1.9278%  | 0.0000% | $275000.00         | $236551.88         | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-05-25      | 2.5921%  | 0.0000% | $400000.00         | $356968.00         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-25      | 5.2200%  | 0.0000% | $30000000.00       | $21573254.83       | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-25      | 5.4500%  | 0.0000% | $35000000.00       | $32256767.08       | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-08-25      | 5.5000%  | 0.0000% | $3000000.00        | $2208419.82        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-09-25      | 5.7000%  | 0.0000% | $50000000.00       | $38045089.34       | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-01-25      | 5.5000%  | 0.0000% | $6093283.00        | $6047793.21        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-25      | 5.5000%  | 0.0000% | $7478741.00        | $7177523.31        | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-03-25      | 5.5000%  | 0.0000% | $15449000.00       | $15443901.59       | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-10-25      | 4.5000%  | 0.0000% | $17228635.00       | $16526944.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-12-15      | 3.5000%  | 0.0000% | $1500000.00        | $184981.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-01-15      | 1.5000%  | 0.0000% | $1200000.00        | $503866.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-25      | 2.5000%  | 0.0000% | $4147881.00        | $2247353.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-25      | 5.5000%  | 0.0000% | $675000.00         | $366314.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-25      | 5.4500%  | 0.0000% | $48131936.00       | $45699156.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-25      | 5.4500%  | 0.0000% | $43000000.00       | $41282394.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 6.0000%  | 0.0000% | $40000000.00       | $37289495.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 6.0000%  | 0.0000% | $25000000.00       | $25964379.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-25      | 5.0000%  | 0.0000% | $14477131.00       | $13808007.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-25      | 6.0000%  | 0.0000% | $25000000.00       | $26124017.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-25      | 5.2000%  | 0.0000% | $37500000.00       | $35926715.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-25      | 1.5000%  | 0.0000% | $7550841.00        | $6135668.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-05-15      | 5.5000%  | 0.0000% | $12587346.00       | $725461.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-05-15      | 5.5000%  | 0.0000% | $14776917.00       | $733724.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-08-15      | 4.0000%  | 0.0000% | $21774444.00       | $304510.36         | Agency Mortgage-Backed Securities |

### Security 70: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.330000%
- **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: 976WZB909, C.3 - LEI: N/A, C.5 - Other ID: 976WZB909_4.33_0807
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2035-08-01      | 2.7000%  | 0.0000% | $3000000.00        | $2353882.97        | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-08-01      | 3.7500%  | 0.0000% | $49467200.00       | $48737657.73       | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-09-01      | 3.8100%  | 0.0000% | $26500000.00       | $21450135.14       | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-05-01      | 2.7750%  | 0.0000% | $116537.00         | $72861.90          | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-08-01      | 2.5250%  | 0.0000% | $91050.00          | $54610.01          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-09-01      | 6.4710%  | 0.0000% | $3130348.00        | $2762079.89        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-01      | 4.5000%  | 0.0000% | $1158200.00        | $1099410.28        | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-11-01      | 3.8900%  | 0.0000% | $11351000.00       | $11114384.63       | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-02-01      | 3.6800%  | 0.0000% | $11290896.00       | $11089191.67       | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-03-01      | 2.1700%  | 0.0000% | $163590.00         | $107741.56         | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-11-01      | 5.2450%  | 0.0000% | $42011999.00       | $43511904.37       | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $75255.24          | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-07-01      | 4.5200%  | 0.0000% | $10366000.00       | $10441533.59       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 6.0000%  | 0.0000% | $44156544.00       | $45006425.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.6030%  | 0.0000% | $6663480.00        | $6122926.55        | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Master Trust

**Date:** 2025-08-07

**By:** /s/Rose Ann Bubloski

**Name of Signing Officer:** Rose Ann Bubloski

**Title of Signing Officer:** Vice President