# EDGAR Filing Document

**Accession Number:** 0001403166
**File Stem:** 0001410368-26-022294
**Filing Date:** 2026-3
**Character Count:** 192721
**Document Hash:** 847c33f26a180674847b9e3dba8a1b69
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022294.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022294

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26730208

**BUSINESS ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC.
- **STREET 2:** 1285 AVENUE OF THE AMERICAS
- **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:** 1285 AVENUE OF THE AMERICAS
- **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):** 2026-02-28

**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:** 44 days

- **WAL:** 107 days

- **Total Value of Portfolio Securities:** $25194212243.90

- **Amortized Cost of Portfolio Securities:** $25194462828.13

- **Cash:** $1019280212.65

- **Total Other Assets:** $45182577.92

- **Total Liabilities:** $1987080.28

- **Net Assets of Series:** $26256938538.42

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $18160420836.65           | $19700592536.21            | 65.7400%                  | 71.3200%                   |
| 2026-02-03 | $17901275385.14           | $19441550688.42            | 65.0300%                  | 70.6300%                   |
| 2026-02-04 | $17250167169.51           | $18790601729.95            | 64.1800%                  | 69.9200%                   |
| 2026-02-05 | $17403402497.26           | $18943977806.26            | 64.3800%                  | 70.0800%                   |
| 2026-02-06 | $17515779797.52           | $19056473267.63            | 64.5200%                  | 70.2000%                   |
| 2026-02-09 | $16965057927.92           | $18709943025.57            | 63.7900%                  | 70.3500%                   |
| 2026-02-10 | $16761389470.65           | $18506441389.27            | 62.9900%                  | 69.5500%                   |
| 2026-02-11 | $16617796643.08           | $18516131396.66            | 61.3300%                  | 68.3300%                   |
| 2026-02-12 | $16062226185.04           | $17836731201.04            | 59.8500%                  | 66.4600%                   |
| 2026-02-13 | $15825954812.02           | $17600592313.08            | 59.2800%                  | 65.9300%                   |
| 2026-02-17 | $15736755247.40           | $17511955890.25            | 58.3100%                  | 64.8900%                   |
| 2026-02-18 | $15371657256.00           | $16993850814.92            | 57.5100%                  | 63.5700%                   |
| 2026-02-19 | $15351448424.01           | $16717803233.41            | 57.5700%                  | 62.7000%                   |
| 2026-02-20 | $15521459774.13           | $16765967334.29            | 58.1000%                  | 62.7500%                   |
| 2026-02-23 | $15370532605.63           | $16624579068.16            | 57.4000%                  | 62.0800%                   |
| 2026-02-24 | $14748807313.35           | $16002964755.65            | 56.3800%                  | 61.1800%                   |
| 2026-02-25 | $14603773600.86           | $15858048996.43            | 56.1400%                  | 60.9600%                   |
| 2026-02-26 | $14467351587.67           | $15721735784.79            | 55.9000%                  | 60.7500%                   |
| 2026-02-27 | $14843139662.60           | $16097639477.65            | 56.5300%                  | 61.3000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 0.0000%             |
| 2026-02-03 | 0.0000%             |
| 2026-02-04 | 0.0000%             |
| 2026-02-05 | 0.0000%             |
| 2026-02-06 | 0.0000%             |
| 2026-02-09 | 0.0000%             |
| 2026-02-10 | 0.0000%             |
| 2026-02-11 | 0.0000%             |
| 2026-02-12 | 0.0000%             |
| 2026-02-13 | 0.0000%             |
| 2026-02-17 | 0.0000%             |
| 2026-02-18 | 0.0000%             |
| 2026-02-19 | 0.0000%             |
| 2026-02-20 | 0.0000%             |
| 2026-02-23 | 0.0000%             |
| 2026-02-24 | 0.0000%             |
| 2026-02-25 | 0.0000%             |
| 2026-02-26 | 0.0000%             |
| 2026-02-27 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 0.0000                      |
|  |  |
| 2026-02-03 | 0.0000                      |
|  |  |
| 2026-02-04 | 0.0000                      |
|  |  |
| 2026-02-05 | 0.0000                      |
|  |  |
| 2026-02-06 | 0.0000                      |
|  |  |
| 2026-02-09 | 0.0000                      |
|  |  |
| 2026-02-10 | 0.0000                      |
|  |  |
| 2026-02-11 | 0.0000                      |
|  |  |
| 2026-02-12 | 0.0000                      |
|  |  |
| 2026-02-13 | 0.0000                      |
|  |  |
| 2026-02-17 | 0.0000                      |
|  |  |
| 2026-02-18 | 0.0000                      |
|  |  |
| 2026-02-19 | 0.0000                      |
|  |  |
| 2026-02-20 | 0.0000                      |
|  |  |
| 2026-02-23 | 0.0000                      |
|  |  |
| 2026-02-24 | 0.0000                      |
|  |  |
| 2026-02-25 | 0.0000                      |
|  |  |
| 2026-02-26 | 0.0000                      |
|  |  |
| 2026-02-27 | 0.0000                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $26256938538.42

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.0000          |
|  |  |
| 2026-02-03 | 0.0000          |
|  |  |
| 2026-02-04 | 0.0000          |
|  |  |
| 2026-02-05 | 0.0000          |
|  |  |
| 2026-02-06 | 0.0000          |
|  |  |
| 2026-02-09 | 0.0000          |
|  |  |
| 2026-02-10 | 0.0000          |
|  |  |
| 2026-02-11 | 0.0000          |
|  |  |
| 2026-02-12 | 0.0000          |
|  |  |
| 2026-02-13 | 0.0000          |
|  |  |
| 2026-02-17 | 0.0000          |
|  |  |
| 2026-02-18 | 0.0000          |
|  |  |
| 2026-02-19 | 0.0000          |
|  |  |
| 2026-02-20 | 0.0000          |
|  |  |
| 2026-02-23 | 0.0000          |
|  |  |
| 2026-02-24 | 0.0000          |
|  |  |
| 2026-02-25 | 0.0000          |
|  |  |
| 2026-02-26 | 0.0000          |
|  |  |
| 2026-02-27 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $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   |
|:---|:---|
| 2026-02-02 | 0.0000%           |
| 2026-02-03 | 0.0000%           |
| 2026-02-04 | 0.0000%           |
| 2026-02-05 | 0.0000%           |
| 2026-02-06 | 0.0000%           |
| 2026-02-09 | 0.0000%           |
| 2026-02-10 | 0.0000%           |
| 2026-02-11 | 0.0000%           |
| 2026-02-12 | 0.0000%           |
| 2026-02-13 | 0.0000%           |
| 2026-02-17 | 0.0000%           |
| 2026-02-18 | 0.0000%           |
| 2026-02-19 | 0.0000%           |
| 2026-02-20 | 0.0000%           |
| 2026-02-23 | 0.0000%           |
| 2026-02-24 | 0.0000%           |
| 2026-02-25 | 0.0000%           |
| 2026-02-26 | 0.0000%           |
| 2026-02-27 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.790000%
- **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):** $64011038.72
- **C.18.a - Value (excl. sponsor support):** $64011038.72
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.770000%
- **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):** $69011273.91
- **C.18.a - Value (excl. sponsor support):** $69011273.91
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.770000%
- **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):** $104017371.12
- **C.18.a - Value (excl. sponsor support):** $104017371.12
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.770000%
- **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):** $103017204.09
- **C.18.a - Value (excl. sponsor support):** $103017204.09
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.785000%
- **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):** $69031765.53
- **C.18.a - Value (excl. sponsor support):** $69031765.53
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **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):** $69008084.04
- **C.18.a - Value (excl. sponsor support):** $69008084.04
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.770000%
- **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):** $103065430.75
- **C.18.a - Value (excl. sponsor support):** $103065430.75
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.785000%
- **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):** $102049431.24
- **C.18.a - Value (excl. sponsor support):** $102049431.24
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.840000%
- **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):** $102008169.18
- **C.18.a - Value (excl. sponsor support):** $102008169.18
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7R48, C.4 - ISIN: US3130B7R483, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126987387.63
- **C.18.a - Value (excl. sponsor support):** $126987387.63
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **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 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V68, C.4 - ISIN: US3130B7V683, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88008484.96
- **C.18.a - Value (excl. sponsor support):** $88008484.96
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-29
- **C.13 - Final Legal Maturity Date:** 2027-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82Y7, C.4 - ISIN: US3130B82Y72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88000646.80
- **C.18.a - Value (excl. sponsor support):** $88000646.80
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B68, C.4 - ISIN: US3130B8B683, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $131997527.64
- **C.18.a - Value (excl. sponsor support):** $131997527.64
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BT8, C.4 - ISIN: US3130B8BT86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125998414.92
- **C.18.a - Value (excl. sponsor support):** $125998414.92
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EA6, C.4 - ISIN: US3130B8EA68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126998691.90
- **C.18.a - Value (excl. sponsor support):** $126998691.90
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ER9, C.4 - ISIN: US3130B8ER93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126996927.87
- **C.18.a - Value (excl. sponsor support):** $126996927.87
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8H47, C.4 - ISIN: US3130B8H474, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $66996123.38
- **C.18.a - Value (excl. sponsor support):** $66996123.38
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8N99, C.4 - ISIN: US3130B8N993, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79995342.40
- **C.18.a - Value (excl. sponsor support):** $79995342.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **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 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SS2, C.4 - ISIN: US3130B8SS21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999550.00
- **C.18.a - Value (excl. sponsor support):** $99999550.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TA0, C.4 - ISIN: US3130B8TA04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99998614.00
- **C.18.a - Value (excl. sponsor support):** $99998614.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8U67, C.4 - ISIN: US3130B8U675, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69996533.60
- **C.18.a - Value (excl. sponsor support):** $69996533.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-12-08
- **C.13 - Final Legal Maturity Date:** 2027-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94C1, C.4 - ISIN: US3130B94C17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97983453.68
- **C.18.a - Value (excl. sponsor support):** $97983453.68
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-09
- **C.13 - Final Legal Maturity Date:** 2027-03-09
- **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 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94N7, C.4 - ISIN: US3130B94N71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97999242.46
- **C.18.a - Value (excl. sponsor support):** $97999242.46
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94T4, C.4 - ISIN: US3130B94T42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84031961.16
- **C.18.a - Value (excl. sponsor support):** $84031961.16
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H78, C.4 - ISIN: US3130B9H787, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $93999724.58
- **C.18.a - Value (excl. sponsor support):** $93999724.58
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JR2, C.4 - ISIN: US3130B9JR22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $87999214.16
- **C.18.a - Value (excl. sponsor support):** $87999214.16
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 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: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $423515956.90
- **C.18.a - Value (excl. sponsor support):** $423515956.90
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 313385A55, C.4 - ISIN: US313385A558, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $173298204.64
- **C.18.a - Value (excl. sponsor support):** $173298204.64
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385A89, C.4 - ISIN: US313385A897, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385A89
- **C.18 - Value (incl. sponsor support):** $380945601.72
- **C.18.a - Value (excl. sponsor support):** $380945601.72
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A97, C.4 - ISIN: US313385A970, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $173229369.28
- **C.18.a - Value (excl. sponsor support):** $173229369.28
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: 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: 313385B62, C.4 - ISIN: US313385B622, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $173143324.64
- **C.18.a - Value (excl. sponsor support):** $173143324.64
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: 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: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $138683839.53
- **C.18.a - Value (excl. sponsor support):** $138683839.53
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: 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: 313385C46, C.4 - ISIN: US313385C463, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $210400995.08
- **C.18.a - Value (excl. sponsor support):** $210400995.08
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: 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: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385C61
- **C.18 - Value (incl. sponsor support):** $260491467.55
- **C.18.a - Value (excl. sponsor support):** $260491467.55
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: 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: 313385E51, C.4 - ISIN: US313385E519, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385E51
- **C.18 - Value (incl. sponsor support):** $134511395.00
- **C.18.a - Value (excl. sponsor support):** $134511395.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** DBRS Ltd.: R-1H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan 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: 313385F76, C.4 - ISIN: US313385F763, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129475353.48
- **C.18.a - Value (excl. sponsor support):** $129475353.48
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: 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: 313385F92, C.4 - ISIN: US313385F920, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128469298.77
- **C.18.a - Value (excl. sponsor support):** $128469298.77
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: 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: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124824513.75
- **C.18.a - Value (excl. sponsor support):** $124824513.75
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: 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: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $127666275.84
- **C.18.a - Value (excl. sponsor support):** $127666275.84
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **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? Yes, C.23 Categorized at Level 3? No

### Security 40: 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: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134620949.70
- **C.18.a - Value (excl. sponsor support):** $134620949.70
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **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? Yes, C.23 Categorized at Level 3? No

### Security 41: 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: 313385UX2, C.4 - ISIN: US313385UX25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194393821.05
- **C.18.a - Value (excl. sponsor support):** $194393821.05
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: 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: 313385VA1, C.4 - ISIN: US313385VA13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133548196.22
- **C.18.a - Value (excl. sponsor support):** $133548196.22
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: 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: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $78686633.07
- **C.18.a - Value (excl. sponsor support):** $78686633.07
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **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? Yes, C.23 Categorized at Level 3? No

### Security 44: 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: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385VH6
- **C.18 - Value (incl. sponsor support):** $125487705.42
- **C.18.a - Value (excl. sponsor support):** $125487705.42
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: 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: 313385VW3, C.4 - ISIN: US313385VW33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $135271720.00
- **C.18.a - Value (excl. sponsor support):** $135271720.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: 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: 313385WJ1, C.4 - ISIN: US313385WJ13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204657395.00
- **C.18.a - Value (excl. sponsor support):** $204657395.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: 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: 313385WT9, C.4 - ISIN: US313385WT94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169733531.25
- **C.18.a - Value (excl. sponsor support):** $169733531.25
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal 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: 313385WV4, C.4 - ISIN: US313385WV41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $80384096.25
- **C.18.a - Value (excl. sponsor support):** $80384096.25
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan 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: 313385XK7, C.4 - ISIN: US313385XK76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $211085928.75
- **C.18.a - Value (excl. sponsor support):** $211085928.75
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: 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: 313385XW1, C.4 - ISIN: US313385XW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $202938042.35
- **C.18.a - Value (excl. sponsor support):** $202938042.35
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: 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: 313385XY7, C.4 - ISIN: US313385XY70, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385XY7
- **C.18 - Value (incl. sponsor support):** $211805310.16
- **C.18.a - Value (excl. sponsor support):** $211805310.16
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: 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: 313385XZ4, C.4 - ISIN: US313385XZ46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125685020.41
- **C.18.a - Value (excl. sponsor support):** $125685020.41
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: 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: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $127587987.93
- **C.18.a - Value (excl. sponsor support):** $127587987.93
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal 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: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132427547.52
- **C.18.a - Value (excl. sponsor support):** $132427547.52
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: 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: 313385YV2, C.4 - ISIN: US313385YV23, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385YV2
- **C.18 - Value (incl. sponsor support):** $168907031.82
- **C.18.a - Value (excl. sponsor support):** $168907031.82
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: 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: 313385ZC3, C.4 - ISIN: US313385ZC33, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385ZC3
- **C.18 - Value (incl. sponsor support):** $127332675.00
- **C.18.a - Value (excl. sponsor support):** $127332675.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: 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: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $278244699.06
- **C.18.a - Value (excl. sponsor support):** $278244699.06
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: 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: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $139080930.78
- **C.18.a - Value (excl. sponsor support):** $139080930.78
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal 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: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $511885376.73
- **C.18.a - Value (excl. sponsor support):** $511885376.73
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: 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: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134069082.88
- **C.18.a - Value (excl. sponsor support):** $134069082.88
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **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):** $100037457.00
- **C.18.a - Value (excl. sponsor support):** $100037457.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61497344.43
- **C.18.a - Value (excl. sponsor support):** $61497344.43
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3Q8, C.4 - ISIN: US3133ET3Q84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139997834.20
- **C.18.a - Value (excl. sponsor support):** $139997834.20
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3R6, C.4 - ISIN: US3133ET3R67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $131997730.92
- **C.18.a - Value (excl. sponsor support):** $131997730.92
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63057527.19
- **C.18.a - Value (excl. sponsor support):** $63057527.19
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **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):** $63994057.60
- **C.18.a - Value (excl. sponsor support):** $63994057.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28003382.12
- **C.18.a - Value (excl. sponsor support):** $28003382.12
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69002350.14
- **C.18.a - Value (excl. sponsor support):** $69002350.14
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68069151.92
- **C.18.a - Value (excl. sponsor support):** $68069151.92
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEL7, C.4 - ISIN: US3133ETEL71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80003876.00
- **C.18.a - Value (excl. sponsor support):** $80003876.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **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):** $94995461.85
- **C.18.a - Value (excl. sponsor support):** $94995461.85
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $22010331.20
- **C.18.a - Value (excl. sponsor support):** $22010331.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **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 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78993802.45
- **C.18.a - Value (excl. sponsor support):** $78993802.45
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQ67, C.4 - ISIN: US3133ETQ678, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $126997414.28
- **C.18.a - Value (excl. sponsor support):** $126997414.28
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66995866.10
- **C.18.a - Value (excl. sponsor support):** $66995866.10
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **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 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAD2, C.4 - ISIN: US3133EWAD21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $190999587.44
- **C.18.a - Value (excl. sponsor support):** $190999587.44
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **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 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAG5, C.4 - ISIN: US3133EWAG51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $83999589.24
- **C.18.a - Value (excl. sponsor support):** $83999589.24
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80998812.54
- **C.18.a - Value (excl. sponsor support):** $80998812.54
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78999860.96
- **C.18.a - Value (excl. sponsor support):** $78999860.96
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWER7, C.4 - ISIN: US3133EWER70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $131999662.08
- **C.18.a - Value (excl. sponsor support):** $131999662.08
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWET3, C.4 - ISIN: US3133EWET37, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78999761.42
- **C.18.a - Value (excl. sponsor support):** $78999761.42
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-23
- **C.13 - Final Legal Maturity Date:** 2028-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $43005045.62
- **C.18.a - Value (excl. sponsor support):** $43005045.62
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **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 83: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45599P007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 45599P007_3.67_0302
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.8100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2038-09-01      | 6.5130%  | 0.0000% | $5438320.00        | $11842.60          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-05-01      | 6.4230%  | 0.0000% | $200000.00         | $12757.81          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 6.2140%  | 0.0000% | $8000000.00        | $622672.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 6.4820%  | 0.0000% | $2300000.00        | $78981.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 6.0950%  | 0.0000% | $340000.00         | $8084.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 6.1450%  | 0.0000% | $882000.00         | $29120.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 3.0000%  | 0.0000% | $2363032.00        | $297343.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-03-01      | 5.5000%  | 0.0000% | $4000000.00        | $539285.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 6.3780%  | 0.0000% | $120000.00         | $5834.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2031-03-01      | 5.1200%  | 0.0000% | $1400000.00        | $1139234.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2026-11-01      | 3.1200%  | 0.0000% | $1000000.00        | $840336.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 3.0000%  | 0.0000% | $8000000.00        | $4117860.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 2.5000%  | 0.0000% | $25206440.00       | $10713497.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $600000.00         | $425527.60         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-01-01      | 3.0000%  | 0.0000% | $1564396.00        | $216961.93         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 3.5000%  | 0.0000% | $801000.00         | $119966.93         | Agency Mortgage-Backed Securities |
| FMAC          | 2033-05-01      | 3.0000%  | 0.0000% | $1013000.00        | $106596.02         | Agency Mortgage-Backed Securities |
| FMAC          | 2032-11-01      | 6.5000%  | 0.0000% | $3000000.00        | $6491.28           | Agency Mortgage-Backed Securities |
| FMAC          | 2027-08-01      | 3.0000%  | 0.0000% | $1200000.00        | $22549.55          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 3.0080%  | 0.0000% | $200000.00         | $36594.90          | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 6.2710%  | 0.0000% | $89000.00          | $15312.97          | Agency Mortgage-Backed Securities |
| FMAC          | 2041-07-01      | 6.4300%  | 0.0000% | $1191100.00        | $467259.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2032-10-01      | 6.4730%  | 0.0000% | $35356672.00       | $11819.12          | Agency Mortgage-Backed Securities |
| FMAC          | 2040-06-01      | 6.5860%  | 0.0000% | $10559728.00       | $240830.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-12-01      | 5.9720%  | 0.0000% | $18000000.00       | $171067.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-08-01      | 6.4820%  | 0.0000% | $19818208.00       | $521610.53         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-07-01      | 5.0000%  | 0.0000% | $39950000.00       | $314208.69         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-10-01      | 6.0000%  | 0.0000% | $1755584.00        | $79024.31          | Agency Mortgage-Backed Securities |
| FMAC          | 2041-09-01      | 4.5000%  | 0.0000% | $24681408.00       | $3217792.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2032-01-01      | 2.5000%  | 0.0000% | $13300000.00       | $2193799.78        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-11-01      | 7.0000%  | 0.0000% | $84138880.00       | $235416.47         | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.0000%  | 0.0000% | $109578000.00      | $16952013.36       | Agency Mortgage-Backed Securities |
| FMAC          | 2034-06-01      | 3.5000%  | 0.0000% | $477000.00         | $40394.67          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 5.5400%  | 0.0000% | $13458280.00       | $127577.03         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-09-01      | 6.3750%  | 0.0000% | $225435392.00      | $1291523.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2035-10-01      | 6.1740%  | 0.0000% | $118954624.00      | $998270.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-12-01      | 5.9510%  | 0.0000% | $10295000.00       | $26875.74          | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 6.8790%  | 0.0000% | $2000000.00        | $8806.43           | Agency Mortgage-Backed Securities |
| FMAC          | 2040-07-01      | 6.6100%  | 0.0000% | $12491328.00       | $122068.70         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-07-01      | 6.2300%  | 0.0000% | $1657174.00        | $868470.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-01-01      | 4.5000%  | 0.0000% | $25092720.00       | $2371124.81        | Agency Mortgage-Backed Securities |
| FMAC          | 2032-07-01      | 6.2500%  | 0.0000% | $2190000.00        | $6784.16           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-09-01      | 6.2560%  | 0.0000% | $800000.00         | $48654.51          | Agency Mortgage-Backed Securities |
| FMAC          | 2045-10-01      | 3.0000%  | 0.0000% | $3221336.00        | $383949.34         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-01-01      | 3.0000%  | 0.0000% | $9994200.00        | $1100069.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $5500000.00        | $532575.85         | Agency Mortgage-Backed Securities |
| FMAC          | 2045-07-01      | 6.2730%  | 0.0000% | $927000.00         | $45203.64          | Agency Mortgage-Backed Securities |
| FMAC          | 2045-06-01      | 6.2550%  | 0.0000% | $140000.00         | $11567.04          | Agency Mortgage-Backed Securities |
| FMAC          | 2032-09-01      | 4.0000%  | 0.0000% | $499000.00         | $21452.95          | Agency Mortgage-Backed Securities |
| FMAC          | 2041-08-01      | 4.0000%  | 0.0000% | $9208448.00        | $592639.10         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-04-01      | 4.0000%  | 0.0000% | $1285642.00        | $161161.44         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-11-01      | 3.5000%  | 0.0000% | $6307776.00        | $668281.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-06-01      | 4.0000%  | 0.0000% | $9488080.00        | $1743327.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2042-05-01      | 4.0000%  | 0.0000% | $2205160.00        | $632517.98         | Agency Mortgage-Backed Securities |
| FMAC          | 2030-05-01      | 2.5000%  | 0.0000% | $1051478.00        | $141090.65         | Agency Mortgage-Backed Securities |
| FMAC          | 2031-10-01      | 2.5000%  | 0.0000% | $1405816.00        | $292621.90         | Agency Mortgage-Backed Securities |
| FMAC          | 2031-10-01      | 3.0000%  | 0.0000% | $1160084.00        | $123930.65         | Agency Mortgage-Backed Securities |
| FMAC          | 2030-06-01      | 3.0000%  | 0.0000% | $613048.00         | $41041.93          | Agency Mortgage-Backed Securities |
| FMAC          | 2045-04-15      | 4.0000%  | 0.0000% | $4038576.00        | $3237984.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2046-04-01      | 4.0000%  | 0.0000% | $1661906.00        | $272660.31         | Agency Mortgage-Backed Securities |
| FMAC          | 2046-05-01      | 3.0000%  | 0.0000% | $2040000.00        | $766481.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $15833280.00       | $3006398.83        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-01-01      | 3.0000%  | 0.0000% | $3000000.00        | $967075.20         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $32608000.00       | $8377206.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-03-01      | 2.7700%  | 0.0000% | $9175000.00        | $7471941.60        | Agency Mortgage-Backed Securities |
| FMAC          | 2038-07-01      | 4.8900%  | 0.0000% | $418000.00         | $430053.73         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $45000.00          | $12249.50          | Agency Mortgage-Backed Securities |
| FMAC          | 2046-04-01      | 3.5000%  | 0.0000% | $425000.00         | $75073.94          | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 3.0000%  | 0.0000% | $1350000.00        | $354561.83         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-04-01      | 6.0000%  | 0.0000% | $1550000.00        | $412703.41         | Agency Mortgage-Backed Securities |
| FMAC          | 2039-07-25      | 6.5000%  | 0.0000% | $5121768.00        | $296629.67         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 6.2340%  | 0.0000% | $780000.00         | $5981.34           | Agency Mortgage-Backed Securities |
| FMAC          | 2046-07-01      | 6.5080%  | 0.0000% | $181000.00         | $6284.35           | Agency Mortgage-Backed Securities |
| FMAC          | 2028-08-01      | 4.5520%  | 0.0000% | $23322623.00       | $9069.48           | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 5.8750%  | 0.0000% | $7950000.00        | $73676.65          | Agency Mortgage-Backed Securities |
| FNMA          | 2028-11-01      | 4.1770%  | 0.0000% | $40796159.00       | $5336.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2027-01-01      | 3.9500%  | 0.0000% | $1400000.00        | $1027817.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2027-01-01      | 3.8800%  | 0.0000% | $3181876.00        | $2558742.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-06-01      | 4.6500%  | 0.0000% | $32546815.00       | $11229.16          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-10-01      | 6.3280%  | 0.0000% | $8400000.00        | $34048.33          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-03-01      | 7.0000%  | 0.0000% | $214999.00         | $8361.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $510000.00         | $369664.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 7.0000%  | 0.0000% | $1538028.00        | $1293504.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 4.5000%  | 0.0000% | $3015140.00        | $2580513.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1029176.00        | $855932.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $6360096.00        | $5326859.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $2293300.00        | $2325747.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $5995440.00        | $5449083.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $795000.00         | $391124.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $1095910.00        | $1127808.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.5270%  | 0.0000% | $3286832.00        | $3350165.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $2914608.00        | $2941339.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 4.7490%  | 0.0000% | $10126220.00       | $10301904.58       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 4.8010%  | 0.0000% | $10259488.00       | $10409181.92       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $1005656.00        | $1053490.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $10527408.00       | $10677484.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $18430208.00       | $18986621.08       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1969180.00        | $2006363.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $5268904.00        | $5351869.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 5.5000%  | 0.0000% | $1168750.00        | $1200658.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 4.2890%  | 0.0000% | $3082100.00        | $3092401.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-03-01      | 5.5000%  | 0.0000% | $2626690.00        | $2713576.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $10345232.00       | $10475365.82       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $30753120.00       | $31374555.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $1287720.00        | $1277401.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.0160%  | 0.0000% | $14809520.00       | $15164899.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $4785240.00        | $4923233.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $27226440.00       | $27500912.76       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $10501552.00       | $10611021.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.4090%  | 0.0000% | $10745856.00       | $11018397.77       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $55000.00          | $51950.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $50075584.00       | $51153202.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 3.0000%  | 0.0000% | $14277344.00       | $4032930.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 5.0000%  | 0.0000% | $26105376.00       | $3790079.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 2.5000%  | 0.0000% | $4405192.00        | $2279310.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-10-01      | 2.0000%  | 0.0000% | $1000000.00        | $606562.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 2.0000%  | 0.0000% | $332000.00         | $176583.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $100000.00         | $60517.41          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $200000.00         | $132877.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 3.0000%  | 0.0000% | $181132.00         | $103240.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $203285.00         | $148047.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 3.0000%  | 0.0000% | $4995832.00        | $3471657.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $510000.00         | $392867.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 1.5000%  | 0.0000% | $4422568.00        | $3058248.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $1591798.00        | $1205342.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $395000.00         | $350819.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $4139352.00        | $3142424.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $8893000.00        | $7422337.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 6.0000%  | 0.0000% | $9381328.00        | $9345884.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $2574616.00        | $916499.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.6740%  | 0.0000% | $29703200.00       | $88401.57          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-03-01      | 5.5000%  | 0.0000% | $137786112.00      | $1647700.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 5.5000%  | 0.0000% | $361529856.00      | $2297328.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-03-01      | 5.0000%  | 0.0000% | $1406274.00        | $115852.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 5.8810%  | 0.0000% | $6000000.00        | $8973.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 6.7450%  | 0.0000% | $2279952.00        | $71092.00          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 7.5000%  | 0.0000% | $600000.00         | $14440.88          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.0000%  | 0.0000% | $134775.00         | $27313.78          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 3.0000%  | 0.0000% | $447537.00         | $225942.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.0000%  | 0.0000% | $600000.00         | $42790.82          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $9410976.00        | $6926219.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $500000.00         | $385203.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 3.5000%  | 0.0000% | $19000.00          | $17198.70          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 7.5000%  | 0.0000% | $81076.00          | $64765.06          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-09-01      | 5.5000%  | 0.0000% | $286870016.00      | $4606837.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 6.0000%  | 0.0000% | $419927.00         | $15705.35          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-11-01      | 6.0000%  | 0.0000% | $1012596.00        | $20358.57          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 6.3580%  | 0.0000% | $1680000.00        | $465100.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.4990%  | 0.0000% | $47990656.00       | $44343814.85       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.4840%  | 0.0000% | $2500000.00        | $631875.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.2820%  | 0.0000% | $2000000.00        | $799902.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $699549.00         | $478746.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 2.0000%  | 0.0000% | $2710000.00        | $1386064.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-10-01      | 2.3100%  | 0.0000% | $4854000.00        | $3636074.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-10-01      | 2.2650%  | 0.0000% | $3525000.00        | $2624051.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.0940%  | 0.0000% | $65000.00          | $44230.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 3.9460%  | 0.0000% | $140000.00         | $93753.01          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $23906112.00       | $23001697.20       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5800%  | 0.0000% | $2333096.00        | $2401638.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $14793968.00       | $15202785.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.2580%  | 0.0000% | $100000.00         | $69852.67          | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $6307528.00        | $6442207.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $34744832.00       | $35193461.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $151316.00         | $103101.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-01-01      | 6.0000%  | 0.0000% | $1507992.00        | $801289.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-12-01      | 5.3700%  | 0.0000% | $62756400.00       | $67714050.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2029-12-01      | 4.3000%  | 0.0000% | $42294999.00       | $43119817.29       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-07-01      | 4.8000%  | 0.0000% | $474500.00         | $493956.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-12-01      | 4.4300%  | 0.0000% | $15350000.00       | $15625124.87       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 4.5000%  | 0.0000% | $1073000.00        | $187201.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.4500%  | 0.0000% | $1700000.00        | $1448185.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2027-04-01      | 3.2400%  | 0.0000% | $882760.00         | $699961.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2026-03-25      | 2.7800%  | 0.0000% | $400000.00         | $399727.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-08-01      | 3.5500%  | 0.0000% | $302000.00         | $295239.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2027-12-01      | 3.1100%  | 0.0000% | $1000000.00        | $990715.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2027-12-01      | 3.1900%  | 0.0000% | $1100000.00        | $933662.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2027-12-01      | 2.8700%  | 0.0000% | $2000000.00        | $1867618.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-01-01      | 3.0700%  | 0.0000% | $5000000.00        | $4679039.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-03-01      | 4.1040%  | 0.0000% | $35714900.00       | $33877864.44       | Agency Mortgage-Backed Securities |
| FNMA          | 2028-03-01      | 3.2900%  | 0.0000% | $700000.00         | $697273.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 3.9700%  | 0.0000% | $1122858.00        | $1115243.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 3.7500%  | 0.0000% | $35960192.00       | $26884238.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.2800%  | 0.0000% | $52000.00          | $46260.75          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 5.9120%  | 0.0000% | $40195968.00       | $617656.41         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $89926.00          | $14822.96          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 6.2800%  | 0.0000% | $49858880.00       | $718834.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.0000%  | 0.0000% | $1525000.00        | $227606.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.5000%  | 0.0000% | $66000.00          | $8100.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-09-01      | 6.7240%  | 0.0000% | $9868816.00        | $134096.28         | Agency Mortgage-Backed Securities |
| FMAC          | 2031-10-01      | 8.0000%  | 0.0000% | $36566144.00       | $167163.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-05-01      | 6.5470%  | 0.0000% | $3145000.00        | $11075.62          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 5.1710%  | 0.0000% | $2600000.00        | $12868.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 6.1710%  | 0.0000% | $76463488.00       | $480962.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 5.0000%  | 0.0000% | $1904672.00        | $73132.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 6.0000%  | 0.0000% | $333998000.00      | $1518474.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 6.6250%  | 0.0000% | $4199988.00        | $5846.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 4.5850%  | 0.0000% | $7000000.00        | $110776.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 6.8450%  | 0.0000% | $8000000.00        | $16534.07          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.1590%  | 0.0000% | $5750000.00        | $77461.84          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2300596.00        | $970352.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $7248776.00        | $5023321.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $200611.00         | $146620.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $435932.00         | $138737.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $436744.00         | $331734.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 4.5000%  | 0.0000% | $1420364.00        | $1171225.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-06-01      | 5.5000%  | 0.0000% | $1000836.00        | $778990.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1415160.00        | $1030800.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.2940%  | 0.0000% | $18042976.00       | $11788387.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 7.5000%  | 0.0000% | $1111836.00        | $591521.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1422002.00        | $1088959.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2123390.00        | $2184607.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1323386.00        | $872659.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $1056640.00        | $1123889.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $3610088.00        | $3532798.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $4932264.00        | $4661024.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $1904038.00        | $1858018.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $5991944.00        | $4718364.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $2011750.00        | $2167395.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $2333480.00        | $2249741.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $87359744.00       | $86134614.93       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $10537940.00       | $10213342.60       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $5807760.00        | $5963918.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.0000%  | 0.0000% | $993538.00         | $995326.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $2337892.00        | $2474073.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1409370.00        | $1460983.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $213350.00         | $172659.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $4136664.00        | $3851450.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $6704776.00        | $6520187.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $10905552.00       | $11219667.87       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $1915206.00        | $2041572.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $9029968.00        | $9381047.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $22860200.00       | $23120748.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.6190%  | 0.0000% | $2680888.00        | $2756572.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.1750%  | 0.0000% | $4725144.00        | $4836584.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $1157664.00        | $1147774.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1185300.00        | $1250929.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 4.9480%  | 0.0000% | $20258080.00       | $20386351.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $9074544.00        | $9351535.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $2287336.00        | $2315482.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $5744752.00        | $5785499.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1607852.00        | $311526.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2031-10-01      | 2.0000%  | 0.0000% | $30022.00          | $5589.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.0000%  | 0.0000% | $350000.00         | $88578.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $365661.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 3.0000%  | 0.0000% | $227000.00         | $115985.59         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $471000.00         | $294965.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 3.0000%  | 0.0000% | $256378.00         | $41668.42          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $70000.00          | $27395.20          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-11-01      | 3.8400%  | 0.0000% | $2860852.00        | $2822162.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-04-01      | 3.6100%  | 0.0000% | $5963520.00        | $5467398.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 3.3400%  | 0.0000% | $4000000.00        | $3699121.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 3.3700%  | 0.0000% | $6946952.00        | $6625265.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2027-02-01      | 2.1100%  | 0.0000% | $538049.00         | $486697.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-05-01      | 1.8900%  | 0.0000% | $128000.00         | $105731.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-06-01      | 6.5380%  | 0.0000% | $6000000.00        | $275351.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 6.4310%  | 0.0000% | $2215000.00        | $303352.95         | Agency Mortgage-Backed Securities |

### Security 84: MUFG Securities Americas Inc. Tri Party Repo

- **C.1 - Title:** MUFG Securities Americas Inc. Tri Party Repo 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 606745008_3.62_0406
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **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? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $6136520.00        | $6181752.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $5000.00           | $1418.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 4.5000%  | 0.0000% | $1400000.00        | $173243.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $4271288.00        | $2328562.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $16423600.00       | $11085715.95       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $875000.00         | $217854.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $935000.00         | $457143.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $16235648.00       | $12430579.76       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1604544.00        | $1190914.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $17469000.00       | $12606542.21       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $15763376.00       | $14784737.08       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 5.0000%  | 0.0000% | $4014000.00        | $584516.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $61000.00          | $19777.80          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 3.0000%  | 0.0000% | $7000.00           | $3039.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2034-01-01      | 3.0000%  | 0.0000% | $200000.00         | $26623.07          | Agency Mortgage-Backed Securities |
| FNMA          | 2026-04-01      | 4.0000%  | 0.0000% | $9998.00           | $2.66              | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 4.5000%  | 0.0000% | $92494.00          | $3492.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2026-07-01      | 4.5000%  | 0.0000% | $174999.00         | $276.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2039-10-01      | 6.5000%  | 0.0000% | $340000.00         | $7815.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 6.0000%  | 0.0000% | $395000.00         | $12133.49          | Agency Mortgage-Backed Securities |
| FNMA          | 2029-11-01      | 3.5000%  | 0.0000% | $89991.00          | $2469.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 4.5000%  | 0.0000% | $24000.00          | $3124.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2029-03-01      | 4.0000%  | 0.0000% | $99500.00          | $107.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-03-01      | 6.0000%  | 0.0000% | $158265.00         | $634.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 5.5000%  | 0.0000% | $6224840.00        | $72447.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $175226.00         | $2194.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 5.5000%  | 0.0000% | $400000.00         | $2603.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $8801600.00        | $5243624.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $810816.00         | $516567.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1100000.00        | $828532.48         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1032400.00        | $806537.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $77159.00          | $49698.33          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-10-01      | 5.5000%  | 0.0000% | $25000.00          | $2225.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $127000.00         | $89679.78          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $18000.00          | $13762.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $696000.00         | $475980.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-10-01      | 6.0000%  | 0.0000% | $9801808.00        | $6668738.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $79029.08          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.0000%  | 0.0000% | $1125000.00        | $1021600.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $450000.00         | $392004.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $9000.00           | $6697.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-01-01      | 6.0000%  | 0.0000% | $230000.00         | $5983.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 6.0000%  | 0.0000% | $530200.00         | $5376.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-04-01      | 5.5000%  | 0.0000% | $89629.00          | $776.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-03      | 5.5000%  | 0.0000% | $201890.00         | $46372.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-11-01      | 4.5000%  | 0.0000% | $663620.00         | $106776.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $6086000.00        | $637925.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $1321000.00        | $757056.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $87000.00          | $43227.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $6000.00           | $4105.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $800000.00         | $647122.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $21518656.00       | $19404223.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 6.0000%  | 0.0000% | $1899999.00        | $1933994.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-07-01      | 4.5000%  | 0.0000% | $642423.00         | $12657.37          | Agency Mortgage-Backed Securities |

### Security 85: Fixed Income Clearing Corp. - State Street Bank and Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.67_0302
- **C.18 - Value (incl. sponsor support):** $4200000000.00
- **C.18.a - Value (excl. sponsor support):** $4200000000.00
- **C.19 - Percentage of Net Assets:** 16.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 Note                 | 2030-07-31      | 3.8750%  | 0.0000% | $803166200.00      | $816185941.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2030-09-30      | 3.6250%  | 0.0000% | $780857500.00      | $794565765.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2030-06-30      | 3.8750%  | 0.0000% | $421074600.00      | $429248378.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Inflation Index Note | 2026-04-15      | 0.1250%  | 0.0000% | $1813635600.00     | $2244000174.00     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198658810.52
- **C.18.a - Value (excl. sponsor support):** $198658810.52
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 87: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134017237.80
- **C.18.a - Value (excl. sponsor support):** $134017237.80
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 88: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200970203.00
- **C.18.a - Value (excl. sponsor support):** $200970203.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 89: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $204357514.59
- **C.18.a - Value (excl. sponsor support):** $204357514.59
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **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 90: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $388881677.87
- **C.18.a - Value (excl. sponsor support):** $388881677.87
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 91: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $327669175.92
- **C.18.a - Value (excl. sponsor support):** $327669175.92
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **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 92: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200513379.00
- **C.18.a - Value (excl. sponsor support):** $200513379.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 93: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194391301.65
- **C.18.a - Value (excl. sponsor support):** $194391301.65
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 94: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $137472322.50
- **C.18.a - Value (excl. sponsor support):** $137472322.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 95: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $129322122.80
- **C.18.a - Value (excl. sponsor support):** $129322122.80
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $129226076.20
- **C.18.a - Value (excl. sponsor support):** $129226076.20
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 97: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196693200.00
- **C.18.a - Value (excl. sponsor support):** $196693200.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **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 98: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194980462.95
- **C.18.a - Value (excl. sponsor support):** $194980462.95
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 99: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198406592.00
- **C.18.a - Value (excl. sponsor support):** $198406592.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 100: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197276815.22
- **C.18.a - Value (excl. sponsor support):** $197276815.22
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 101: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $262530449.10
- **C.18.a - Value (excl. sponsor support):** $262530449.10
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 102: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197840425.86
- **C.18.a - Value (excl. sponsor support):** $197840425.86
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **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 103: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200696391.51
- **C.18.a - Value (excl. sponsor support):** $200696391.51
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **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 104: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200555651.31
- **C.18.a - Value (excl. sponsor support):** $200555651.31
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 105: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $267216502.00
- **C.18.a - Value (excl. sponsor support):** $267216502.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 106: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196869307.00
- **C.18.a - Value (excl. sponsor support):** $196869307.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **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 107: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198714824.97
- **C.18.a - Value (excl. sponsor support):** $198714824.97
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 108: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $128427217.10
- **C.18.a - Value (excl. sponsor support):** $128427217.10
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 109: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198277878.75
- **C.18.a - Value (excl. sponsor support):** $198277878.75
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **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 110: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $263851005.05
- **C.18.a - Value (excl. sponsor support):** $263851005.05
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **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 111: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $261677693.86
- **C.18.a - Value (excl. sponsor support):** $261677693.86
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **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 112: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $266460731.28
- **C.18.a - Value (excl. sponsor support):** $266460731.28
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $201708108.00
- **C.18.a - Value (excl. sponsor support):** $201708108.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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 114: 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):** $134039181.60
- **C.18.a - Value (excl. sponsor support):** $134039181.60
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 115: 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):** $130004265.30
- **C.18.a - Value (excl. sponsor support):** $130004265.30
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 116: 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):** $123974328.28
- **C.18.a - Value (excl. sponsor support):** $123974328.28
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **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 117: 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):** $255145031.25
- **C.18.a - Value (excl. sponsor support):** $255145031.25
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 118: 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):** $253464492.82
- **C.18.a - Value (excl. sponsor support):** $253464492.82
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 119: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.772900%
- **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):** $663108513.21
- **C.18.a - Value (excl. sponsor support):** $663108513.21
- **C.19 - Percentage of Net Assets:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 120: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.804900%
- **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):** $516333738.48
- **C.18.a - Value (excl. sponsor support):** $516333738.48
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 121: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.720900%
- **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):** $370126821.20
- **C.18.a - Value (excl. sponsor support):** $370126821.20
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 122: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 3.750000%
- **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: ZBUT11V806EZRVTWT807, C.5 - Other ID: 922JUL005_3.75_0528
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2051-05-20      | 0.0000%  | 0.0000% | $18870600.00       | $160822.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $4519840.00        | $2999878.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 0.0885%  | 0.0000% | $100000000.00      | $1209766.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $70666624.00       | $6532909.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $729614.00         | $74874.85          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 0.0500%  | 0.0000% | $139997184.00      | $112348.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 0.0700%  | 0.0000% | $147320832.00      | $131902.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 0.0500%  | 0.0000% | $99999744.00       | $71206.74          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 0.0300%  | 0.0000% | $29999104.00       | $16963.93          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 3.4285%  | 0.0000% | $150000000.00      | $3320050.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 0.0500%  | 0.0000% | $49995776.00       | $24234.15          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 2.7385%  | 0.0000% | $48333312.00       | $2437678.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 3.3385%  | 0.0000% | $50000000.00       | $3139488.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 7.0000%  | 0.0000% | $714286.00         | $58794.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 2.4385%  | 0.0000% | $30749952.00       | $1438083.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-02-20      | 3.3885%  | 0.0000% | $53190912.00       | $1648366.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 5.5000%  | 0.0000% | $10673520.00       | $1247775.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 2.4885%  | 0.0000% | $102214400.00      | $4675499.60        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-01-25      | 0.1000%  | 0.0000% | $262379520.00      | $725800.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2030-04-25      | 0.0000%  | 0.0000% | $102621568.00      | $43870001.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2041-11-25      | 3.5000%  | 0.0000% | $881710.00         | $1376667.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-25      | 2.3183%  | 0.0000% | $25798112.00       | $561549.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-25      | 4.5000%  | 0.0000% | $12166656.00       | $301597.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-25      | 5.0000%  | 0.0000% | $31474800.00       | $283189.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-25      | 1.8483%  | 0.0000% | $27702848.00       | $941094.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-25      | 2.2183%  | 0.0000% | $39401472.00       | $1177748.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-25      | 4.0000%  | 0.0000% | $33843456.00       | $902203.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-25      | 4.5000%  | 0.0000% | $7061984.00        | $7609085.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-25      | 5.0000%  | 0.0000% | $2900368.00        | $3157567.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-25      | 2.8328%  | 0.0000% | $26315840.00       | $1033583.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-25      | 1.4828%  | 0.0000% | $108126336.00      | $2650546.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2027-02-25      | 0.0000%  | 0.0000% | $67192192.00       | $42868972.69       | Agency Mortgage-Backed Securities |
| FMAC          | 2043-08-15      | 2.2773%  | 0.0000% | $13148352.00       | $80068.16          | Agency Mortgage-Backed Securities |
| FMAC          | 2046-05-15      | 2.3273%  | 0.0000% | $30000000.00       | $287381.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-15      | 3.0000%  | 0.0000% | $6105000.00        | $2731899.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-15      | 3.5000%  | 0.0000% | $7000000.00        | $6251227.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-15      | 2.2773%  | 0.0000% | $13558848.00       | $140670.61         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-15      | 2.2773%  | 0.0000% | $15546760.00       | $368223.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-25      | 3.3828%  | 0.0000% | $43001344.00       | $5368545.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2042-01-15      | 0.5411%  | 0.0000% | $24906720.00       | $150496.46         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-25      | 0.0000%  | 0.0000% | $12500000.00       | $17173.52          | Agency Mortgage-Backed Securities |
| FMAC          | 2041-06-25      | 3.0000%  | 0.0000% | $28117024.00       | $1899633.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-25      | 2.5000%  | 0.0000% | $1776000.00        | $1375399.91        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-25      | 4.0000%  | 0.0000% | $5000000.00        | $5162682.75        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-25      | 6.5000%  | 0.0000% | $19064896.00       | $2344556.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-25      | 0.0500%  | 0.0000% | $24993792.00       | $11819.99          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-25      | 2.8828%  | 0.0000% | $50000000.00       | $1539970.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-25      | 2.8328%  | 0.0000% | $75000000.00       | $2312832.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-25      | 6.5000%  | 0.0000% | $60444992.00       | $4183726.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-25      | 1.4328%  | 0.0000% | $75854080.00       | $2657679.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-25      | 1.4828%  | 0.0000% | $40000000.00       | $1018304.70        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-25      | 1.4828%  | 0.0000% | $140664576.00      | $5406105.08        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-07-25      | 2.0000%  | 0.0000% | $67289300.00       | $49579038.97       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-25      | 1.5328%  | 0.0000% | $68734080.00       | $1980302.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-25      | 1.5828%  | 0.0000% | $12631424.00       | $380134.41         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-25      | 1.5328%  | 0.0000% | $80955904.00       | $3152257.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-25      | 5.0000%  | 0.0000% | $4699088.00        | $4964762.88        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-25      | 6.0000%  | 0.0000% | $12722048.00       | $649417.22         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-25      | 2.2028%  | 0.0000% | $125238912.00      | $9051064.03        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-25      | 6.5000%  | 0.0000% | $9821760.00        | $1192609.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-25      | 1.2328%  | 0.0000% | $113686912.00      | $3900271.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-25      | 2.2828%  | 0.0000% | $53720576.00       | $4392787.71        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-25      | 0.6328%  | 0.0000% | $150000000.00      | $2198998.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-25      | 1.0328%  | 0.0000% | $96072064.00       | $2736101.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-25      | 1.6828%  | 0.0000% | $292332160.00      | $17893564.38       | Agency Mortgage-Backed Securities |
| FNMA          | 2039-05-25      | 6.5000%  | 0.0000% | $1000000.00        | $344963.52         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-01-15      | 2.4773%  | 0.0000% | $100000000.00      | $409473.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-25      | 2.7683%  | 0.0000% | $330000000.00      | $931853.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-11-16      | 0.0000%  | 0.0000% | $212991995.00      | $20397.92          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-12-16      | 1.1168%  | 0.0000% | $134057800.00      | $1876982.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-16      | 0.0000%  | 0.0000% | $155099136.00      | $71373.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-02-16      | 2.3259%  | 0.0000% | $22448320.00       | $796050.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-16      | 0.2288%  | 0.0000% | $108551040.00      | $399916.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-12-20      | 2.3583%  | 0.0000% | $16725000.00       | $301080.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 2.9983%  | 0.0000% | $36564031.00       | $90922.46          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-01-16      | 1.7959%  | 0.0000% | $63160320.00       | $689032.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-10-20      | 1.9383%  | 0.0000% | $43805824.00       | $307128.14         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-09-20      | 2.1142%  | 0.0000% | $17018360.00       | $80542.76          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-05-16      | 0.7322%  | 0.0000% | $190534656.00      | $2443196.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-12-16      | 0.5533%  | 0.0000% | $85335552.00       | $1221600.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-07-16      | 0.5604%  | 0.0000% | $105112704.00      | $1592171.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-07-16      | 0.6744%  | 0.0000% | $80019328.00       | $997718.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2062-06-16      | 0.8866%  | 0.0000% | $8500000.00        | $298653.84         | Agency Mortgage-Backed Securities |
| GNMA          | 2062-12-16      | 0.5839%  | 0.0000% | $113438000.00      | $3730421.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-16      | 1.8709%  | 0.0000% | $57656896.00       | $5195329.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-11-20      | 3.0000%  | 0.0000% | $47883200.00       | $116622.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 3.0000%  | 0.0000% | $555000.00         | $639141.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-07-16      | 0.0500%  | 0.0000% | $7999488.00        | $5523.34           | Agency Mortgage-Backed Securities |
| GNMA          | 2048-07-20      | 2.4142%  | 0.0000% | $22667328.00       | $577435.43         | Agency Mortgage-Backed Securities |
| GNMA          | 2061-12-16      | 0.8856%  | 0.0000% | $100000000.00      | $5802428.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-08-16      | 0.8669%  | 0.0000% | $303501000.00      | $15731158.53       | Agency Mortgage-Backed Securities |
| GNMA          | 2064-07-16      | 0.6364%  | 0.0000% | $350000000.00      | $17644625.52       | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-16      | 0.6252%  | 0.0000% | $144291584.00      | $8821066.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-16      | 0.6582%  | 0.0000% | $81695104.00       | $5168922.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-05-16      | 5.0000%  | 0.0000% | $4999999.00        | $5044392.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 0.1000%  | 0.0000% | $50000000.00       | $59632.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 0.7135%  | 0.0000% | $80000000.00       | $1071764.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 0.8385%  | 0.0000% | $592382991.00      | $10947577.82       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 0.7885%  | 0.0000% | $1000000000.00     | $12808635.83       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 4.5000%  | 0.0000% | $13488160.00       | $13441322.30       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 2.8885%  | 0.0000% | $204966912.00      | $22280275.62       | Agency Mortgage-Backed Securities |
| GNMA          | 2049-02-20      | 2.2683%  | 0.0000% | $68614000.00       | $838432.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 5.2500%  | 0.0000% | $76114048.00       | $75205093.92       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 2.8885%  | 0.0000% | $51303488.00       | $4224328.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-06-20      | 2.2683%  | 0.0000% | $27000000.00       | $616125.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 2.2683%  | 0.0000% | $43600000.00       | $711157.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 0.0000%  | 0.0000% | $100000000.00      | $230115.98         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-20      | 2.4183%  | 0.0000% | $107000000.00      | $6904906.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 2.3006%  | 0.0000% | $31750528.00       | $943878.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 0.0000%  | 0.0000% | $93492320.00       | $825241.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 0.0000%  | 0.0000% | $7000000.00        | $91854.09          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 0.0000%  | 0.0000% | $26956864.00       | $309569.32         | Agency Mortgage-Backed Securities |

### Security 123: TD Securities (USA) LLC Tri Party repo

- **C.1 - Title:** TD Securities (USA) LLC Tri Party repo 3.680000%
- **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: 5493006RJSLS5DA4PD75, C.5 - Other ID: 971XCT007_3.68_0302
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2027-02-25      | 2.9610%  | 0.0000% | $15803000.00       | $11556122.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-25      | 5.0172%  | 0.0000% | $1395000.00        | $1066276.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-25      | 5.1672%  | 0.0000% | $28625000.00       | $18603471.52       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-25      | 5.1672%  | 0.0000% | $28520000.00       | $19039981.71       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-25      | 5.2500%  | 0.0000% | $27516000.00       | $17806873.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-25      | 5.0000%  | 0.0000% | $30036994.00       | $25802909.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-25      | 4.5000%  | 0.0000% | $316500.00         | $279880.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-25      | 4.5000%  | 0.0000% | $708910.00         | $630489.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-25      | 4.5000%  | 0.0000% | $1000715.00        | $845233.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-25      | 6.0000%  | 0.0000% | $24426834.00       | $13426266.55       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-25      | 6.0000%  | 0.0000% | $35287841.00       | $30776086.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-25      | 4.5000%  | 0.0000% | $1059851.00        | $974050.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-25      | 4.5000%  | 0.0000% | $11419649.00       | $11380720.15       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-25      | 6.0000%  | 0.0000% | $9745138.00        | $7297232.78        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-25      | 1.0000%  | 0.0000% | $3455454.00        | $1888579.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2035-03-25      | 4.5000%  | 0.0000% | $15057498.00       | $13620099.28       | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-25      | 5.2500%  | 0.0000% | $43219000.00       | $25919962.83       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-06-25      | 5.2500%  | 0.0000% | $41896494.00       | $27158466.07       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-25      | 5.0000%  | 0.0000% | $41638000.00       | $29013713.51       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-25      | 4.7500%  | 0.0000% | $553173.00         | $511205.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-25      | 4.5000%  | 0.0000% | $45262.00          | $40664.87          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-25      | 5.0000%  | 0.0000% | $452616.00         | $429900.16         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-25      | 5.5000%  | 0.0000% | $163000.00         | $156898.75         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-25      | 4.5000%  | 0.0000% | $146228.00         | $128805.52         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-25      | 4.5000%  | 0.0000% | $291160.00         | $289983.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-25      | 4.5000%  | 0.0000% | $23665500.00       | $23512999.52       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-25      | 4.5000%  | 0.0000% | $50000.00          | $42162.80          | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-25      | 4.5142%  | 0.0000% | $23715500.00       | $23800965.67       | Agency Mortgage-Backed Securities |

### Security 124: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 3.680000%
- **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: ZBUT11V806EZRVTWT807, C.5 - Other ID: 976WZB909_3.68_0306
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2045-08-01      | 3.0000%  | 0.0000% | $10000000.00       | $1102638.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-06-01      | 4.0000%  | 0.0000% | $18885152.00       | $1825578.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 4.5000%  | 0.0000% | $76287.00          | $15398.11          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 5.0000%  | 0.0000% | $74555640.00       | $932981.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 5.5000%  | 0.0000% | $1794040.00        | $58815.24          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $2787736.00        | $2569285.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $1355526.00        | $1363882.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1583366.00        | $1434077.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $12301808.00       | $12355072.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $2676224.00        | $2775959.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $2078096.00        | $2192482.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $3457316.00        | $3598122.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 6.0000%  | 0.0000% | $1026186.00        | $1057129.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $1001722.00        | $994193.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-11-01      | 2.5000%  | 0.0000% | $144000.00         | $39367.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $312000.00         | $75076.54          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-01-01      | 5.0650%  | 0.0000% | $4326000.00        | $4592663.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $2530000.00        | $2688856.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2032-05-01      | 4.3900%  | 0.0000% | $71421999.00       | $73055245.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-10-01      | 4.6800%  | 0.0000% | $2492400.00        | $2574467.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 4.5900%  | 0.0000% | $1554000.00        | $1589305.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $47000.00          | $12899.08          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.5000%  | 0.0000% | $1134464.00        | $556205.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-09-01      | 6.0000%  | 0.0000% | $1997240.00        | $1633847.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $450000.00         | $364682.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $500000.00         | $460343.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-10-01      | 6.0000%  | 0.0000% | $1527464.00        | $1454202.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $65530752.00       | $57092011.95       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 5.5000%  | 0.0000% | $500000.00         | $453590.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2623610.00        | $2205231.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $718180.00         | $395197.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-01-01      | 2.0000%  | 0.0000% | $9664.00           | $5481.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 5.0000%  | 0.0000% | $30000.00          | $15891.57          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.5000%  | 0.0000% | $5375064.00        | $3863825.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $1500000.00        | $986865.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 6.0000%  | 0.0000% | $6883400.00        | $6978469.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 3.5000%  | 0.0000% | $3405000.00        | $301502.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 1.5000%  | 0.0000% | $16787200.00       | $8788278.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-09-01      | 5.0000%  | 0.0000% | $1324000.00        | $797016.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 5.0000%  | 0.0000% | $836000.00         | $743858.69         | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Master Trust

**Date:** 2026-03-06

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

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

**Title of Signing Officer:** Vice President