# EDGAR Filing Document

**Accession Number:** 0000862064
**File Stem:** 0001145549-25-046109
**Filing Date:** 2025-7
**Character Count:** 314754
**Document Hash:** 356ff8c78d0276b5b8233bc2622d9c48
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046109.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046109

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOVERNMENT CASH MANAGEMENT PORTFOLIO
- **CENTRAL INDEX KEY:** 0000862064

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06073
- **FILM NUMBER:** 251110650

**BUSINESS ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225
- **BUSINESS PHONE:** 212-454-4500

**MAIL ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOVERNMENTCASH MANAGEMENT PORTFOLIO
- **DATE OF NAME CHANGE:** 20160519

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOVERNMENT CASH MANAGEMENT PORTFOLIO
- **DATE OF NAME CHANGE:** 20160519

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CASH MANAGEMENT PORTFOLIO
- **DATE OF NAME CHANGE:** 20060406

## Series and Classes Contracts Data

### GOVERNMENT CASH MANAGEMENT PORTFOLIO (Series ID: S000009009)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000024519 | GOVERNMENT CASH MANAGEMENT PORTFOLIO |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000862064

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

**Registrant Full Name:** Government Cash Management Portfolio

**CIK Number of Registrant:** 0000862064

**LEI of Registrant:** 549300DFUINPMFFE3C04

**Name of Series:** GOVERNMENT CASH MANAGEMENT PORTFOLIO

**LEI of Series:** 549300DFUINPMFFE3C04

**EDGAR Series Identifier:** S000009009

**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            | DWS Investment Management Americas, Inc.        | 801-00252         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | DWS Investment Management Americas, Inc.        |  |
| Transfer Agent                | DWS Service Company<br>CIK: 0000842657          | 084-01713         |

### 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:** 18 days

- **WAL:** 66 days

- **Total Value of Portfolio Securities:** $37057920143.68

- **Amortized Cost of Portfolio Securities:** $37057060919.09

- **Cash:** $101314.98

- **Total Other Assets:** $64166714.03

- **Total Liabilities:** $4068822.98

- **Net Assets of Series:** $37117260125.12

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $29690639239.74           | $29692227532.77            | 86.5000%                  | 86.5000%                   |
| 2025-06-03 | $31049186766.58           | $31050775245.92            | 87.0100%                  | 87.0200%                   |
| 2025-06-04 | $31515106224.08           | $31516694874.66            | 87.1800%                  | 87.1800%                   |
| 2025-06-05 | $32078782488.42           | $32080371303.81            | 87.3700%                  | 87.3800%                   |
| 2025-06-06 | $31347960400.01           | $31349549424.07            | 87.1000%                  | 87.1000%                   |
| 2025-06-09 | $31929297570.26           | $31930887167.42            | 87.3100%                  | 87.3200%                   |
| 2025-06-10 | $31803801170.03           | $31805390941.09            | 87.2700%                  | 87.2700%                   |
| 2025-06-11 | $30877442016.92           | $30879031986.69            | 86.9500%                  | 86.9500%                   |
| 2025-06-12 | $29931341881.19           | $29932932031.50            | 86.5900%                  | 86.5900%                   |
| 2025-06-13 | $27723434340.16           | $27725024710.23            | 85.6600%                  | 85.6600%                   |
| 2025-06-16 | $28573752467.63           | $28575343344.56            | 85.9100%                  | 85.9200%                   |
| 2025-06-17 | $29652080057.31           | $29653671121.65            | 86.3500%                  | 86.3600%                   |
| 2025-06-18 | $29230279390.98           | $29231870669.32            | 86.1800%                  | 86.1800%                   |
| 2025-06-20 | $29175407289.11           | $29184198928.08            | 86.1200%                  | 86.1500%                   |
| 2025-06-23 | $30842876035.61           | $30851670734.64            | 86.7800%                  | 86.8100%                   |
| 2025-06-24 | $31347005993.12           | $31450905414.58            | 86.7300%                  | 87.0200%                   |
| 2025-06-25 | $31648471858.50           | $31745179342.85            | 86.8600%                  | 87.1200%                   |
| 2025-06-26 | $32222728634.01           | $32319448061.31            | 87.0600%                  | 87.3200%                   |
| 2025-06-27 | $31437234574.20           | $31438827551.64            | 86.9900%                  | 86.9900%                   |
| 2025-06-30 | $32423393739.57           | $32424987261.53            | 87.3400%                  | 87.3500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 0.0000%             |
| 2025-06-03 | 0.0000%             |
| 2025-06-04 | 0.0000%             |
| 2025-06-05 | 0.0000%             |
| 2025-06-06 | 0.0000%             |
| 2025-06-09 | 0.0000%             |
| 2025-06-10 | 0.0000%             |
| 2025-06-11 | 0.0000%             |
| 2025-06-12 | 0.0000%             |
| 2025-06-13 | 0.0000%             |
| 2025-06-16 | 0.0000%             |
| 2025-06-17 | 0.0000%             |
| 2025-06-18 | 0.0000%             |
| 2025-06-20 | 0.0000%             |
| 2025-06-23 | 0.0000%             |
| 2025-06-24 | 0.0000%             |
| 2025-06-25 | 0.0000%             |
| 2025-06-26 | 0.0000%             |
| 2025-06-27 | 0.0000%             |
| 2025-06-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 0.0000                      |
|  |  |
| 2025-06-03 | 0.0000                      |
|  |  |
| 2025-06-04 | 0.0000                      |
|  |  |
| 2025-06-05 | 0.0000                      |
|  |  |
| 2025-06-06 | 0.0000                      |
|  |  |
| 2025-06-09 | 0.0000                      |
|  |  |
| 2025-06-10 | 0.0000                      |
|  |  |
| 2025-06-11 | 0.0000                      |
|  |  |
| 2025-06-12 | 0.0000                      |
|  |  |
| 2025-06-13 | 0.0000                      |
|  |  |
| 2025-06-16 | 0.0000                      |
|  |  |
| 2025-06-17 | 0.0000                      |
|  |  |
| 2025-06-18 | 0.0000                      |
|  |  |
| 2025-06-20 | 0.0000                      |
|  |  |
| 2025-06-23 | 0.0000                      |
|  |  |
| 2025-06-24 | 0.0000                      |
|  |  |
| 2025-06-25 | 0.0000                      |
|  |  |
| 2025-06-26 | 0.0000                      |
|  |  |
| 2025-06-27 | 0.0000                      |
|  |  |
| 2025-06-30 | 0.0000                      |
|  |  |

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

### Class: Government Cash Management Portfolio

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $37117260125.12

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 679797.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.0000          |
|  |  |
| 2025-06-03 | 0.0000          |
|  |  |
| 2025-06-04 | 0.0000          |
|  |  |
| 2025-06-05 | 0.0000          |
|  |  |
| 2025-06-06 | 0.0000          |
|  |  |
| 2025-06-09 | 0.0000          |
|  |  |
| 2025-06-10 | 0.0000          |
|  |  |
| 2025-06-11 | 0.0000          |
|  |  |
| 2025-06-12 | 0.0000          |
|  |  |
| 2025-06-13 | 0.0000          |
|  |  |
| 2025-06-16 | 0.0000          |
|  |  |
| 2025-06-17 | 0.0000          |
|  |  |
| 2025-06-18 | 0.0000          |
|  |  |
| 2025-06-20 | 0.0000          |
|  |  |
| 2025-06-23 | 0.0000          |
|  |  |
| 2025-06-24 | 0.0000          |
|  |  |
| 2025-06-25 | 0.0000          |
|  |  |
| 2025-06-26 | 0.0000          |
|  |  |
| 2025-06-27 | 0.0000          |
|  |  |
| 2025-06-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $0.00                   |
| 2025-06-03 | $0.00                     | $0.00                   |
| 2025-06-04 | $0.00                     | $0.00                   |
| 2025-06-05 | $0.00                     | $0.00                   |
| 2025-06-06 | $0.00                     | $0.00                   |
| 2025-06-09 | $0.00                     | $0.00                   |
| 2025-06-10 | $0.00                     | $0.00                   |
| 2025-06-11 | $0.00                     | $0.00                   |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $0.00                     | $0.00                   |
| 2025-06-16 | $0.00                     | $0.00                   |
| 2025-06-17 | $0.00                     | $0.00                   |
| 2025-06-18 | $0.00                     | $0.00                   |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $0.00                     | $0.00                   |
| 2025-06-24 | $0.00                     | $0.00                   |
| 2025-06-25 | $0.00                     | $0.00                   |
| 2025-06-26 | $0.00                     | $0.00                   |
| 2025-06-27 | $0.00                     | $0.00                   |
| 2025-06-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 0.0000%           |
| 2025-06-03 | 0.0000%           |
| 2025-06-04 | 0.0000%           |
| 2025-06-05 | 0.0000%           |
| 2025-06-06 | 0.0000%           |
| 2025-06-09 | 0.0000%           |
| 2025-06-10 | 0.0000%           |
| 2025-06-11 | 0.0000%           |
| 2025-06-12 | 0.0000%           |
| 2025-06-13 | 0.0000%           |
| 2025-06-16 | 0.0000%           |
| 2025-06-17 | 0.0000%           |
| 2025-06-18 | 0.0000%           |
| 2025-06-20 | 0.0000%           |
| 2025-06-23 | 0.0000%           |
| 2025-06-24 | 0.0000%           |
| 2025-06-25 | 0.0000%           |
| 2025-06-26 | 0.0000%           |
| 2025-06-27 | 0.0000%           |
| 2025-06-30 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06399K002, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: 06399K002_4.39_0701
- **C.18 - Value (incl. sponsor support):** $694300000.00
- **C.18.a - Value (excl. sponsor support):** $694300000.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-06-30      | 1.8750%  | 0.0000% | $600.00            | $587.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-15      | 0.2500%  | 0.0000% | $70662900.00       | $85039107.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $108442000.00      | $142125236.58      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $110291000.00      | $107829167.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 1.5000%  | 0.0000% | $900.00            | $873.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $85.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $62999900.00       | $63399081.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 3.5000%  | 0.0000% | $400.00            | $399.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $258266000.00      | $258256007.95      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $51649400.00       | $51535358.12       | U.S. Treasuries (including strips) |

### Security 2: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.400000%
- **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: 06399K002, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: 06399K002_4.40_0701
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 3.2300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2029-09-01      | 5.6250%  | 0.0000% | $3.00              | $0.00              | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-03-20      | 3.5000%  | 0.0000% | $6323847.00        | $4998000.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-08-01      | 7.2640%  | 0.0000% | $1230.00           | $1.61              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-12-01      | 6.3970%  | 0.0000% | $2472.00           | $0.04              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-12-01      | 6.3970%  | 0.0000% | $11331.00          | $0.07              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 6.3900%  | 0.0000% | $177391.00         | $46.57             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-09-01      | 7.1650%  | 0.0000% | $7534.00           | $2.62              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-07-01      | 7.4500%  | 0.0000% | $1587.00           | $0.28              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-09-01      | 7.3180%  | 0.0000% | $12141.00          | $0.34              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-01-01      | 6.8930%  | 0.0000% | $50102.00          | $11.88             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-06-01      | 4.6120%  | 0.0000% | $45916.00          | $91.80             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-12-01      | 4.1940%  | 0.0000% | $3396.00           | $13.03             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-09-01      | 7.4880%  | 0.0000% | $4614.00           | $33.53             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 6.9190%  | 0.0000% | $184914.00         | $332.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-06-01      | 6.6700%  | 0.0000% | $2016.00           | $17.64             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-06-01      | 6.7750%  | 0.0000% | $6482.00           | $39.36             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 7.1670%  | 0.0000% | $4640.00           | $49.62             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-04-01      | 7.0550%  | 0.0000% | $3068.00           | $53.36             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-06-01      | 6.8700%  | 0.0000% | $2016.00           | $13.99             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-06-01      | 7.3750%  | 0.0000% | $29262.00          | $156.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-12-01      | 6.4550%  | 0.0000% | $49300.00          | $163.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-10-01      | 6.8850%  | 0.0000% | $1007.00           | $5.97              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-04-01      | 6.9820%  | 0.0000% | $1024.00           | $99.75             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-03-01      | 4.2360%  | 0.0000% | $1368.00           | $32.14             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-09-01      | 6.5000%  | 0.0000% | $5671.00           | $0.74              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $65905198.00       | $58765513.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-09-01      | 5.6250%  | 0.0000% | $96.00             | $0.01              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-07-01      | 6.5000%  | 0.0000% | $1208.00           | $0.57              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-09-01      | 7.5000%  | 0.0000% | $1033.00           | $0.72              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-10-01      | 8.0000%  | 0.0000% | $1778.00           | $0.90              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-10-01      | 7.1400%  | 0.0000% | $1019.00           | $1.52              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 5.6970%  | 0.0000% | $1000.00           | $11.89             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 6.8600%  | 0.0000% | $10978.00          | $703.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2025-09-01      | 4.5000%  | 0.0000% | $2611.00           | $0.12              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 5.0000%  | 0.0000% | $7049261.00        | $6803399.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $35063074.00       | $36107860.09       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $69139937.00       | $71027065.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $30940978.00       | $32330468.49       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2043-03-20      | 3.5000%  | 0.0000% | $398999.00         | $44307.66          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2042-07-20      | 4.0000%  | 0.0000% | $1000.00           | $61.76             | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2028-09-20      | 2.5000%  | 0.0000% | $1000.00           | $39.98             | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2046-03-20      | 3.5000%  | 0.0000% | $12613744.00       | $1261812.82        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2045-10-20      | 4.0000%  | 0.0000% | $674000.00         | $52187.30          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2049-12-20      | 3.0000%  | 0.0000% | $1000.00           | $175.69            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-04-20      | 3.0000%  | 0.0000% | $443975.00         | $97106.88          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-05-20      | 2.0000%  | 0.0000% | $1000.00           | $424.86            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-06-20      | 4.0000%  | 0.0000% | $99000.00          | $73333.78          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-06-20      | 3.0000%  | 0.0000% | $118000.00         | $60727.48          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-09-20      | 6.0000%  | 0.0000% | $1000.00           | $709.79            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-01-20      | 5.5000%  | 0.0000% | $27475062.00       | $23313203.31       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.29           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 6.5000%  | 0.0000% | $1334735.00        | $1375947.60        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 6.0000%  | 0.0000% | $9368840.00        | $9626078.92        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $4287887.00        | $4354040.85        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2037-08-20      | 5.0000%  | 0.0000% | $3999000.00        | $63364.48          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2041-08-15      | 4.0000%  | 0.0000% | $1000.00           | $56.45             | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2041-01-15      | 4.0000%  | 0.0000% | $1000.00           | $64.81             | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2039-01-15      | 6.5000%  | 0.0000% | $9984000.00        | $511538.76         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2042-05-20      | 3.5000%  | 0.0000% | $1000.00           | $73.40             | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2038-11-15      | 5.5000%  | 0.0000% | $16823800.00       | $116523.43         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2040-03-15      | 4.5000%  | 0.0000% | $4983000.00        | $367343.03         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2025-08-07      | 0.0000%  | 0.0000% | $637600.00         | $634724.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-10-16      | 0.0000%  | 0.0000% | $270200.00         | $266792.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-09-02      | 0.0000%  | 0.0000% | $768100.00         | $762269.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-09-16      | 0.0000%  | 0.0000% | $166000.00         | $164473.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-09-23      | 0.0000%  | 0.0000% | $330000.00         | $326718.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-08-15      | 0.0000%  | 0.0000% | $40000000.00       | $39791200.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 0.0000%  | 0.0000% | $85000.00          | $77877.77          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-15      | 0.0000%  | 0.0000% | $374000.00         | $329671.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2040-02-15      | 0.0000%  | 0.0000% | $100.00            | $50.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2042-11-15      | 0.0000%  | 0.0000% | $200.00            | $85.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2045-05-15      | 0.0000%  | 0.0000% | $300.00            | $111.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2045-08-15      | 0.0000%  | 0.0000% | $700.00            | $257.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2045-11-15      | 0.0000%  | 0.0000% | $1800.00           | $653.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2046-02-15      | 0.0000%  | 0.0000% | $100.00            | $35.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2046-05-15      | 0.0000%  | 0.0000% | $200.00            | $70.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2046-11-15      | 0.0000%  | 0.0000% | $100.00            | $34.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2048-05-15      | 0.0000%  | 0.0000% | $34000000.00       | $10802548.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2050-02-15      | 0.0000%  | 0.0000% | $100.00            | $29.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2050-05-15      | 0.0000%  | 0.0000% | $100.00            | $29.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2050-08-15      | 0.0000%  | 0.0000% | $100.00            | $28.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2040-08-15      | 0.0000%  | 0.0000% | $200.00            | $97.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2050-11-15      | 0.0000%  | 0.0000% | $100.00            | $28.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2051-02-15      | 0.0000%  | 0.0000% | $500.00            | $140.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2052-08-15      | 0.0000%  | 0.0000% | $400.00            | $104.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2053-02-15      | 0.0000%  | 0.0000% | $100.00            | $25.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2053-11-15      | 0.0000%  | 0.0000% | $200.00            | $50.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2047-11-15      | 0.0000%  | 0.0000% | $21715.32          | $6947.17           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2048-02-15      | 0.0000%  | 0.0000% | $4.43              | $1.40              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2048-05-15      | 0.0000%  | 0.0000% | $531291.52         | $165420.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2049-02-15      | 0.0000%  | 0.0000% | $110.06            | $32.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2049-08-15      | 0.0000%  | 0.0000% | $62.47             | $18.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2050-08-15      | 0.0000%  | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2051-02-15      | 0.0000%  | 0.0000% | $206.49            | $56.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-05-15      | 0.0000%  | 0.0000% | $500.00            | $122.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-08-15      | 0.0000%  | 0.0000% | $12109400.00       | $2938297.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-11-15      | 0.0000%  | 0.0000% | $1500.00           | $360.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2055-02-15      | 0.0000%  | 0.0000% | $69927900.00       | $16683328.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2055-05-15      | 0.0000%  | 0.0000% | $1977700.00        | $468331.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2046-08-15      | 2.2500%  | 0.0000% | $3400.00           | $2234.28           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2047-02-15      | 3.0000%  | 0.0000% | $200.00            | $151.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2051-02-15      | 1.8750%  | 0.0000% | $1000.00           | $562.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2041-02-15      | 1.8750%  | 0.0000% | $500.00            | $344.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $97.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $98.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2045-05-15      | 5.0000%  | 0.0000% | $200.00            | $205.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-08-31      | 2.7500%  | 0.0000% | $646100.00         | $649946.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-08-31      | 0.2500%  | 0.0000% | $748100.00         | $743315.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-07-15      | 0.1250%  | 0.0000% | $1000.00           | $1099.11           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-07-15      | 0.6250%  | 0.0000% | $53000000.00       | $54587024.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-12-15      | 4.0000%  | 0.0000% | $39900.00          | $39933.97          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-01-15      | 1.1250%  | 0.0000% | $6023200.00        | $6211575.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-08-15      | 3.8750%  | 0.0000% | $227891600.00      | $226948349.15      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-11-15      | 4.5000%  | 0.0000% | $300.00            | $308.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-01-15      | 1.7500%  | 0.0000% | $94999900.00       | $98761610.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-05-15      | 4.3750%  | 0.0000% | $15081600.00       | $15340833.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-07-15      | 1.8750%  | 0.0000% | $35500000.00       | $36518614.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-31      | 4.1250%  | 0.0000% | $21926200.00       | $22131815.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-11-15      | 4.2500%  | 0.0000% | $254868000.00      | $256063458.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-01-15      | 2.1250%  | 0.0000% | $100000000.00      | $103936294.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-02-15      | 0.0000%  | 0.0000% | $16.96             | $12.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-08-15      | 0.0000%  | 0.0000% | $7.45              | $5.26              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-08-15      | 0.0000%  | 0.0000% | $1.00              | $0.67              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-02-15      | 0.0000%  | 0.0000% | $50.14             | $32.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-08-15      | 0.0000%  | 0.0000% | $18.85             | $11.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2036-02-15      | 0.0000%  | 0.0000% | $798.34            | $493.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2036-08-15      | 0.0000%  | 0.0000% | $398.80            | $239.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2037-02-15      | 0.0000%  | 0.0000% | $11.55             | $6.75              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-11-15      | 0.0000%  | 0.0000% | $531250.00         | $428642.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-05-15      | 0.0000%  | 0.0000% | $531258.24         | $418597.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-15      | 0.0000%  | 0.0000% | $3901230.08        | $3001220.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-15      | 0.0000%  | 0.0000% | $531250.00         | $399284.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-11-15      | 0.0000%  | 0.0000% | $531250.00         | $389599.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-05-15      | 0.0000%  | 0.0000% | $531250.00         | $380195.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-11-15      | 0.0000%  | 0.0000% | $531250.00         | $370309.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-05-15      | 0.0000%  | 0.0000% | $531262.72         | $360550.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-11-15      | 0.0000%  | 0.0000% | $531250.00         | $350832.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-08-15      | 0.0000%  | 0.0000% | $0.27              | $0.27              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-15      | 0.0000%  | 0.0000% | $531250.00         | $513184.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-15      | 0.0000%  | 0.0000% | $531250.00         | $504133.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 0.0000%  | 0.0000% | $531249.00         | $485264.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-15      | 0.0000%  | 0.0000% | $531250.00         | $476387.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-15      | 0.0000%  | 0.0000% | $531250.00         | $467035.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-05-15      | 0.0000%  | 0.0000% | $531250.00         | $341704.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-11-15      | 0.0000%  | 0.0000% | $531314.56         | $332999.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-05-15      | 0.0000%  | 0.0000% | $531347.84         | $457826.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-11-15      | 0.0000%  | 0.0000% | $531249.00         | $447974.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-15      | 0.0000%  | 0.0000% | $1019250.00        | $841006.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-02-15      | 0.0000%  | 0.0000% | $24.06             | $20.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2036-05-15      | 0.0000%  | 0.0000% | $531250.00         | $323922.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2036-11-15      | 0.0000%  | 0.0000% | $531317.12         | $314981.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2037-05-15      | 0.0000%  | 0.0000% | $531424.64         | $306038.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2037-08-15      | 0.0000%  | 0.0000% | $69.89             | $39.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2038-02-15      | 0.0000%  | 0.0000% | $141.47            | $77.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2037-11-15      | 0.0000%  | 0.0000% | $531269.00         | $297031.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2038-05-15      | 0.0000%  | 0.0000% | $531251.21         | $288689.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2038-08-15      | 0.0000%  | 0.0000% | $51.74             | $27.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2039-02-15      | 0.0000%  | 0.0000% | $299.20            | $155.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2052-02-15      | 0.0000%  | 0.0000% | $104.18            | $27.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2038-11-15      | 0.0000%  | 0.0000% | $531250.00         | $280642.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2039-05-15      | 0.0000%  | 0.0000% | $531252.48         | $271245.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2039-08-15      | 0.0000%  | 0.0000% | $38.91             | $19.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2039-11-15      | 0.0000%  | 0.0000% | $531249.92         | $263433.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2040-02-15      | 0.0000%  | 0.0000% | $18.98             | $9.26              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2040-08-15      | 0.0000%  | 0.0000% | $249.86            | $118.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2040-11-15      | 0.0000%  | 0.0000% | $531253.12         | $248063.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2041-02-15      | 0.0000%  | 0.0000% | $138.92            | $63.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2045-05-15      | 0.0000%  | 0.0000% | $531249.92         | $192627.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2041-05-15      | 0.0000%  | 0.0000% | $531267.84         | $241221.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2041-08-15      | 0.0000%  | 0.0000% | $4.10              | $1.84              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2042-05-15      | 0.0000%  | 0.0000% | $531250.00         | $226970.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2042-11-15      | 0.0000%  | 0.0000% | $531408.00         | $220841.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2043-02-15      | 0.0000%  | 0.0000% | $31.79             | $13.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2043-05-15      | 0.0000%  | 0.0000% | $531250.00         | $214288.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2043-08-15      | 0.0000%  | 0.0000% | $4156211.20        | $1651803.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2043-11-15      | 0.0000%  | 0.0000% | $531251.84         | $208087.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2044-02-15      | 0.0000%  | 0.0000% | $172.08            | $66.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2044-05-15      | 0.0000%  | 0.0000% | $531250.00         | $202770.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2044-08-15      | 0.0000%  | 0.0000% | $33.94             | $12.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2044-11-15      | 0.0000%  | 0.0000% | $531249.92         | $197497.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2045-08-15      | 0.0000%  | 0.0000% | $1081.95           | $386.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2045-11-15      | 0.0000%  | 0.0000% | $531250.00         | $187587.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2046-02-15      | 0.0000%  | 0.0000% | $30.93             | $10.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2046-05-15      | 0.0000%  | 0.0000% | $531254.40         | $183324.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2046-08-15      | 0.0000%  | 0.0000% | $39.56             | $13.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2046-11-15      | 0.0000%  | 0.0000% | $531250.00         | $178819.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2047-02-15      | 0.0000%  | 0.0000% | $297.71            | $98.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2047-05-15      | 0.0000%  | 0.0000% | $531383.68         | $174201.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2047-08-15      | 0.0000%  | 0.0000% | $86.47             | $27.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $95.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-31      | 1.3750%  | 0.0000% | $25604200.00       | $23768256.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-31      | 3.8750%  | 0.0000% | $200.00            | $200.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-02-15      | 4.0000%  | 0.0000% | $10745000.00       | $10754209.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-01-31      | 4.3750%  | 0.0000% | $14000.00          | $14548.04          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-04-30      | 4.0000%  | 0.0000% | $24979700.00       | $25106357.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2036-02-15      | 0.0000%  | 0.0000% | $0.95              | $0.59              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2038-05-15      | 0.0000%  | 0.0000% | $0.13              | $0.07              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2043-02-15      | 0.0000%  | 0.0000% | $0.18              | $0.07              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2045-08-15      | 0.0000%  | 0.0000% | $0.54              | $0.19              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2047-11-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |

### Security 3: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799K008, C.3 - LEI: N/A, C.5 - Other ID: 06799K008_4.39_0701
- **C.18 - Value (incl. sponsor support):** $89000000.00
- **C.18.a - Value (excl. sponsor support):** $89000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $103.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 4.2500%  | 0.0000% | $23521800.00       | $23656015.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 0.0000%  | 0.0000% | $40833232.45       | $17815335.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-08-15      | 0.0000%  | 0.0000% | $116413379.58      | $49308633.12       | U.S. Treasuries (including strips) |

### Security 4: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 165999004, C.3 - LEI: N/A, C.5 - Other ID: 165999004_4.39_0701
- **C.18 - Value (incl. sponsor support):** $154900000.00
- **C.18.a - Value (excl. sponsor support):** $154900000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2025-10-15      | 0.1250%  | 0.0000% | $128304000.00      | $157998026.77      | U.S. Treasuries (including strips) |

### Security 5: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.400000%
- **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: 165999004, C.3 - LEI: N/A, C.5 - Other ID: 165999004_4.40_0701
- **C.18 - Value (incl. sponsor support):** $246800000.00
- **C.18.a - Value (excl. sponsor support):** $246800000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.0000%  | 0.0000% | $428565999.00      | $67535958.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $174000000.00      | $38387171.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $199876984.00      | $98667625.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $8462240.00        | $5898950.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 3.5000%  | 0.0000% | $250047000.00      | $41246295.23       | Agency Mortgage-Backed Securities |

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.560000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2HG3, C.4 - ISIN: US3130B2HG32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $116876797.21
- **C.18.a - Value (excl. sponsor support):** $116876797.21
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EB5, C.4 - ISIN: US3130B3EB54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175070110.26
- **C.18.a - Value (excl. sponsor support):** $175070110.26
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4ZG9, C.4 - ISIN: US3130B4ZG95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $263032533.10
- **C.18.a - Value (excl. sponsor support):** $263032533.10
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **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 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53E6, C.4 - ISIN: US3130B53E63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175498504.74
- **C.18.a - Value (excl. sponsor support):** $175498504.74
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B55E4, C.4 - ISIN: US3130B55E46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $219997045.40
- **C.18.a - Value (excl. sponsor support):** $219997045.40
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **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 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5EN4, C.4 - ISIN: US3130B5EN41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $176026320.80
- **C.18.a - Value (excl. sponsor support):** $176026320.80
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5M21, C.4 - ISIN: US3130B5M215, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $873849112.50
- **C.18.a - Value (excl. sponsor support):** $873849112.50
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $87478109.25
- **C.18.a - Value (excl. sponsor support):** $87478109.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **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? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6LU8, C.4 - ISIN: US3130B6LU83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $171885351.68
- **C.18.a - Value (excl. sponsor support):** $171885351.68
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SD9, C.4 - ISIN: US3130B6SD95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50000646.50
- **C.18.a - Value (excl. sponsor support):** $50000646.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313HW1, C.4 - ISIN: US313313HW12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1593521.96
- **C.18.a - Value (excl. sponsor support):** $1593521.96
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HP4, C.4 - ISIN: US313385HP48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $186923346.16
- **C.18.a - Value (excl. sponsor support):** $186923346.16
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3485785.42
- **C.18.a - Value (excl. sponsor support):** $3485785.42
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.535000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZQ1, C.4 - ISIN: US3133EPZQ18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $151513338.06
- **C.18.a - Value (excl. sponsor support):** $151513338.06
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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 20: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $176067358.72
- **C.18.a - Value (excl. sponsor support):** $176067358.72
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **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 21: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4M0, C.4 - ISIN: US3133ER4M08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89998843.50
- **C.18.a - Value (excl. sponsor support):** $89998843.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59059069.62
- **C.18.a - Value (excl. sponsor support):** $59059069.62
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86587250.82
- **C.18.a - Value (excl. sponsor support):** $86587250.82
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $260404071.20
- **C.18.a - Value (excl. sponsor support):** $260404071.20
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **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 25: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68799917.44
- **C.18.a - Value (excl. sponsor support):** $68799917.44
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **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 26: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $262831754.66
- **C.18.a - Value (excl. sponsor support):** $262831754.66
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **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 27: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $55053731.70
- **C.18.a - Value (excl. sponsor support):** $55053731.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $26516078.08
- **C.18.a - Value (excl. sponsor support):** $26516078.08
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $130578951.20
- **C.18.a - Value (excl. sponsor support):** $130578951.20
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $60040891.80
- **C.18.a - Value (excl. sponsor support):** $60040891.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $213449932.54
- **C.18.a - Value (excl. sponsor support):** $213449932.54
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $367337662.02
- **C.18.a - Value (excl. sponsor support):** $367337662.02
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $73819167.91
- **C.18.a - Value (excl. sponsor support):** $73819167.91
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $237775861.00
- **C.18.a - Value (excl. sponsor support):** $237775861.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_4.00_0701
- **C.18 - Value (incl. sponsor support):** $59600000.00
- **C.18.a - Value (excl. sponsor support):** $59600000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $104.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $97.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-15      | 3.0000%  | 0.0000% | $100.00            | $101.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-15      | 3.0000%  | 0.0000% | $100.00            | $101.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-15      | 3.5000%  | 0.0000% | $100.00            | $100.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-15      | 3.5000%  | 0.0000% | $100.00            | $100.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $100.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $100.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $300.00            | $320.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-31      | 4.7500%  | 0.0000% | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $102.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $102.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $100.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $99.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $102.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-31      | 4.4850%  | 0.0000% | $100.00            | $100.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-31      | 4.4850%  | 0.0000% | $100.00            | $100.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $103.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $102.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $101.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $101.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $101.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $700.00            | $704.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $3200.00           | $3274.24           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $100.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $100.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $400.00            | $414.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 4.3380%  | 0.0000% | $100.00            | $100.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $101.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $200.00            | $203.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $200.00            | $201.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $700.00            | $707.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $400.00            | $404.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 0.0000%  | 0.0000% | $19.00             | $14.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 0.0000%  | 0.0000% | $32.00             | $24.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 0.0000%  | 0.0000% | $61.00             | $45.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 0.0000%  | 0.0000% | $25.00             | $18.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 0.0000%  | 0.0000% | $17.03             | $12.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 0.0000%  | 0.0000% | $17.00             | $11.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 0.0000%  | 0.0000% | $67.00             | $44.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 0.0000%  | 0.0000% | $8.89              | $5.79              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 0.0000%  | 0.0000% | $27.43             | $17.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 0.0000%  | 0.0000% | $7.00              | $4.44              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-02-15      | 0.0000%  | 0.0000% | $4.00              | $2.47              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-02-15      | 0.0000%  | 0.0000% | $233.00            | $136.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.0000%  | 0.0000% | $5.09              | $4.11              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 0.0000%  | 0.0000% | $13.31             | $10.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 0.0000%  | 0.0000% | $11.21             | $8.62              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 0.0000%  | 0.0000% | $0.20              | $0.15              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 0.0000%  | 0.0000% | $86.53             | $65.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 0.0000%  | 0.0000% | $3.14              | $2.36              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 0.0000%  | 0.0000% | $54.89             | $40.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 0.0000%  | 0.0000% | $48.81             | $34.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 0.0000%  | 0.0000% | $4.76              | $3.23              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-15      | 0.0000%  | 0.0000% | $20.65             | $20.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-15      | 0.0000%  | 0.0000% | $107.52            | $104.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-15      | 0.0000%  | 0.0000% | $28.52             | $27.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 0.0000%  | 0.0000% | $63.00             | $60.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 0.0000%  | 0.0000% | $45.87             | $43.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 0.0000%  | 0.0000% | $36.37             | $34.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 0.0000%  | 0.0000% | $129.16            | $120.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 0.0000%  | 0.0000% | $22.87             | $21.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 0.0000%  | 0.0000% | $27.80             | $25.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 0.0000%  | 0.0000% | $16.00             | $14.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 0.0000%  | 0.0000% | $85.76             | $76.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 0.0000%  | 0.0000% | $7.00              | $6.21              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 0.0000%  | 0.0000% | $3.35              | $3.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 0.0000%  | 0.0000% | $26.59             | $23.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 0.0000%  | 0.0000% | $14.01             | $9.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 0.0000%  | 0.0000% | $39.00             | $33.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 0.0000%  | 0.0000% | $8.10              | $7.05              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 0.0000%  | 0.0000% | $7.00              | $5.97              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 0.0000%  | 0.0000% | $3.62              | $3.12              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 0.0000%  | 0.0000% | $335.89            | $289.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-15      | 0.0000%  | 0.0000% | $446.23            | $376.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-15      | 0.0000%  | 0.0000% | $0.20              | $0.17              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.0000%  | 0.0000% | $1553.63           | $1281.94           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 0.0000%  | 0.0000% | $14.48             | $12.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.0000%  | 0.0000% | $45.50             | $37.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.0000%  | 0.0000% | $2.80              | $2.29              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 0.0000%  | 0.0000% | $473.94            | $377.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-05-15      | 0.0000%  | 0.0000% | $5.90              | $3.60              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-05-15      | 0.0000%  | 0.0000% | $9.70              | $5.59              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-02-15      | 0.0000%  | 0.0000% | $51.96             | $28.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-11-15      | 0.0000%  | 0.0000% | $3.00              | $0.79              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-11-15      | 0.0000%  | 0.0000% | $293.03            | $163.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-05-15      | 0.0000%  | 0.0000% | $104.58            | $56.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-08-15      | 0.0000%  | 0.0000% | $136.00            | $72.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-02-15      | 0.0000%  | 0.0000% | $207.05            | $107.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-02-15      | 0.0000%  | 0.0000% | $3.00              | $0.78              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-05-15      | 0.0000%  | 0.0000% | $25.00             | $6.45              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-08-15      | 0.0000%  | 0.0000% | $25.00             | $6.42              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-05-15      | 0.0000%  | 0.0000% | $12.70             | $6.48              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-08-15      | 0.0000%  | 0.0000% | $38.00             | $19.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 0.0000%  | 0.0000% | $41.00             | $10.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-02-15      | 0.0000%  | 0.0000% | $31.67             | $15.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-08-15      | 0.0000%  | 0.0000% | $7.00              | $1.74              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-11-15      | 0.0000%  | 0.0000% | $13.00             | $3.19              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-11-15      | 0.0000%  | 0.0000% | $68.48             | $16.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-08-15      | 0.0000%  | 0.0000% | $25.00             | $11.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-05-15      | 0.0000%  | 0.0000% | $428.75            | $155.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $96.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $92.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 0.0000%  | 0.0000% | $764.10            | $346.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-11-15      | 0.0000%  | 0.0000% | $14.60             | $6.43              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 0.0000%  | 0.0000% | $143.13            | $62.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 0.0000%  | 0.0000% | $50.00             | $21.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-08-15      | 0.0000%  | 0.0000% | $30.00             | $12.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-08-15      | 0.0000%  | 0.0000% | $31.00             | $12.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-08-15      | 0.0000%  | 0.0000% | $38.77             | $14.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 0.0000%  | 0.0000% | $3.00              | $1.10              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-08-15      | 0.0000%  | 0.0000% | $2.85              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-11-15      | 0.0000%  | 0.0000% | $183.35            | $64.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-05-15      | 0.0000%  | 0.0000% | $0.11              | $0.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-11-15      | 0.0000%  | 0.0000% | $668981.76         | $225179.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-02-15      | 0.0000%  | 0.0000% | $18.27             | $6.07              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-05-15      | 0.0000%  | 0.0000% | $15.00             | $4.92              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-05-15      | 0.0000%  | 0.0000% | $961.18            | $315.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 0.0000%  | 0.0000% | $10.00             | $3.23              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-05-15      | 0.0000%  | 0.0000% | $97.08             | $30.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-11-15      | 0.0000%  | 0.0000% | $21.25             | $6.46              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 0.0000%  | 0.0000% | $161.86            | $48.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 0.0000%  | 0.0000% | $0.83              | $0.25              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-11-15      | 0.0000%  | 0.0000% | $10.00             | $2.89              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-02-15      | 0.0000%  | 0.0000% | $80.00             | $22.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-05-15      | 0.0000%  | 0.0000% | $104.01            | $29.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 0.0000%  | 0.0000% | $1030.01           | $287.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-02-15      | 0.0000%  | 0.0000% | $1.00              | $0.27              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-05-15      | 0.0000%  | 0.0000% | $50.00             | $13.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-05-15      | 0.0000%  | 0.0000% | $40.00             | $10.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-08-15      | 0.0000%  | 0.0000% | $3.00              | $0.80              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-02-15      | 0.0000%  | 0.0000% | $5.11              | $1.20              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 0.0000%  | 0.0000% | $100.00            | $37.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-02-15      | 4.7500%  | 0.0000% | $100.00            | $105.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-05-15      | 2.3750%  | 0.0000% | $31994900.00       | $20172296.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-02-15      | 2.2500%  | 0.0000% | $30116800.00       | $18447349.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-02-15      | 4.2500%  | 0.0000% | $23849900.00       | $21925390.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $97.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-31      | 2.7500%  | 0.0000% | $100.00            | $100.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 2.6250%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 2.1250%  | 0.0000% | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 2.1250%  | 0.0000% | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $92.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $97.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $94.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-31      | 0.2500%  | 0.0000% | $100.00            | $99.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $92.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 0.3750%  | 0.0000% | $100.00            | $98.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $97.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $93.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $96.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $96.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $96.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 0.1250%  | 0.0000% | $100.00            | $115.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $96.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-04      | 0.0000%  | 0.0000% | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-28      | 0.0000%  | 0.0000% | $100.00            | $98.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-22      | 0.0000%  | 0.0000% | $100.00            | $97.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-22      | 0.0000%  | 0.0000% | $100.00            | $97.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-19      | 0.0000%  | 0.0000% | $100.00            | $97.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-01      | 0.0000%  | 0.0000% | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-11      | 0.0000%  | 0.0000% | $100.00            | $99.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-09      | 0.0000%  | 0.0000% | $100.00            | $98.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-23      | 0.0000%  | 0.0000% | $100.00            | $98.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-02      | 0.0000%  | 0.0000% | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-06      | 0.0000%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-15      | 0.0000%  | 0.0000% | $300.00            | $298.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-15      | 0.0000%  | 0.0000% | $100.00            | $97.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-05-15      | 0.0000%  | 0.0000% | $500.00            | $297.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-11-15      | 0.0000%  | 0.0000% | $100.00            | $45.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-08-15      | 0.0000%  | 0.0000% | $100.00            | $40.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $100.00            | $35.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 0.0000%  | 0.0000% | $900.00            | $297.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 0.0000%  | 0.0000% | $600.00            | $183.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-05-15      | 0.0000%  | 0.0000% | $1900.00           | $575.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-02-15      | 0.0000%  | 0.0000% | $100.00            | $29.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-05-15      | 0.0000%  | 0.0000% | $400.00            | $117.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 0.0000%  | 0.0000% | $100.00            | $28.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-05-15      | 0.0000%  | 0.0000% | $3900.00           | $991.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 0.0000%  | 0.0000% | $400.00            | $157.83            | U.S. Treasuries (including strips) |

### Security 36: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_4.25_0701
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 2.9600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2025-10-30      | 0.0000%  | 0.0000% | $33347800.00       | $32875928.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-26      | 0.0000%  | 0.0000% | $21214000.00       | $20781276.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-31      | 0.0000%  | 0.0000% | $23420000.00       | $23337257.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-14      | 0.0000%  | 0.0000% | $31935600.00       | $31763786.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-05      | 0.0000%  | 0.0000% | $19976300.00       | $19891101.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 0.0000%  | 0.0000% | $116396200.00      | $33395117.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 0.0000%  | 0.0000% | $19999900.00       | $7587822.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-05-15      | 4.3750%  | 0.0000% | $54726600.00       | $53352565.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-05-15      | 3.0000%  | 0.0000% | $20730000.00       | $15456225.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 3.0000%  | 0.0000% | $27596000.00       | $20516793.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 4.0000%  | 0.0000% | $15600000.00       | $14198340.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-02-15      | 4.6250%  | 0.0000% | $38066300.00       | $37360852.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 4.7500%  | 0.0000% | $21078900.00       | $21182230.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 0.0000%  | 0.0000% | $22224000.00       | $19051924.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $11180000.00       | $10397836.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 1.3750%  | 0.0000% | $13334300.00       | $12303011.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $11088000.00       | $10355102.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 3.2500%  | 0.0000% | $11224200.00       | $11003173.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $29430000.00       | $29434207.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $21206000.00       | $20990398.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-31      | 4.5000%  | 0.0000% | $68150400.00       | $70083145.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $30455500.00       | $30619579.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-15      | 0.0000%  | 0.0000% | $36805263.36       | $31035964.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.0000%  | 0.0000% | $41293568.00       | $33702901.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-11-15      | 0.0000%  | 0.0000% | $1994978.75        | $606323.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-11-15      | 0.0000%  | 0.0000% | $2601000.00        | $717134.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-03      | 0.0000%  | 0.0000% | $9951200.00        | $9947816.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-19      | 0.0000%  | 0.0000% | $612800.00         | $597149.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-15      | 0.0000%  | 0.0000% | $440800.00         | $440046.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-22      | 0.0000%  | 0.0000% | $479900.00         | $478690.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-22      | 0.0000%  | 0.0000% | $15800.00          | $15760.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-16      | 0.0000%  | 0.0000% | $308200.00         | $298624.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-16      | 0.0000%  | 0.0000% | $271600.00         | $263161.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-23      | 0.0000%  | 0.0000% | $16204800.00       | $15989114.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-02      | 0.0000%  | 0.0000% | $11200.00          | $11114.98          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-09      | 0.0000%  | 0.0000% | $4013100.00        | $3979791.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-09      | 0.0000%  | 0.0000% | $10000.00          | $9917.00           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-11      | 0.0000%  | 0.0000% | $584300.00         | $573367.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-11      | 0.0000%  | 0.0000% | $21658300.00       | $21253051.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $442800.00         | $158475.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 0.0000%  | 0.0000% | $8016700.00        | $2513475.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-11-15      | 0.0000%  | 0.0000% | $164200.00         | $50867.03          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-08-15      | 0.0000%  | 0.0000% | $11000.00          | $3008.45           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-08-15      | 0.0000%  | 0.0000% | $16876700.00       | $4615693.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-08-15      | 0.0000%  | 0.0000% | $1300.00           | $315.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-08-15      | 0.0000%  | 0.0000% | $3333800.00        | $808933.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-11-15      | 0.0000%  | 0.0000% | $2200.00           | $529.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-05-15      | 5.0000%  | 0.0000% | $404800.00         | $430336.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-05-15      | 4.5000%  | 0.0000% | $1207200.00        | $1219715.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-05-15      | 4.5000%  | 0.0000% | $15600.00          | $15761.73          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-02-15      | 3.5000%  | 0.0000% | $25348400.00       | $23040085.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-05-15      | 4.3750%  | 0.0000% | $2900.00           | $2827.19           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-05-15      | 4.3750%  | 0.0000% | $32800.00          | $31976.49          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 4.3750%  | 0.0000% | $600000.00         | $579946.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 4.3750%  | 0.0000% | $1900000.00        | $1836497.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 2.7500%  | 0.0000% | $7353900.00        | $5576091.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 3.7500%  | 0.0000% | $380000.00         | $330983.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 3.7500%  | 0.0000% | $61200.00          | $53305.73          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-02-15      | 3.6250%  | 0.0000% | $500000.00         | $431159.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 2.7500%  | 0.0000% | $111700.00         | $80000.49          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 3.0000%  | 0.0000% | $21981300.00       | $16342433.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-02-15      | 2.0000%  | 0.0000% | $10290000.00       | $6053448.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-02-15      | 2.0000%  | 0.0000% | $14000800.00       | $8236454.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-02-15      | 2.0000%  | 0.0000% | $7597500.00        | $4469491.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-02-15      | 1.8750%  | 0.0000% | $6000.00           | $3374.14           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-02-15      | 1.8750%  | 0.0000% | $2340200.00        | $1316028.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-02-15      | 4.2500%  | 0.0000% | $1000.00           | $919.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-05-15      | 4.6250%  | 0.0000% | $1900000.00        | $1839430.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-05-15      | 5.0000%  | 0.0000% | $200000.00         | $205124.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-15      | 0.0000%  | 0.0000% | $34900.00          | $33683.74          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 3.0000%  | 0.0000% | $32000.00          | $32015.55          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 3.0000%  | 0.0000% | $36000.00          | $36017.49          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 3.0000%  | 0.0000% | $943200.00         | $943658.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $2600000.00        | $2526218.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 2.3750%  | 0.0000% | $1993700.00        | $1973475.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 2.3750%  | 0.0000% | $68700.00          | $68003.10          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-15      | 2.0000%  | 0.0000% | $3162400.00        | $3175373.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-15      | 2.0000%  | 0.0000% | $6542800.00        | $6569642.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $92.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 1.3750%  | 0.0000% | $191400.00         | $186628.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 1.3750%  | 0.0000% | $141700.00         | $138167.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.6250%  | 0.0000% | $1987000.00        | $1933749.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.6250%  | 0.0000% | $3450000.00        | $3357542.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-31      | 0.2500%  | 0.0000% | $13581000.00       | $13494133.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $3774800.00        | $3232779.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 1.1250%  | 0.0000% | $8626900.00        | $8092210.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $55200.00          | $51650.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $517000.00         | $483754.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $93.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $41000.00          | $38131.60          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $3539000.00        | $3291408.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $1000.00           | $965.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 0.1250%  | 0.0000% | $10500.00          | $11669.87          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-15      | 4.0000%  | 0.0000% | $326000.00         | $326277.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $21954000.00       | $22640611.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $6000.00           | $5843.97           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $9342300.00        | $9614285.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 4.3750%  | 0.0000% | $25883100.00       | $26414547.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-31      | 5.0000%  | 0.0000% | $100.00            | $101.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 4.6250%  | 0.0000% | $4698500.00        | $4920045.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 4.6250%  | 0.0000% | $1000.00           | $1038.26           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8750%  | 0.0000% | $855900.00         | $903671.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 4.2500%  | 0.0000% | $308000.00         | $308012.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $102.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $7300000.00        | $7457494.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $23200.00          | $23219.89          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $1600.00           | $1633.16           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $394000.00         | $402166.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 4.5000%  | 0.0000% | $930000.00         | $942878.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 4.4220%  | 0.0000% | $4000000.00        | $4033618.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 4.4220%  | 0.0000% | $15753600.00       | $15886001.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $640700.00         | $656451.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $92000.00          | $92744.22          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $71402000.00       | $73058526.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $642000.00         | $667271.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $26700.00          | $27750.99          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $38800.00          | $39908.88          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $10300000.00       | $10594368.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $133049800.00      | $135220660.23      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $300.00            | $305.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 0.0000%  | 0.0000% | $117.10            | $74.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 0.0000%  | 0.0000% | $511.51            | $384.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 0.0000%  | 0.0000% | $163.84            | $117.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 0.0000%  | 0.0000% | $2293.76           | $2136.21           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 0.0000%  | 0.0000% | $11795344.00       | $10472390.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.0000%  | 0.0000% | $43.85             | $35.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-02-15      | 0.0000%  | 0.0000% | $3910250.00        | $947375.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 0.0000%  | 0.0000% | $253.00            | $102.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 0.0000%  | 0.0000% | $260.00            | $99.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-05-15      | 0.0000%  | 0.0000% | $13.99             | $4.83              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 0.0000%  | 0.0000% | $510.00            | $152.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-08-15      | 0.0000%  | 0.0000% | $2113000.00        | $562180.55         | U.S. Treasuries (including strips) |

### Security 37: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_4.39_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $492368000.00      | $509999942.79      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $102.01            | U.S. Treasuries (including strips) |

### Security 38: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.400000%
- **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: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_4.40_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2049-07-20      | 3.5000%  | 0.0000% | $499000.00         | $54902.76          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $268620800.00      | $207496829.18      | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 5.5000%  | 0.0000% | $345873920.00      | $282608831.96      | Agency Mortgage-Backed Securities |
| GNMA          | 2032-11-15      | 6.5000%  | 0.0000% | $3490200.00        | $24023.92          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $30260960.00       | $17911389.11       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $871568.00         | $686316.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-10-20      | 5.0000%  | 0.0000% | $1488710.00        | $215537.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-12-15      | 5.0000%  | 0.0000% | $502613.00         | $11205.64          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-09-15      | 5.0000%  | 0.0000% | $48499999.00       | $936424.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-09-15      | 3.5000%  | 0.0000% | $823979.00         | $54538.48          | Agency Mortgage-Backed Securities |

### Security 39: HSBC USA, Inc.

- **C.1 - Title:** HSBC USA, Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 4049YJ005, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 4049YJ005_4.39_0701
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-11-15      | 0.0000%  | 0.0000% | $6811500.00        | $6490991.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 0.0000%  | 0.0000% | $2110000.00        | $1883506.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-02-15      | 0.0000%  | 0.0000% | $2105000.00        | $1272240.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-02-15      | 0.0000%  | 0.0000% | $862100.00         | $411848.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-11-15      | 0.0000%  | 0.0000% | $1928500.00        | $880526.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 0.0000%  | 0.0000% | $1856500.00        | $834229.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-05-15      | 0.0000%  | 0.0000% | $43695000.00       | $16401136.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-02-15      | 0.0000%  | 0.0000% | $37229900.00       | $12084229.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-11-15      | 0.0000%  | 0.0000% | $54895900.00       | $17165289.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-11-15      | 0.0000%  | 0.0000% | $157347000.00      | $43032358.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-08-15      | 0.0000%  | 0.0000% | $1000000.00        | $436157.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 0.0000%  | 0.0000% | $843000.00         | $335037.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-02-15      | 0.0000%  | 0.0000% | $113144000.00      | $27302891.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 0.0000%  | 0.0000% | $1416000.00        | $1308004.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 0.0000%  | 0.0000% | $2685000.00        | $2457706.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 0.0000%  | 0.0000% | $3798000.00        | $3444489.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 0.0000%  | 0.0000% | $3301000.00        | $3129539.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 0.0000%  | 0.0000% | $1025000.00        | $860892.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 0.0000%  | 0.0000% | $11750000.00       | $8316744.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-15      | 0.2500%  | 0.0000% | $33952800.00       | $40879573.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-15      | 0.1250%  | 0.0000% | $5889200.00        | $6718470.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $53912900.00       | $47583377.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 4.0000%  | 0.0000% | $8780600.00        | $8991172.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $62010100.00       | $62567014.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 4.3900%  | 0.0000% | $108000.00         | $108844.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 0.0000%  | 0.0000% | $28348538.88       | $22359456.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 0.0000%  | 0.0000% | $51463864.32       | $35015138.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 0.0000%  | 0.0000% | $25208007.45       | $23029304.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-11-15      | 0.0000%  | 0.0000% | $39351000.00       | $12699826.93       | U.S. Treasuries (including strips) |

### Security 40: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_4.39_0701
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2025-08-15      | 3.1250%  | 0.0000% | $8855300.00        | $8941391.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $214991600.00      | $236186650.23      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-15      | 4.5000%  | 0.0000% | $18337000.00       | $18448287.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 4.1250%  | 0.0000% | $15516000.00       | $15661503.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $112691200.00      | $113371642.43      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 0.0000%  | 0.0000% | $124080776.41      | $85293497.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-08-15      | 0.0000%  | 0.0000% | $355675013.12      | $179405322.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-02-15      | 0.0000%  | 0.0000% | $14734131.20       | $5691706.48        | U.S. Treasuries (including strips) |

### Security 41: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.400000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_4.40_0701
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2049-09-25      | 3.0000%  | 0.0000% | $82224512.00       | $22019281.28       | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2050-03-25      | 3.5000%  | 0.0000% | $16997000.00       | $4787810.93        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2047-01-25      | 3.5000%  | 0.0000% | $14346336.00       | $764690.21         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2050-06-25      | 5.0000%  | 0.0000% | $162897408.00      | $9833399.46        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2050-07-25      | 3.5000%  | 0.0000% | $42139264.00       | $2906562.57        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2050-09-25      | 2.0000%  | 0.0000% | $50000000.00       | $3948439.98        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2050-12-25      | 2.0000%  | 0.0000% | $39515000.00       | $3777198.53        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2050-11-25      | 4.0000%  | 0.0000% | $88218240.00       | $7020866.15        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-02-25      | 3.5000%  | 0.0000% | $33838656.00       | $2422432.61        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-02-25      | 3.5000%  | 0.0000% | $40566528.00       | $3548737.11        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-03-25      | 3.0000%  | 0.0000% | $32910656.00       | $2036203.72        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-03-25      | 3.0000%  | 0.0000% | $27013824.00       | $1796841.03        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2048-07-25      | 1.5000%  | 0.0000% | $48844672.00       | $31757498.49       | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2049-09-25      | 1.5000%  | 0.0000% | $64924480.00       | $38569485.11       | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-07-25      | 3.0000%  | 0.0000% | $36789312.00       | $3879745.14        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2049-01-25      | 1.5000%  | 0.0000% | $172876000.00      | $111755711.62      | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-08-25      | 3.0000%  | 0.0000% | $114032128.00      | $9649544.27        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-12-25      | 3.0000%  | 0.0000% | $30000000.00       | $3252371.34        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-12-25      | 3.0000%  | 0.0000% | $15038784.00       | $1611104.74        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2052-07-25      | 5.0000%  | 0.0000% | $19929400.00       | $3006022.92        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2049-12-25      | 4.0000%  | 0.0000% | $10000000.00       | $1845510.88        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2053-04-25      | 5.0000%  | 0.0000% | $94763136.00       | $16978873.62       | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2048-09-25      | 5.0000%  | 0.0000% | $8500000.00        | $1421761.92        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2054-11-25      | 0.1250%  | 0.0000% | $11025900.00       | $7828775.47        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2051-09-25      | 6.0000%  | 0.0000% | $11573700.00       | $1231332.88        | Agency Collateralized Mortgage Obligation         |
| Federal Home Loan Mortgage Corp.      | 2042-10-15      | 4.5000%  | 0.0000% | $94872576.00       | $1034422.81        | Agency Collateralized Mortgage Obligation         |
| Federal Home Loan Mortgage Corp.      | 2046-08-15      | 3.0000%  | 0.0000% | $1554000.00        | $1386172.14        | Agency Collateralized Mortgage Obligation         |
| Federal Home Loan Mortgage Corp.      | 2027-07-15      | 7.0000%  | 0.0000% | $699997.00         | $2876.27           | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2041-09-25      | 5.2500%  | 0.0000% | $200000.00         | $216549.10         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2042-11-25      | 3.0000%  | 0.0000% | $100000.00         | $100176.27         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2042-07-25      | 4.0000%  | 0.0000% | $8095264.00        | $87017.09          | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2042-12-25      | 3.0000%  | 0.0000% | $24500000.00       | $149393.65         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2043-03-25      | 4.5000%  | 0.0000% | $54166592.00       | $86368.38          | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2043-06-25      | 2.0000%  | 0.0000% | $50860000.00       | $5682237.36        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2044-07-25      | 3.5000%  | 0.0000% | $32500000.00       | $458371.35         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2046-08-25      | 3.0000%  | 0.0000% | $996749.00         | $1065255.38        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2048-08-25      | 3.5000%  | 0.0000% | $2226344.00        | $1054366.09        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2045-11-25      | 4.0000%  | 0.0000% | $42614016.00       | $500613.96         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2048-07-25      | 4.0000%  | 0.0000% | $48352256.00       | $911253.24         | Agency Collateralized Mortgage Obligation         |
| Federal Home Loan Mortgage Corp.      | 2045-11-15      | 3.5000%  | 0.0000% | $29222200.00       | $134455.02         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2036-01-25      | 5.5000%  | 0.0000% | $3092000.00        | $973691.78         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association | 2025-07-25      | 5.0000%  | 0.0000% | $1800000.00        | $0.02              | Agency Collateralized Mortgage Obligation         |
| Federal Home Loan Mortgage Corp.      | 2028-12-15      | 6.0000%  | 0.0000% | $20000.00          | $99.89             | Agency Collateralized Mortgage Obligation         |
| Federal Home Loan Mortgage Corp.      | 2034-05-25      | 5.2752%  | 0.0000% | $10700400.00       | $9745550.72        | Agency Collateralized Mortgage Obligation         |
| Federal Home Loan Mortgage Corp.      | 2030-01-01      | 4.1940%  | 0.0000% | $44985.00          | $3.51              | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2030-04-01      | 4.1940%  | 0.0000% | $983021.00         | $86.91             | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association | 2026-05-01      | 4.1910%  | 0.0000% | $65195.00          | $2.97              | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association | 2026-11-01      | 5.0000%  | 0.0000% | $500000.00         | $62.90             | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association | 2027-07-01      | 4.1910%  | 0.0000% | $2000000.00        | $60.15             | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association | 2027-07-01      | 5.6600%  | 0.0000% | $1500000.00        | $22.85             | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2044-12-25      | 1.9625%  | 0.0000% | $20223680.00       | $506008.99         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2044-12-25      | 2.0489%  | 0.0000% | $73600000.00       | $2094987.49        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2028-10-25      | 0.0000%  | 0.0000% | $4386000.00        | $2982865.97        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2030-06-25      | 0.0000%  | 0.0000% | $95723776.00       | $50256035.36       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2061-03-25      | 0.1000%  | 0.0000% | $611723000.00      | $2155821.73        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2049-02-25      | 2.7100%  | 0.0000% | $5000000.00        | $600645.40         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2044-10-25      | 2.1278%  | 0.0000% | $8733984.00        | $373823.64         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2028-06-27      | 1.5340%  | 0.0000% | $10000000.00       | $440897.22         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2046-12-25      | 1.9556%  | 0.0000% | $10500000.00       | $759836.01         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2028-08-27      | 1.6658%  | 0.0000% | $4000000.00        | $244807.58         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2048-03-25      | 1.9740%  | 0.0000% | $3370000.00        | $249522.09         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2048-09-25      | 2.8217%  | 0.0000% | $2000000.00        | $247818.09         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2026-05-25      | 0.9810%  | 0.0000% | $61272576.00       | $457981.32         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2029-04-27      | 2.0148%  | 0.0000% | $16000000.00       | $551426.08         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2049-04-25      | 3.2033%  | 0.0000% | $3500000.00        | $577200.45         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2050-05-25      | 3.3244%  | 0.0000% | $1287070.00        | $226320.99         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2053-11-25      | 2.6191%  | 0.0000% | $25000000.00       | $23135554.84       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2044-08-25      | 2.1353%  | 0.0000% | $15530000.00       | $360466.76         | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2028-06-15      | 6.0000%  | 0.0000% | $25000.00          | $58.01             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2028-11-15      | 6.0000%  | 0.0000% | $39000.00          | $37.12             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2028-02-15      | 7.0000%  | 0.0000% | $25000.00          | $41.02             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2029-09-15      | 7.5000%  | 0.0000% | $61118.00          | $74.31             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2029-09-15      | 8.0000%  | 0.0000% | $50000.00          | $56.85             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2031-07-15      | 6.5000%  | 0.0000% | $25000.00          | $24.12             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2029-02-15      | 6.0000%  | 0.0000% | $40000.00          | $71.74             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2028-10-15      | 6.0000%  | 0.0000% | $40000.00          | $63.85             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2029-08-15      | 7.5000%  | 0.0000% | $30488.00          | $46.17             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2029-06-15      | 6.5000%  | 0.0000% | $28671.00          | $25.01             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2030-01-15      | 8.0000%  | 0.0000% | $25000.00          | $55.04             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2029-09-15      | 7.5000%  | 0.0000% | $32956.00          | $69.78             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2029-11-15      | 7.5000%  | 0.0000% | $25000.00          | $21.26             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2030-01-15      | 8.0000%  | 0.0000% | $129289.00         | $14.04             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2030-06-15      | 8.0000%  | 0.0000% | $28072.00          | $15.65             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2032-04-15      | 6.0000%  | 0.0000% | $25816.00          | $6.98              | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2031-08-15      | 6.5000%  | 0.0000% | $50000.00          | $58.65             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2032-11-15      | 6.0000%  | 0.0000% | $25000.00          | $64.90             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2031-12-15      | 6.0000%  | 0.0000% | $55000.00          | $86.63             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2029-10-15      | 8.0000%  | 0.0000% | $100711.00         | $54.44             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2028-09-15      | 6.0000%  | 0.0000% | $25146.00          | $40.64             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2026-12-15      | 7.0000%  | 0.0000% | $25000.00          | $1.74              | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2026-12-15      | 9.0000%  | 0.0000% | $95958.00          | $5.69              | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2027-07-15      | 7.0000%  | 0.0000% | $360445.00         | $77.07             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2029-06-15      | 6.0000%  | 0.0000% | $30583.00          | $69.36             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2029-08-15      | 7.0000%  | 0.0000% | $10000.00          | $7.11              | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2030-06-15      | 8.0000%  | 0.0000% | $25000.00          | $20.90             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2030-04-15      | 8.0000%  | 0.0000% | $4093.00           | $2.25              | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2030-04-15      | 7.5000%  | 0.0000% | $102400.00         | $73.95             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2028-12-15      | 7.0000%  | 0.0000% | $74000.00          | $80.68             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2031-03-15      | 6.0000%  | 0.0000% | $27447.00          | $45.43             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2032-03-15      | 8.0000%  | 0.0000% | $40000.00          | $77.32             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2036-12-15      | 6.0000%  | 0.0000% | $29319.00          | $91.08             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2036-11-15      | 6.0000%  | 0.0000% | $8413.00           | $53.13             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2038-08-15      | 6.0000%  | 0.0000% | $25000.00          | $62.17             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2027-02-15      | 3.0000%  | 0.0000% | $5000.00           | $60.16             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2032-10-15      | 6.0000%  | 0.0000% | $50429.00          | $78.69             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2032-10-15      | 6.0000%  | 0.0000% | $26000.00          | $41.95             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2032-01-15      | 6.5000%  | 0.0000% | $25000.00          | $72.20             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2031-11-15      | 6.5000%  | 0.0000% | $30000.00          | $66.16             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2032-05-15      | 6.5000%  | 0.0000% | $77000.00          | $78.99             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2032-11-15      | 6.0000%  | 0.0000% | $26022.00          | $50.56             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2032-11-15      | 6.0000%  | 0.0000% | $25001.00          | $57.53             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2028-08-20      | 6.5000%  | 0.0000% | $26000.00          | $19.92             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2028-09-20      | 6.5000%  | 0.0000% | $89000.00          | $69.27             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2025-12-20      | 8.0000%  | 0.0000% | $393175.00         | $6.01              | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2026-04-20      | 7.0000%  | 0.0000% | $75000.00          | $9.40              | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2026-05-20      | 7.0000%  | 0.0000% | $116000.00         | $11.45             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2026-06-20      | 8.0000%  | 0.0000% | $396484.00         | $52.17             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2026-07-20      | 8.0000%  | 0.0000% | $69131.00          | $4.05              | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2028-03-20      | 6.0000%  | 0.0000% | $79666.00          | $59.15             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2029-02-20      | 6.0000%  | 0.0000% | $30000.00          | $44.59             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2029-07-20      | 8.0000%  | 0.0000% | $166630.00         | $54.60             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2030-04-20      | 8.5000%  | 0.0000% | $425981.00         | $71.08             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2030-12-20      | 7.5000%  | 0.0000% | $105000.00         | $70.95             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2031-02-20      | 6.5000%  | 0.0000% | $88547.00          | $61.00             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2031-08-20      | 8.0000%  | 0.0000% | $154293.00         | $84.78             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2037-09-20      | 5.0000%  | 0.0000% | $1000.00           | $15.87             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2025-08-20      | 5.0000%  | 0.0000% | $1487923.00        | $19.35             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2025-10-15      | 7.0000%  | 0.0000% | $470882.00         | $12.94             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2027-11-15      | 7.0000%  | 0.0000% | $113384.00         | $43.98             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2026-02-15      | 6.5000%  | 0.0000% | $25000.00          | $3.83              | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2026-04-15      | 7.0000%  | 0.0000% | $50000.00          | $8.51              | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2026-09-15      | 8.0000%  | 0.0000% | $1126399.00        | $49.11             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2026-06-15      | 8.0000%  | 0.0000% | $60000.00          | $1.23              | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2026-04-15      | 7.0000%  | 0.0000% | $130000.00         | $64.42             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2026-08-15      | 8.0000%  | 0.0000% | $94176.00          | $12.13             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2028-04-15      | 7.0000%  | 0.0000% | $255528.00         | $82.59             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2029-04-15      | 7.0000%  | 0.0000% | $60000.00          | $68.09             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2028-08-15      | 7.0000%  | 0.0000% | $337000.00         | $43.19             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2027-04-15      | 8.0000%  | 0.0000% | $859000.00         | $61.98             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2027-09-15      | 7.5000%  | 0.0000% | $25000.00          | $2.99              | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2028-03-15      | 7.0000%  | 0.0000% | $130572.00         | $51.32             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2028-05-15      | 6.5000%  | 0.0000% | $71000.00          | $37.90             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2028-05-15      | 6.5000%  | 0.0000% | $75000.00          | $62.52             | Agency Mortgage-Backed Securities                 |
| GNMA                                  | 2028-07-15      | 7.0000%  | 0.0000% | $465300.00         | $74.94             | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.      | 2053-11-25      | 14.0552% | 0.0000% | $2421304.00        | $2786478.06        | Private Label Collateralized Mortgage Obligations |
| Federal Home Loan Mortgage Corp.      | 2063-10-25      | 3.6666%  | 0.0000% | $23249088.00       | $10277299.22       | Private Label Collateralized Mortgage Obligations |
| Federal Home Loan Mortgage Corp.      | 2059-10-25      | 3.2500%  | 0.0000% | $57927872.00       | $12971396.27       | Private Label Collateralized Mortgage Obligations |

### Security 42: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: 66585Q007_4.38_0701
- **C.18 - Value (incl. sponsor support):** $2200000000.00
- **C.18.a - Value (excl. sponsor support):** $2200000000.00
- **C.19 - Percentage of Net Assets:** 5.9300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-02-15      | 2.7500%  | 0.0000% | $50000000.00       | $49325274.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-16      | 3.7500%  | 0.0000% | $50000000.00       | $50699238.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-16      | 3.7500%  | 0.0000% | $50000000.00       | $50699238.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.1250%  | 0.0000% | $43000000.00       | $42462498.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-16      | 3.7500%  | 0.0000% | $50000000.00       | $50699238.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-16      | 3.7500%  | 0.0000% | $50000000.00       | $50699238.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 0.5000%  | 0.0000% | $3000000.00        | $2801249.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-16      | 3.7500%  | 0.0000% | $50000000.00       | $50699238.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49874998.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $46687498.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50437498.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-16      | 3.7500%  | 0.0000% | $50000000.00       | $50699238.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49874998.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $46687498.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50437498.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-16      | 3.7500%  | 0.0000% | $50000000.00       | $50699238.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-16      | 3.7500%  | 0.0000% | $50000000.00       | $50699238.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49874998.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-16      | 3.7500%  | 0.0000% | $50000000.00       | $50699238.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49874998.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49874998.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $46687498.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-16      | 3.7500%  | 0.0000% | $50000000.00       | $50699238.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $46687498.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49874998.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-16      | 3.7500%  | 0.0000% | $41853800.00       | $42439115.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $46687498.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $227200.00         | $227725.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 1.2500%  | 0.0000% | $14944500.00       | $13991787.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50115657.14       | U.S. Treasuries (including strips) |

### Security 43: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: 66585Q007_4.41_0701
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-01-01      | 3.7500%  | 0.0000% | $50000000.00       | $49999983.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $18409600.00       | $18570677.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-01      | 3.7500%  | 0.0000% | $50000000.00       | $49999983.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-01      | 3.7500%  | 0.0000% | $50000000.00       | $49999983.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50437483.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-01      | 3.7500%  | 0.0000% | $35991900.00       | $35991888.14       | U.S. Treasuries (including strips) |

### Security 44: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: 66585Q007_4.43_0701
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $51266219.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-01      | 3.7500%  | 0.0000% | $14008100.00       | $14008097.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-01      | 3.7500%  | 0.0000% | $50000000.00       | $49999990.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 2.8750%  | 0.0000% | $38205100.00       | $37193254.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $51266219.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $51266219.43       | U.S. Treasuries (including strips) |

### Security 45: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 795993005, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795993005_4.38_0701
- **C.18 - Value (incl. sponsor support):** $578700000.00
- **C.18.a - Value (excl. sponsor support):** $578700000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $1136400.00        | $1117747.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-15      | 0.1250%  | 0.0000% | $195200.00         | $222461.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-15      | 0.1250%  | 0.0000% | $10323900.00       | $11347099.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $560066100.00      | $577582159.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $101.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $4300.00           | $4337.38           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $101.64            | U.S. Treasuries (including strips) |

### Security 46: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_4.10_0701
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $152242900.00      | $153000042.00      | U.S. Treasuries (including strips) |

### Security 47: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_4.40_0701
- **C.18 - Value (incl. sponsor support):** $5650000000.00
- **C.18.a - Value (excl. sponsor support):** $5650000000.00
- **C.19 - Percentage of Net Assets:** 15.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2045-02-15      | 2.5000%  | 0.0000% | $119100000.00      | $84191948.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-11-15      | 2.0000%  | 0.0000% | $700000000.00      | $479308599.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-08-15      | 2.0000%  | 0.0000% | $9418300.00        | $5441253.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 1.3750%  | 0.0000% | $184236500.00      | $90709638.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-05-15      | 2.8750%  | 0.0000% | $100000000.00      | $71460938.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 1.5000%  | 0.0000% | $100000000.00      | $85262023.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-08-15      | 4.1250%  | 0.0000% | $26100000.00       | $24138230.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-05-15      | 2.3750%  | 0.0000% | $534407900.00      | $337031861.25      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 1.0000%  | 0.0000% | $50000000.00       | $46022899.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-11-15      | 3.3750%  | 0.0000% | $165964100.00      | $130781008.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-11-15      | 2.3750%  | 0.0000% | $440638800.00      | $281785075.62      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 3.8750%  | 0.0000% | $221000000.00      | $197000783.46      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 2.2500%  | 0.0000% | $140706800.00      | $101770591.59      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-02-15      | 4.5000%  | 0.0000% | $350000000.00      | $341627531.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 4.7500%  | 0.0000% | $100000000.00      | $99757813.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 3.7500%  | 0.0000% | $150000000.00      | $130734376.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 2.8750%  | 0.0000% | $241000000.00      | $185136956.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 4.6250%  | 0.0000% | $150000000.00      | $146601564.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 4.6250%  | 0.0000% | $1425000000.00     | $1395275412.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-08-15      | 4.3750%  | 0.0000% | $232000000.00      | $223297100.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 4.0000%  | 0.0000% | $118000000.00      | $107462969.34      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-02-15      | 2.0000%  | 0.0000% | $25000000.00       | $14711854.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 3.0000%  | 0.0000% | $811200000.00      | $603342962.98      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-08-15      | 3.3750%  | 0.0000% | $1000000.00        | $845750.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-08-15      | 1.7500%  | 0.0000% | $23200000.00       | $15426252.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-05-15      | 3.1250%  | 0.0000% | $400000000.00      | $302312504.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-02-15      | 3.0000%  | 0.0000% | $350000000.00      | $261562234.50      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $599371752.00
- **C.18.a - Value (excl. sponsor support):** $599371752.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $296716905.00
- **C.18.a - Value (excl. sponsor support):** $296716905.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $337891780.79
- **C.18.a - Value (excl. sponsor support):** $337891780.79
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $180771625.20
- **C.18.a - Value (excl. sponsor support):** $180771625.20
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $180300457.95
- **C.18.a - Value (excl. sponsor support):** $180300457.95
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $596000000.00
- **C.18.a - Value (excl. sponsor support):** $596000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QC4, C.4 - ISIN: US912797QC43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $417147060.65
- **C.18.a - Value (excl. sponsor support):** $417147060.65
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $320112679.34
- **C.18.a - Value (excl. sponsor support):** $320112679.34
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: 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):** $178744669.00
- **C.18.a - Value (excl. sponsor support):** $178744669.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $346567551.17
- **C.18.a - Value (excl. sponsor support):** $346567551.17
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $358221596.27
- **C.18.a - Value (excl. sponsor support):** $358221596.27
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.365000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1529363247.41
- **C.18.a - Value (excl. sponsor support):** $1529363247.41
- **C.19 - Percentage of Net Assets:** 4.1200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1560543800.40
- **C.18.a - Value (excl. sponsor support):** $1560543800.40
- **C.19 - Percentage of Net Assets:** 4.2000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.485000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $835915953.25
- **C.18.a - Value (excl. sponsor support):** $835915953.25
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: N/A, C.5 - Other ID: 94974A003_4.39_0701
- **C.18 - Value (incl. sponsor support):** $261700000.00
- **C.18.a - Value (excl. sponsor support):** $261700000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2025-08-15      | 6.8750%  | 0.0000% | $7749852.95        | $7973737.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 5.5000%  | 0.0000% | $12193486.24       | $13090939.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-02-15      | 4.5000%  | 0.0000% | $6584502.85        | $6826238.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-05-15      | 5.0000%  | 0.0000% | $7388805.09        | $7854927.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-02-15      | 4.3750%  | 0.0000% | $2178129.10        | $2197112.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-11-15      | 4.3750%  | 0.0000% | $188554.85         | $184492.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-08-15      | 3.8750%  | 0.0000% | $391503.20         | $362862.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 3.7500%  | 0.0000% | $56542247.75       | $49248778.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 2.5000%  | 0.0000% | $15887708.86       | $11230436.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-11-15      | 2.3750%  | 0.0000% | $51055805.39       | $32641035.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-02-15      | 1.8750%  | 0.0000% | $25661909.45       | $17667901.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 2.3750%  | 0.0000% | $38449814.52       | $28060368.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 4.0000%  | 0.0000% | $38776383.41       | $35292325.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-05-15      | 3.6250%  | 0.0000% | $255615.48         | $207567.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-05-15      | 4.6250%  | 0.0000% | $1834059.02        | $1775591.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 4.6250%  | 0.0000% | $53498382.34       | $52286175.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $34184.56          | $33510.23          | U.S. Treasuries (including strips) |

### Security 63: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.400000%
- **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: 94974A003, C.3 - LEI: N/A, C.5 - Other ID: 94974A003_4.40_0701
- **C.18 - Value (incl. sponsor support):** $450900000.00
- **C.18.a - Value (excl. sponsor support):** $450900000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2034-07-01      | 7.0000%  | 0.0000% | $38664.17          | $1606.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-05-01      | 4.5000%  | 0.0000% | $239427.90         | $8109.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-04-01      | 4.5000%  | 0.0000% | $367633.80         | $19379.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-05-01      | 5.0000%  | 0.0000% | $2198843.41        | $9447.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-05-01      | 4.0000%  | 0.0000% | $544361.05         | $48656.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-01-01      | 7.0000%  | 0.0000% | $693720.67         | $23900.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-11-01      | 3.5000%  | 0.0000% | $5188570.93        | $797002.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-12-01      | 5.5000%  | 0.0000% | $819637.00         | $4682.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-01-01      | 3.0000%  | 0.0000% | $13527.00          | $1578.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-03-01      | 4.5000%  | 0.0000% | $824145.00         | $115108.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-05-01      | 5.5000%  | 0.0000% | $175754.31         | $1803.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-08-01      | 5.5000%  | 0.0000% | $310529.82         | $5602.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-03-01      | 7.0000%  | 0.0000% | $2705400.00        | $118296.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-12-01      | 3.5000%  | 0.0000% | $111947.95         | $12233.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-07-01      | 5.0000%  | 0.0000% | $336192.04         | $30930.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-01      | 5.0000%  | 0.0000% | $482498.07         | $60758.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-08-01      | 5.0000%  | 0.0000% | $320640.00         | $35000.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-05-01      | 5.5000%  | 0.0000% | $17034.00          | $3164.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-06-01      | 4.0000%  | 0.0000% | $3011010.00        | $592768.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-08-01      | 4.5000%  | 0.0000% | $7853175.00        | $1728648.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-12-01      | 4.5000%  | 0.0000% | $100200.00         | $18140.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-11-01      | 5.5000%  | 0.0000% | $150300.00         | $110459.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-09-01      | 5.5000%  | 0.0000% | $957565.81         | $819505.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-08-01      | 6.0000%  | 0.0000% | $2011014.00        | $1795777.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-11-01      | 2.0000%  | 0.0000% | $938008.27         | $550906.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-07-01      | 5.0000%  | 0.0000% | $15531.00          | $10283.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-05-01      | 5.0000%  | 0.0000% | $13527.00          | $10508.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-11-01      | 2.0000%  | 0.0000% | $50100.00          | $30416.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.5000%  | 0.0000% | $26052.00          | $16387.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-01      | 2.5000%  | 0.0000% | $16509816.22       | $9742172.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-07-01      | 3.5000%  | 0.0000% | $200400.00         | $131295.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 5.5000%  | 0.0000% | $530559.00         | $408677.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 5.0000%  | 0.0000% | $221629.88         | $174016.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 5.5000%  | 0.0000% | $23046.00          | $20639.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-06-01      | 5.5000%  | 0.0000% | $1503.00           | $1267.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 2.0000%  | 0.0000% | $1853700.00        | $1350550.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.5000%  | 0.0000% | $1052100.00        | $924782.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 6.5000%  | 0.0000% | $747993.00         | $704860.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 3.0000%  | 0.0000% | $21117605.91       | $17191969.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 6.0000%  | 0.0000% | $11441756.84       | $11321133.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 2.0000%  | 0.0000% | $4107472.05        | $3105566.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.5000%  | 0.0000% | $5927253.85        | $5694287.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-08-01      | 4.0000%  | 0.0000% | $323145.00         | $33593.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 3.0000%  | 0.0000% | $3779847.61        | $2536629.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.0000%  | 0.0000% | $1477950.00        | $1226377.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-01      | 3.0000%  | 0.0000% | $3507.00           | $1632.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 3.5000%  | 0.0000% | $2505.00           | $1719.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 2.5000%  | 0.0000% | $56112.00          | $39337.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 4.5000%  | 0.0000% | $551100.00         | $483199.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 4.5000%  | 0.0000% | $56051281.81       | $52463139.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 5.5000%  | 0.0000% | $56952030.71       | $55011230.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $130435225.25      | $129157270.40      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 3.0000%  | 0.0000% | $495799.12         | $384250.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-02-01      | 3.0000%  | 0.0000% | $402449.29         | $196471.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 2.5000%  | 0.0000% | $1457910.00        | $888526.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 2.0000%  | 0.0000% | $1591999.14        | $1153989.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 3.5000%  | 0.0000% | $306709.70         | $220309.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 2.5000%  | 0.0000% | $192234.20         | $150247.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 6.5000%  | 0.0000% | $100200.00         | $67774.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 5.5000%  | 0.0000% | $519776.98         | $401823.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 6.0000%  | 0.0000% | $130588.66         | $109778.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.0000%  | 0.0000% | $594023.18         | $552637.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.5000%  | 0.0000% | $50100.00          | $45556.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 5.5000%  | 0.0000% | $24118.64          | $21519.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-08-01      | 2.0000%  | 0.0000% | $110220.00         | $55788.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-11-01      | 1.5000%  | 0.0000% | $1002000.00        | $592489.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-06-01      | 2.5000%  | 0.0000% | $596190.00         | $235558.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-06-01      | 3.0000%  | 0.0000% | $64658.06          | $45602.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 2.0000%  | 0.0000% | $663807.97         | $437397.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 2.5000%  | 0.0000% | $399259.42         | $281361.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.5000%  | 0.0000% | $501.00            | $369.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 5.5000%  | 0.0000% | $127755.00         | $106318.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 3.0000%  | 0.0000% | $5010000.00        | $1040703.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-02-01      | 5.0000%  | 0.0000% | $620313.65         | $618472.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 5.5000%  | 0.0000% | $10417437.79       | $10684421.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 5.5000%  | 0.0000% | $2700549.82        | $2478274.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-10-01      | 3.0000%  | 0.0000% | $197648.01         | $129181.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-11-01      | 3.0000%  | 0.0000% | $531210.30         | $386655.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-10-01      | 5.5000%  | 0.0000% | $585367.90         | $567780.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-08-01      | 5.5000%  | 0.0000% | $534066.00         | $508829.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-10-01      | 5.0000%  | 0.0000% | $573043.80         | $527035.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 5.0000%  | 0.0000% | $504079.15         | $494586.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 5.5000%  | 0.0000% | $913118.09         | $791965.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 4.0000%  | 0.0000% | $621741.00         | $609090.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 5.0000%  | 0.0000% | $1118257.05        | $1131690.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 5.5000%  | 0.0000% | $526250.40         | $538550.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.0000%  | 0.0000% | $550073.95         | $560524.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 5.5000%  | 0.0000% | $615800.64         | $617421.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.0000%  | 0.0000% | $1205531.75        | $1205455.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 5.5000%  | 0.0000% | $1230958.50        | $1230489.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.0000%  | 0.0000% | $1414548.45        | $1452561.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.5000%  | 0.0000% | $533171.21         | $553955.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.0000%  | 0.0000% | $777376.15         | $792281.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.5000%  | 0.0000% | $997222.96         | $1040007.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 5.5000%  | 0.0000% | $1685642.56        | $1554843.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.5000%  | 0.0000% | $564624.50         | $586287.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.0000%  | 0.0000% | $7329244.73        | $7416147.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.5000%  | 0.0000% | $3233825.74        | $3201915.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $2229380.36        | $2282657.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.5000%  | 0.0000% | $580659.00         | $394959.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.0000%  | 0.0000% | $687218.19         | $710690.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $1153412.72        | $1195832.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $963642.44         | $990496.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.0000%  | 0.0000% | $522255.43         | $540495.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $3560619.52        | $3650152.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.5000%  | 0.0000% | $556755.29         | $586864.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $3063141.05        | $3154417.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $3015199.36        | $3107739.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $3686145.08        | $3702981.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $628254.00         | $631220.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $5064650.58        | $5119483.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.0000%  | 0.0000% | $19071512.89       | $18733137.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 5.0000%  | 0.0000% | $25551.00          | $23268.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 4.5000%  | 0.0000% | $12448431.67       | $11789413.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $4906167.75        | $4728831.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 5.0000%  | 0.0000% | $21345835.96       | $21362514.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $2541751.36        | $2558739.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.0000%  | 0.0000% | $733960.99         | $722250.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $566376.49         | $588628.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $1163833.52        | $1196899.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.5000%  | 0.0000% | $552603.00         | $579182.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $3888487.45        | $3988084.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 4.5000%  | 0.0000% | $558369.51         | $535015.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $21124277.73       | $21670727.58       | Agency Mortgage-Backed Securities |

### Security 64: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.38_0701
- **C.18 - Value (incl. sponsor support):** $2015400000.00
- **C.18.a - Value (excl. sponsor support):** $2015400000.00
- **C.19 - Percentage of Net Assets:** 5.4300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2043-05-15      | 0.0000%  | 0.0000% | $6377600.00        | $2667909.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 0.0000%  | 0.0000% | $700.00            | $285.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 0.0000%  | 0.0000% | $3100.00           | $1193.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-08-15      | 0.0000%  | 0.0000% | $100.00            | $37.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $100.00            | $36.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 0.0000%  | 0.0000% | $138358100.00      | $48709660.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 0.0000%  | 0.0000% | $23110300.00       | $7700074.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-15      | 4.6250%  | 0.0000% | $500000.00         | $510678.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8750%  | 0.0000% | $27800.00          | $29368.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $336900.00         | $367347.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 4.3750%  | 0.0000% | $18615000.00       | $19136872.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 4.3750%  | 0.0000% | $15139400.00       | $15563834.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.7500%  | 0.0000% | $223600.00         | $222204.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $66653500.00       | $68017866.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-01-15      | 1.7500%  | 0.0000% | $64058900.00       | $66745861.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $38175900.00       | $38280583.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $1100.00           | $1134.03           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $28725700.00       | $29343910.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $124303600.00      | $126691192.47      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $15199200.00       | $15656293.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $200.00            | $206.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $82901200.00       | $81991936.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $290102000.00      | $294182228.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $29931200.00       | $30006392.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $17102000.00       | $16946166.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $45800.00          | $45960.22          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $42706200.00       | $43068374.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-30      | 4.1250%  | 0.0000% | $14456500.00       | $14627450.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $7539700.00        | $7668547.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $8866400.00        | $9077030.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $15447100.00       | $16008038.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $44829000.00       | $46715629.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $103820100.00      | $105754919.63      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $1919500.00        | $1930292.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $5224100.00        | $5251026.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-11-15      | 0.0000%  | 0.0000% | $1879100.00        | $619056.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-08-15      | 0.0000%  | 0.0000% | $100.00            | $30.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-02-15      | 0.0000%  | 0.0000% | $91530000.00       | $27029358.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 0.0000%  | 0.0000% | $56000.00          | $16217.66          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 3.8750%  | 0.0000% | $9300.00           | $19935.05          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-15      | 2.5000%  | 0.0000% | $9494700.00        | $14904527.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 2.7500%  | 0.0000% | $1200.00           | $913.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 0.6250%  | 0.0000% | $24995000.00       | $25904280.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $77.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 0.7500%  | 0.0000% | $62173400.00       | $61841518.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $76.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $96.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-02-15      | 1.0000%  | 0.0000% | $7846700.00        | $7518011.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 3.0000%  | 0.0000% | $1768200.00        | $1316861.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-02-15      | 2.0000%  | 0.0000% | $422300.00         | $249917.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $66.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-08-15      | 1.7500%  | 0.0000% | $10373700.00       | $6922621.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-11-15      | 1.8750%  | 0.0000% | $43440700.00       | $24141984.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-11-15      | 2.0000%  | 0.0000% | $41200600.00       | $28313299.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-05-15      | 2.8750%  | 0.0000% | $92000.00          | $64786.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $145.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-11-15      | 4.0000%  | 0.0000% | $10656700.00       | $9333926.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 1.5000%  | 0.0000% | $2600.00           | $2233.02           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-08-15      | 4.1250%  | 0.0000% | $451200.00         | $408225.59         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-11-15      | 4.7500%  | 0.0000% | $52971600.00       | $52583026.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-11-15      | 4.5000%  | 0.0000% | $98107900.00       | $93709232.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 4.6250%  | 0.0000% | $39705700.00       | $38973179.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-05-15      | 5.0000%  | 0.0000% | $1925800.00        | $1983928.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $47868000.00       | $56273286.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 0.6250%  | 0.0000% | $77800.00          | $73788.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 0.5000%  | 0.0000% | $4053900.00        | $3813008.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $3000.00           | $3522.61           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $42954600.00       | $36823421.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-15      | 0.1250%  | 0.0000% | $5531300.00        | $6310174.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $30604900.00       | $27011800.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $200.00            | $186.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 1.2500%  | 0.0000% | $1100.00           | $1020.24           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $4257200.00        | $3953189.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $137775300.00      | $117919089.32      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 1.5000%  | 0.0000% | $52777100.00       | $49078296.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $1000.00           | $940.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $28379300.00       | $28913913.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.0000%  | 0.0000% | $5676400.00        | $5762632.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 3.5000%  | 0.0000% | $57634700.00       | $57735777.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $9042200.00        | $9666753.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $142702000.00      | $143824922.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $13500.00          | $13921.73          | U.S. Treasuries (including strips) |

### Security 65: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.390000%
- **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: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.39_0701
- **C.18 - Value (incl. sponsor support):** $922400000.00
- **C.18.a - Value (excl. sponsor support):** $922400000.00
- **C.19 - Percentage of Net Assets:** 2.4900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2042-04-01      | 4.0000%  | 0.0000% | $7857203.00        | $814696.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $116.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-04-01      | 4.5000%  | 0.0000% | $1015.00           | $4.04              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-01-01      | 4.0000%  | 0.0000% | $867126.00         | $92878.87          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-08-01      | 3.0000%  | 0.0000% | $4405990.00        | $349801.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-11-01      | 3.0000%  | 0.0000% | $400168.00         | $39911.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-02-01      | 2.5000%  | 0.0000% | $299000.00         | $32460.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-05-01      | 2.5000%  | 0.0000% | $847134.00         | $49759.99          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-08-01      | 3.0000%  | 0.0000% | $349000.00         | $44584.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $580000.00         | $102172.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-10-01      | 3.5000%  | 0.0000% | $834000.00         | $88926.17          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-04-01      | 3.0000%  | 0.0000% | $6000.00           | $616.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-05-01      | 3.5000%  | 0.0000% | $7299777.00        | $1036285.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-02-01      | 3.5000%  | 0.0000% | $1422000.00        | $189202.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-03-01      | 3.0000%  | 0.0000% | $355000.00         | $35878.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-11-01      | 3.5000%  | 0.0000% | $821006.00         | $65341.99          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $6637503.00        | $628129.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $343001.00         | $27416.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $79.93             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1132160.00        | $185705.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-01      | 3.0000%  | 0.0000% | $3571000.00        | $194546.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-05-01      | 4.0000%  | 0.0000% | $1009.00           | $92.18             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-08-01      | 3.5000%  | 0.0000% | $453997.00         | $36030.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $132018.00         | $80864.60          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $23001.00          | $13549.49          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $85148.00          | $46920.27          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-08-01      | 2.5000%  | 0.0000% | $33000.00          | $18728.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $331000.00         | $26492.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $57.92             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 4.0000%  | 0.0000% | $935595.00         | $81180.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 3.0000%  | 0.0000% | $572000.00         | $50160.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $58000.00          | $17823.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-10-01      | 2.5000%  | 0.0000% | $637740.00         | $216739.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $588513.00         | $331084.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $2169977.00        | $1189541.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $4494170.00        | $2965657.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $664.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $41000.00          | $31983.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 3.5000%  | 0.0000% | $142000.00         | $112258.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $5000.00           | $4084.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $314283.00         | $251005.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $5157812.00        | $4391106.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $246159.00         | $185609.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $9063809.00        | $7617923.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $5662346.00        | $4526644.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $523860.00         | $453501.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $103999.00         | $93838.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 4.0000%  | 0.0000% | $9188.00           | $7783.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $21941.00          | $20027.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $6106.00           | $4910.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-11-01      | 5.0000%  | 0.0000% | $866436.00         | $524726.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1859.00           | $1625.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.0000%  | 0.0000% | $1001.00           | $836.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 3.0000%  | 0.0000% | $3639884.00        | $3006286.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.5000%  | 0.0000% | $12429424.00       | $10504909.81       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $2122.00           | $2050.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 3.5000%  | 0.0000% | $17831232.00       | $3335407.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $877881.00         | $662964.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 3.0000%  | 0.0000% | $2339512.00        | $1749332.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $339772.00         | $296477.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 5.5000%  | 0.0000% | $246352.00         | $215458.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.0000%  | 0.0000% | $333336.00         | $296784.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $1280.00           | $279.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1930630.00        | $313648.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 3.5000%  | 0.0000% | $3513.00           | $974.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $93549000.00       | $14240678.02       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.5000%  | 0.0000% | $939000.00         | $462532.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $670.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $1212.00           | $788.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $770.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $842.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $2083064.00        | $1755563.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $832.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 2.5000%  | 0.0000% | $6431920.00        | $3426157.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.0000%  | 0.0000% | $7105792.00        | $4027850.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $599.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $1001.00           | $782.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 4.0000%  | 0.0000% | $802143.00         | $580475.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-03-01      | 1.5000%  | 0.0000% | $57453.00          | $28558.45          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $800000.00         | $751731.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-01      | 2.5000%  | 0.0000% | $787726.00         | $26331.65          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $126442.00         | $118763.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $275000.00         | $257985.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 7.5000%  | 0.0000% | $376782.00         | $305390.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 7.0000%  | 0.0000% | $4000.00           | $3552.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 3.0000%  | 0.0000% | $4608922.00        | $3811951.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $347459.00         | $321002.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $3066776.00        | $2903435.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $438571.00         | $379638.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1373494.00        | $1167056.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1251914.00        | $1219339.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $147000.00         | $135007.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $7305656.00        | $7294322.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $6302.00           | $6391.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $2222917.00        | $2230999.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-09-01      | 5.5000%  | 0.0000% | $13332256.00       | $91562.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-06-01      | 2.5000%  | 0.0000% | $506005.00         | $25111.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $750000.00         | $133326.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-09-01      | 5.8000%  | 0.0000% | $853509.00         | $50793.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-01      | 6.0000%  | 0.0000% | $3496995.00        | $72016.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-09-01      | 5.0000%  | 0.0000% | $698639.00         | $71897.14          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-01-01      | 5.5000%  | 0.0000% | $10401994.00       | $56758.15          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-01      | 6.0000%  | 0.0000% | $25000000.00       | $447167.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-02-01      | 6.0000%  | 0.0000% | $4997901.00        | $35196.15          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-05-01      | 5.5000%  | 0.0000% | $12698674.00       | $59623.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-05-01      | 5.6500%  | 0.0000% | $55845.00          | $34472.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-07-01      | 4.5000%  | 0.0000% | $384000.00         | $29156.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $365000.00         | $27086.52          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-05-01      | 3.0000%  | 0.0000% | $762500.00         | $74237.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-01-01      | 2.5000%  | 0.0000% | $1010.00           | $147.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-01      | 5.0000%  | 0.0000% | $1000.00           | $95.39             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-03-01      | 4.0000%  | 0.0000% | $1000.00           | $129.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-07-01      | 3.5000%  | 0.0000% | $22759356.00       | $4816327.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $84895744.00       | $7866680.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $6280060.00        | $619648.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1300255.00        | $162028.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-06-01      | 3.0000%  | 0.0000% | $878864.00         | $128479.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $1024.00           | $279.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $48302.00          | $8014.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $31992.00          | $5599.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-05-01      | 3.5000%  | 0.0000% | $3860468.00        | $645608.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $6697536.00        | $589171.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $3668890.00        | $3722676.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $552099.00         | $548818.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $982.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1014.00           | $964.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $1987620.00        | $1961210.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 7.0000%  | 0.0000% | $841597.00         | $904810.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $911.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $960.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $982.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $3857050.00        | $3898137.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1026240.00        | $1033363.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1219641.00        | $1257388.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1544103.00        | $1589265.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $6000.00           | $6058.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $4734688.00        | $4766487.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1248650.00        | $1283356.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $162.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $608580.00         | $68845.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $228.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-09-01      | 4.5000%  | 0.0000% | $598000.00         | $178205.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $225000.00         | $70767.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $2718500.00        | $583248.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 3.5000%  | 0.0000% | $1318388.00        | $35099.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 4.5000%  | 0.0000% | $227013.00         | $46491.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-03-01      | 3.0000%  | 0.0000% | $4239000.00        | $977469.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.5000%  | 0.0000% | $220308.00         | $70539.49          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-06-01      | 5.0000%  | 0.0000% | $1000.00           | $310.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $565789.00         | $93400.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-10-01      | 3.0000%  | 0.0000% | $1084.00           | $180.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 3.0000%  | 0.0000% | $773438.00         | $135617.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $73760.00          | $29359.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $500000.00         | $258866.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1300.00           | $739.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $210281.00         | $139836.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $59000.00          | $48190.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $71163.00          | $66049.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $13320974.00       | $12352824.53       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $71553.00          | $54729.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $16595.00          | $13174.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $3796441.00        | $2536006.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1762111.00        | $1385851.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $216178.00         | $164494.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $66154.00          | $54404.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $102995.00         | $72861.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $80540.00          | $18379.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $906632.00         | $93830.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $258.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 2.0000%  | 0.0000% | $143936.00         | $59379.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $393000.00         | $214241.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $312884.00         | $181203.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $10010.00          | $5999.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $277000.00         | $163494.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $10000.00          | $6137.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $245000.00         | $159029.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $47000.00          | $28780.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $1836.00           | $1277.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $313336.00         | $219272.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $722.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $105000.00         | $81008.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $772.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $210913.00         | $162094.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $812.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.5000%  | 0.0000% | $200000.00         | $140354.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1338.00           | $1092.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $3000.00           | $3023.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $702016.00         | $688978.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 3.0000%  | 0.0000% | $6856000.00        | $1674045.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 3.5000%  | 0.0000% | $3596000.00        | $1250067.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 3.5000%  | 0.0000% | $1110000.00        | $426996.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-12-01      | 3.0000%  | 0.0000% | $4000.00           | $2137.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $60000.00          | $35308.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $615000.00         | $365339.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $638.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $400000.00         | $222709.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $202000.00         | $116271.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $207388.00         | $124766.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $1491000.00        | $726613.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $100000.00         | $56700.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $186698.00         | $101246.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 4.0000%  | 0.0000% | $11766222.00       | $5609750.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $498000.00         | $284372.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $253911.00         | $105863.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $98000.00          | $57410.99          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $629720.00         | $392919.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $898000.00         | $568044.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-12-01      | 2.0000%  | 0.0000% | $51119310.00       | $31546179.27       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $298000.00         | $174181.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $91722.00          | $55547.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $648.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $100000.00         | $62574.09          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-11-01      | 2.0000%  | 0.0000% | $55816.00          | $35460.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $500000.00         | $313345.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $99000.00          | $60406.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $93468.00          | $60349.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $338019.00         | $224202.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $648.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $189000.00         | $116300.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $1067468.00        | $721013.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $572981.00         | $403235.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $197000.00         | $130171.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $9040.00           | $6208.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $209000.00         | $138396.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $230000.00         | $171304.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $100000.00         | $75370.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 3.5000%  | 0.0000% | $897000.00         | $637947.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-07-01      | 3.0000%  | 0.0000% | $105001.00         | $62731.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $117000.00         | $89097.41          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $333000.00         | $252806.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.0000%  | 0.0000% | $1011.00           | $744.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $31458.00          | $24747.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $78000.00          | $57712.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $250345.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $3450480.00        | $2764141.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $300000.00         | $204669.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1247.00           | $1033.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1008.00           | $893.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1023.00           | $859.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $802.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-04-01      | 3.0000%  | 0.0000% | $225507.00         | $160690.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $40000.00          | $30168.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $337000.00         | $268478.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-05-01      | 1.5000%  | 0.0000% | $574000.00         | $382404.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $813.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $8999837.00        | $6488269.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $4000.00           | $3266.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 2.5000%  | 0.0000% | $123000.00         | $92310.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $5000.00           | $4197.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $448200.00         | $368738.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $750000.00         | $667423.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $380000.00         | $287229.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 4.5000%  | 0.0000% | $93001.00          | $79692.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-05-01      | 3.5000%  | 0.0000% | $1297000.00        | $885176.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $194000.00         | $147301.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $300000.00         | $235756.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 2.5000%  | 0.0000% | $35925.00          | $27867.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $915.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1124.00           | $1047.85           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 6.5000%  | 0.0000% | $28876544.00       | $29765600.68       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $2379480.00        | $2397207.06        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2046-07-20      | 3.0000%  | 0.0000% | $1001.00           | $216.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $389728.00         | $362750.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $2500699.00        | $2293320.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-06-01      | 5.5000%  | 0.0000% | $2584152.00        | $2607139.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-02-01      | 5.5000%  | 0.0000% | $5952517.00        | $70267.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-01-01      | 7.0000%  | 0.0000% | $33546574.00       | $955642.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $600835.00         | $601459.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $4000.00           | $3794.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $100000.00         | $95155.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $200000.00         | $200224.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $962.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $208211.00         | $213961.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $81925.00          | $83889.46          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 7.0000%  | 0.0000% | $6000.00           | $5914.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $336401.00         | $344983.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $197174.00         | $202631.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $283718.00         | $291635.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $194356.00         | $194259.11         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $195253.00         | $200437.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $184909.00         | $189710.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.18           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $215024.00         | $222043.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $198917.00         | $204623.48         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $6740.00           | $71.42             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-03-01      | 7.0000%  | 0.0000% | $233183.00         | $10208.16          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-11-01      | 2.5000%  | 0.0000% | $1159.00           | $36.99             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 3.5000%  | 0.0000% | $1699000.00        | $286846.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $224.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $5037957.00        | $958338.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $220.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $3467519.00        | $2696964.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $185000.00         | $154635.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1022.00           | $1027.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1404518.00        | $1444684.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $959.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $218882.00         | $209583.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $3072.00           | $2976.06           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $2001.00           | $2041.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $1122.00           | $1144.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $389120.00         | $382116.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $10165904.00       | $10190691.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $10291.00          | $10286.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $7056.00           | $6661.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 4.5000%  | 0.0000% | $32448.00          | $28790.84          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $87737.00          | $72695.54          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $7056.00           | $6590.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $967.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $6000.00           | $5415.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1004.00           | $1037.77           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2045-04-20      | 4.5000%  | 0.0000% | $26152515.00       | $1771074.29        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2046-07-20      | 3.0000%  | 0.0000% | $36010244.00       | $4390923.42        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-09-20      | 3.5000%  | 0.0000% | $68101.00          | $20077.40          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-11-20      | 3.5000%  | 0.0000% | $1024.00           | $328.86            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-04-20      | 3.5000%  | 0.0000% | $1030899.00        | $734330.05         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-06-20      | 4.0000%  | 0.0000% | $25151985.00       | $18631214.68       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-05-20      | 3.0000%  | 0.0000% | $9759902.00        | $4853424.27        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-11-20      | 2.5000%  | 0.0000% | $69185.00          | $43221.92          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-01-20      | 3.0000%  | 0.0000% | $531000.00         | $343157.34         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-06-20      | 4.5000%  | 0.0000% | $45487363.00       | $34660126.31       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-07-20      | 3.5000%  | 0.0000% | $3044380.00        | $2217200.94        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-09-20      | 4.5000%  | 0.0000% | $22334963.00       | $17405109.94       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-10-20      | 5.0000%  | 0.0000% | $50843085.00       | $39664415.62       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-11-20      | 4.5000%  | 0.0000% | $252168.00         | $200784.91         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-01-20      | 5.0000%  | 0.0000% | $1000.00           | $790.27            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-01-20      | 6.0000%  | 0.0000% | $8832447.00        | $5416703.30        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-04-20      | 5.5000%  | 0.0000% | $1290406.00        | $996777.44         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-08-20      | 6.5000%  | 0.0000% | $1000.00           | $734.49            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-04-20      | 4.5000%  | 0.0000% | $505062.00         | $438006.34         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-01-20      | 5.0000%  | 0.0000% | $15492224.00       | $14105893.72       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-02-20      | 6.0000%  | 0.0000% | $8653072.00        | $6019038.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $240339.00         | $245391.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $40584.00          | $41751.76          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $776713.00         | $796589.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $758439.00         | $779144.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $773030.00         | $786597.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1177762.00        | $1230497.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1059338.00        | $1089520.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $7000.00           | $7057.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $7037.00           | $7054.33           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-06-20      | 4.0000%  | 0.0000% | $10151040.00       | $9063108.13        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2047-10-20      | 3.5000%  | 0.0000% | $1000.00           | $186.46            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2065-02-15      | 4.4700%  | 0.0000% | $704766.00         | $673823.83         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2048-08-15      | 4.0000%  | 0.0000% | $39932.00          | $27395.49          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-03-20      | 4.0000%  | 0.0000% | $97000.00          | $26042.94          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-03-20      | 2.5000%  | 0.0000% | $24444.00          | $17384.86          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-11-20      | 2.0000%  | 0.0000% | $1000.00           | $510.66            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $794.97            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-01-20      | 2.0000%  | 0.0000% | $168934.00         | $105053.85         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-05-15      | 4.7600%  | 0.0000% | $1819210.00        | $1774408.79        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-10-20      | 5.0000%  | 0.0000% | $1000.00           | $962.86            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-09-20      | 6.5000%  | 0.0000% | $5004.00           | $5328.16           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-10-20      | 6.0000%  | 0.0000% | $53000.00          | $44118.32          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-03-20      | 7.5000%  | 0.0000% | $2757908.00        | $2880039.47        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-10-15      | 4.6700%  | 0.0000% | $2883275.00        | $2798476.86        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-10-15      | 4.6700%  | 0.0000% | $829544.00         | $805146.81         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-03-15      | 5.8200%  | 0.0000% | $374460.00         | $395100.43         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-01-15      | 6.2000%  | 0.0000% | $75931.00          | $82051.60          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-01-20      | 6.5000%  | 0.0000% | $480196.00         | $503123.80         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-10-20      | 4.5000%  | 0.0000% | $4082420.00        | $3897100.78        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-12-20      | 5.5000%  | 0.0000% | $1968711.00        | $1976694.79        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $964.76            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-03-20      | 5.5000%  | 0.0000% | $556616.00         | $560861.09         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-03-20      | 6.5000%  | 0.0000% | $2651208.00        | $2778084.90        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-12-20      | 4.5000%  | 0.0000% | $124040.00         | $118651.16         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $930.51            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-01-20      | 5.5000%  | 0.0000% | $794511.00         | $798355.71         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-03-20      | 6.5000%  | 0.0000% | $1310982.00        | $1366041.54        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-02-20      | 5.5000%  | 0.0000% | $1566036.00        | $1573683.40        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $227984.00         | $231242.06         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $1913599.00        | $1927497.47        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $6130436.00        | $6169364.05        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $3000.00           | $3031.17           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $109645.00         | $110644.54         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-06-20      | 6.5000%  | 0.0000% | $1493100.00        | $1580842.19        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1056.68           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 6.5000%  | 0.0000% | $6043.00           | $6326.62           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-09-20      | 6.0000%  | 0.0000% | $603558.00         | $593846.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $838.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $839.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $5676892.00        | $4880216.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $1002.00           | $910.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $902.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 5.0000%  | 0.0000% | $55000.00          | $49246.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $902.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $39727480.00       | $32179916.90       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $965.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $991.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $919.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $935.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1833144.00        | $1743288.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $961.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1008.00           | $870.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 7.5000%  | 0.0000% | $6003.00           | $6137.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $499160.00         | $394347.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-09-01      | 6.0000%  | 0.0000% | $1000.00           | $930.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $8972640.00        | $8494307.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $773.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $62121216.00       | $57379117.35       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2025-12-26      | 0.0000%  | 0.0000% | $100.00            | $97.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-07-17      | 0.0000%  | 0.0000% | $6314900.00        | $6303286.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-08-28      | 0.0000%  | 0.0000% | $5139200.00        | $5103431.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-07-22      | 0.0000%  | 0.0000% | $2347900.00        | $2342246.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2050-08-15      | 0.0000%  | 0.0000% | $21668600.00       | $6275248.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2038-05-15      | 4.5000%  | 0.0000% | $5079200.00        | $5145722.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $76.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2040-08-15      | 1.1250%  | 0.0000% | $162400.00         | $100051.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2051-02-15      | 0.1250%  | 0.0000% | $3200.00           | $2141.16           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2042-08-15      | 3.3750%  | 0.0000% | $108900.00         | $92432.72          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $85.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2053-08-15      | 4.1250%  | 0.0000% | $477100.00         | $431658.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-08-15      | 4.2500%  | 0.0000% | $2500.00           | $2313.80           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2044-08-15      | 4.1250%  | 0.0000% | $81745800.00       | $75912116.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-11-15      | 4.5000%  | 0.0000% | $200.00            | $191.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2055-02-15      | 4.6250%  | 0.0000% | $19320700.00       | $19071364.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-15      | 0.8750%  | 0.0000% | $3120800.00        | $3915164.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-07-15      | 0.7500%  | 0.0000% | $300.00            | $379.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-31      | 1.5000%  | 0.0000% | $9600.00           | $9316.56           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-08-15      | 1.2500%  | 0.0000% | $12500.00          | $10733.60          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-15      | 0.1250%  | 0.0000% | $6459200.00        | $7180039.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-09-30      | 3.8750%  | 0.0000% | $2423500.00        | $2455573.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-11-30      | 3.8750%  | 0.0000% | $30595300.00       | $30794635.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-15      | 3.6250%  | 0.0000% | $8498600.00        | $8503828.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-09-30      | 4.6250%  | 0.0000% | $488200.00         | $507040.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-15      | 2.3750%  | 0.0000% | $269100.00         | $293419.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-11-30      | 4.3750%  | 0.0000% | $98000.00          | $100747.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-31      | 4.0000%  | 0.0000% | $17332000.00       | $17717785.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-28      | 4.2500%  | 0.0000% | $39387000.00       | $40605384.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-06-30      | 4.2500%  | 0.0000% | $11900.00          | $12111.89          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 4.0000%  | 0.0000% | $45660000.00       | $46805270.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $102.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-15      | 3.3750%  | 0.0000% | $279500.00         | $280202.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-09-30      | 3.5000%  | 0.0000% | $55302700.00       | $55175624.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-31      | 4.1250%  | 0.0000% | $1266300.00        | $1278342.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-11-30      | 4.1250%  | 0.0000% | $1000.00           | $1017.09           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $103.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-01-31      | 4.3750%  | 0.0000% | $700.00            | $728.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-02-15      | 4.6250%  | 0.0000% | $25837000.00       | $27053171.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-15      | 1.6250%  | 0.0000% | $800.00            | $813.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-31      | 3.8750%  | 0.0000% | $1822000.00        | $1831391.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2039-08-15      | 0.0000%  | 0.0000% | $10.74             | $5.44              | U.S. Treasuries (including strips) |

### Security 66: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 987UQV005, C.3 - LEI: N/A, C.5 - Other ID: 987UQV005_4.25_0701
- **C.18 - Value (incl. sponsor support):** $5750000000.00
- **C.18.a - Value (excl. sponsor support):** $5750000000.00
- **C.19 - Percentage of Net Assets:** 15.4900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2041-02-15      | 4.7500%  | 0.0000% | $292390600.00      | $299010641.31      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $5574863100.00     | $5450643353.72     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-15      | 3.1250%  | 0.0000% | $1015000.00        | $1024867.84        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Government Cash Management Portfolio

**Date:** 2025-07-07

**By:** /s/Diane Kenneally

**Name of Signing Officer:** Diane Kenneally

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