# EDGAR Filing Document

**Accession Number:** 0000862064
**File Stem:** 0001410368-25-014050
**Filing Date:** 2025-10
**Character Count:** 288979
**Document Hash:** a404de4dff3c54f52696722e9dc2900c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-014050.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001410368-25-014050

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**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:** 251379581

**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):** 2025-09-30

**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:** 22 days

- **WAL:** 92 days

- **Total Value of Portfolio Securities:** $31974457339.24

- **Amortized Cost of Portfolio Securities:** $31972478152.82

- **Cash:** $0.00

- **Total Other Assets:** $49811867.91

- **Total Liabilities:** $990559961.51

- **Net Assets of Series:** $31031730059.22

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $32933271705.74           | $33188547489.75            | 83.5600%                  | 84.2100%                   |
| 2025-09-03 | $33820692258.12           | $34076010654.16            | 82.7900%                  | 83.4200%                   |
| 2025-09-04 | $34676199999.53           | $34931550141.03            | 83.1500%                  | 83.7600%                   |
| 2025-09-05 | $32200380403.89           | $32455759299.73            | 81.1900%                  | 81.8300%                   |
| 2025-09-08 | $32650299941.98           | $32905765095.69            | 81.4000%                  | 82.0400%                   |
| 2025-09-09 | $32282685879.15           | $32538178501.99            | 81.2300%                  | 81.8700%                   |
| 2025-09-10 | $31848369519.31           | $32103890929.83            | 81.0200%                  | 81.6700%                   |
| 2025-09-11 | $30915437324.02           | $31170989946.43            | 80.5700%                  | 81.2400%                   |
| 2025-09-12 | $28848652865.91           | $29104241258.72            | 79.4500%                  | 80.1500%                   |
| 2025-09-15 | $27049380874.71           | $27305048365.67            | 78.3900%                  | 79.1300%                   |
| 2025-09-16 | $26864587957.06           | $27120290364.19            | 78.2700%                  | 79.0200%                   |
| 2025-09-17 | $24726284704.66           | $24982024593.24            | 76.3300%                  | 77.1200%                   |
| 2025-09-18 | $24961200034.52           | $25216962333.47            | 78.6600%                  | 79.4700%                   |
| 2025-09-19 | $24082528419.56           | $24338316335.50            | 78.0400%                  | 78.8700%                   |
| 2025-09-22 | $23773026154.73           | $24028899579.48            | 77.8200%                  | 78.6600%                   |
| 2025-09-23 | $27683816762.76           | $28301692820.79            | 79.5000%                  | 81.2700%                   |
| 2025-09-24 | $27661855701.01           | $27917793614.58            | 80.3200%                  | 81.0600%                   |
| 2025-09-25 | $25148246633.92           | $25404215546.46            | 77.8300%                  | 78.6200%                   |
| 2025-09-26 | $25929738038.22           | $26185726831.76            | 78.3300%                  | 79.1100%                   |
| 2025-09-29 | $27148104770.72           | $27404177718.59            | 79.1100%                  | 79.8500%                   |
| 2025-09-30 | $24254085859.44           | $24510184103.64            | 77.1800%                  | 78.0000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 0.0000%             |
| 2025-09-03 | 0.0000%             |
| 2025-09-04 | 0.0000%             |
| 2025-09-05 | 0.0000%             |
| 2025-09-08 | 0.0000%             |
| 2025-09-09 | 0.0000%             |
| 2025-09-10 | 0.0000%             |
| 2025-09-11 | 0.0000%             |
| 2025-09-12 | 0.0000%             |
| 2025-09-15 | 0.0000%             |
| 2025-09-16 | 0.0000%             |
| 2025-09-17 | 0.0000%             |
| 2025-09-18 | 0.0000%             |
| 2025-09-19 | 0.0000%             |
| 2025-09-22 | 0.0000%             |
| 2025-09-23 | 0.0000%             |
| 2025-09-24 | 0.0000%             |
| 2025-09-25 | 0.0000%             |
| 2025-09-26 | 0.0000%             |
| 2025-09-29 | 0.0000%             |
| 2025-09-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 0.0000                      |
|  |  |
| 2025-09-03 | 0.0000                      |
|  |  |
| 2025-09-04 | 0.0000                      |
|  |  |
| 2025-09-05 | 0.0000                      |
|  |  |
| 2025-09-08 | 0.0000                      |
|  |  |
| 2025-09-09 | 0.0000                      |
|  |  |
| 2025-09-10 | 0.0000                      |
|  |  |
| 2025-09-11 | 0.0000                      |
|  |  |
| 2025-09-12 | 0.0000                      |
|  |  |
| 2025-09-15 | 0.0000                      |
|  |  |
| 2025-09-16 | 0.0000                      |
|  |  |
| 2025-09-17 | 0.0000                      |
|  |  |
| 2025-09-18 | 0.0000                      |
|  |  |
| 2025-09-19 | 0.0000                      |
|  |  |
| 2025-09-22 | 0.0000                      |
|  |  |
| 2025-09-23 | 0.0000                      |
|  |  |
| 2025-09-24 | 0.0000                      |
|  |  |
| 2025-09-25 | 0.0000                      |
|  |  |
| 2025-09-26 | 0.0000                      |
|  |  |
| 2025-09-29 | 0.0000                      |
|  |  |
| 2025-09-30 | 0.0000                      |
|  |  |

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

### Class: Government Cash Management Portfolio

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $31031730059.22

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 267105.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.0000          |
|  |  |
| 2025-09-03 | 0.0000          |
|  |  |
| 2025-09-04 | 0.0000          |
|  |  |
| 2025-09-05 | 0.0000          |
|  |  |
| 2025-09-08 | 0.0000          |
|  |  |
| 2025-09-09 | 0.0000          |
|  |  |
| 2025-09-10 | 0.0000          |
|  |  |
| 2025-09-11 | 0.0000          |
|  |  |
| 2025-09-12 | 0.0000          |
|  |  |
| 2025-09-15 | 0.0000          |
|  |  |
| 2025-09-16 | 0.0000          |
|  |  |
| 2025-09-17 | 0.0000          |
|  |  |
| 2025-09-18 | 0.0000          |
|  |  |
| 2025-09-19 | 0.0000          |
|  |  |
| 2025-09-22 | 0.0000          |
|  |  |
| 2025-09-23 | 0.0000          |
|  |  |
| 2025-09-24 | 0.0000          |
|  |  |
| 2025-09-25 | 0.0000          |
|  |  |
| 2025-09-26 | 0.0000          |
|  |  |
| 2025-09-29 | 0.0000          |
|  |  |
| 2025-09-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $0.00                     | $0.00                   |
| 2025-09-03 | $0.00                     | $0.00                   |
| 2025-09-04 | $0.00                     | $0.00                   |
| 2025-09-05 | $0.00                     | $0.00                   |
| 2025-09-08 | $0.00                     | $0.00                   |
| 2025-09-09 | $0.00                     | $0.00                   |
| 2025-09-10 | $0.00                     | $0.00                   |
| 2025-09-11 | $0.00                     | $0.00                   |
| 2025-09-12 | $0.00                     | $0.00                   |
| 2025-09-15 | $0.00                     | $0.00                   |
| 2025-09-16 | $0.00                     | $0.00                   |
| 2025-09-17 | $0.00                     | $0.00                   |
| 2025-09-18 | $0.00                     | $0.00                   |
| 2025-09-19 | $0.00                     | $0.00                   |
| 2025-09-22 | $0.00                     | $0.00                   |
| 2025-09-23 | $0.00                     | $0.00                   |
| 2025-09-24 | $0.00                     | $0.00                   |
| 2025-09-25 | $0.00                     | $0.00                   |
| 2025-09-26 | $0.00                     | $0.00                   |
| 2025-09-29 | $0.00                     | $0.00                   |
| 2025-09-30 | $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   |
|:---|:---|
| 2025-09-02 | 0.0000%           |
| 2025-09-03 | 0.0000%           |
| 2025-09-04 | 0.0000%           |
| 2025-09-05 | 0.0000%           |
| 2025-09-08 | 0.0000%           |
| 2025-09-09 | 0.0000%           |
| 2025-09-10 | 0.0000%           |
| 2025-09-11 | 0.0000%           |
| 2025-09-12 | 0.0000%           |
| 2025-09-15 | 0.0000%           |
| 2025-09-16 | 0.0000%           |
| 2025-09-17 | 0.0000%           |
| 2025-09-18 | 0.0000%           |
| 2025-09-19 | 0.0000%           |
| 2025-09-22 | 0.0000%           |
| 2025-09-23 | 0.0000%           |
| 2025-09-24 | 0.0000%           |
| 2025-09-25 | 0.0000%           |
| 2025-09-26 | 0.0000%           |
| 2025-09-29 | 0.0000%           |
| 2025-09-30 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.150000%
- **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: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_4.15_1001
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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.      | 2055-02-01      | 5.0000%  | 0.0000% | $5331415.00        | $5079406.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $222.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $10749264.00       | $9005332.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $80512384.00       | $20014030.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $85832320.00       | $45031311.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $218699600.00      | $119653320.11      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $529.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $106236235.00      | $56215847.82       | Agency Mortgage-Backed Securities |

### Security 2: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.200000%
- **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: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_4.20_1001
- **C.18 - Value (incl. sponsor support):** $571000000.00
- **C.18.a - Value (excl. sponsor support):** $571000000.00
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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.      | 2050-02-01      | 3.5000%  | 0.0000% | $79677863.00       | $35198920.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.5000%  | 0.0000% | $19033184.00       | $16512151.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $10830880.00       | $9753474.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 5.5000%  | 0.0000% | $20314528.00       | $17382804.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $36108544.00       | $32130366.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $2043320.00        | $1946735.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 7.5000%  | 0.0000% | $5269099.00        | $4771337.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $32401664.00       | $27899466.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $16472032.00       | $11537525.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $1953980.00        | $1525190.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $22356736.00       | $17249768.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 4.0000%  | 0.0000% | $14458160.00       | $3202909.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $93012480.00       | $18690294.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $19156160.00       | $17591802.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $10561840.00       | $10193601.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $8934592.00        | $8619520.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $5826288.00        | $5616747.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $58299280.00       | $47135132.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $39018000.00       | $32912789.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 4.0000%  | 0.0000% | $127924352.00      | $7489206.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $44996480.00       | $34934611.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $11394000.00       | $11449012.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $17034680.00       | $16894848.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $51462336.00       | $52177227.92       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-09-20      | 5.5000%  | 0.0000% | $8004200.00        | $8154379.25        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-09-20      | 6.0000%  | 0.0000% | $1745595.00        | $1836047.08        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-09-20      | 6.5000%  | 0.0000% | $3676680.00        | $3840719.16        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-09-20      | 6.5000%  | 0.0000% | $2823852.00        | $2949844.12        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-09-20      | 6.0000%  | 0.0000% | $308395.00         | $318251.72         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-09-20      | 6.0000%  | 0.0000% | $1142865.00        | $1180590.21        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-09-20      | 6.0000%  | 0.0000% | $1054800.00        | $1087079.34        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-09-20      | 6.0000%  | 0.0000% | $411225.00         | $423580.81         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-01-20      | 5.0000%  | 0.0000% | $66711099.00       | $65193040.72       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-01-20      | 6.0000%  | 0.0000% | $30960768.00       | $29954396.83       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2040-02-20      | 5.5000%  | 0.0000% | $608948.00         | $587222.49         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2040-03-20      | 5.5000%  | 0.0000% | $142450.00         | $139387.35         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-03-20      | 5.5000%  | 0.0000% | $12925992.00       | $12859823.73       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2052-07-20      | 5.0000%  | 0.0000% | $11195324.00       | $11080193.01       | Agency Mortgage-Backed Securities |

### Security 3: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.210000%
- **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: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_4.21_1001
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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.      | 2052-01-01      | 2.0000%  | 0.0000% | $25400192.00       | $17653897.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $21959424.00       | $14956132.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $6308792.00        | $4464500.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-02-01      | 4.5000%  | 0.0000% | $18330560.00       | $3459054.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.0000%  | 0.0000% | $20876672.00       | $6294615.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $39609472.00       | $31654527.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $27492288.00       | $25939807.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $25268000.00       | $22715269.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $38675760.00       | $33401702.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1298240.00        | $1252458.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 3.0000%  | 0.0000% | $26393248.00       | $14454456.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $2953000.00        | $2474159.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $11322352.00       | $9230483.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $19199360.00       | $18720461.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $2674060.00        | $2809512.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $22664000.00       | $19815882.09       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2050-05-20      | 4.5000%  | 0.0000% | $3118855.00        | $345539.00         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-07-20      | 2.5000%  | 0.0000% | $142190613.00      | $81737898.43       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-07-20      | 3.0000%  | 0.0000% | $84734634.00       | $45718765.78       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-08-20      | 3.5000%  | 0.0000% | $4807959.00        | $2720899.84        | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-09-20      | 2.5000%  | 0.0000% | $43881338.00       | $26252347.38       | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-09-20      | 3.5000%  | 0.0000% | $248000.00         | $147901.32         | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-10-20      | 2.5000%  | 0.0000% | $247434286.00      | $151584564.69      | Agency Mortgage-Backed Securities |
| GNMA                                  | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $592.60            | Agency Mortgage-Backed Securities |
| GNMA                                  | 2055-03-20      | 5.5000%  | 0.0000% | $46574299.00       | $46335884.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.5000%  | 0.0000% | $13337088.00       | $3394320.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $567649.00         | $509435.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-05-01      | 3.5000%  | 0.0000% | $39293248.00       | $10059625.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $20252768.00       | $13895301.69       | Agency Mortgage-Backed Securities |

### Security 4: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $552000000.00
- **C.18.a - Value (excl. sponsor support):** $552000000.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA                                  | 2054-07-20      | 6.5000%  | 0.0000% | $1624890.00        | $1020000.21        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp.      | 2030-11-01      | 5.4500%  | 0.0000% | $1100.00           | $0.16              | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-01-25      | 1.9000%  | 0.0000% | $6000.00           | $4694.48           | Agency Debentures and Agency Strips |
| GNMA                                  | 2054-07-20      | 6.5000%  | 0.0000% | $106533188.00      | $66874603.21       | Agency Mortgage-Backed Securities   |
| GNMA                                  | 2055-06-20      | 5.0000%  | 0.0000% | $137345506.00      | $136524885.45      | Agency Mortgage-Backed Securities   |
| U.S. Treasury Note                    | 2039-11-15      | 0.0000%  | 0.0000% | $200.00            | $106.30            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2043-11-15      | 3.7500%  | 0.0000% | $409300.00         | $368811.84         | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2054-02-15      | 4.2500%  | 0.0000% | $200.00            | $186.44            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2054-08-15      | 4.2500%  | 0.0000% | $2000.00           | $1864.52           | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2055-02-15      | 4.6250%  | 0.0000% | $700.00            | $694.75            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2055-05-15      | 4.7500%  | 0.0000% | $300.00            | $307.31            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2028-01-15      | 0.5000%  | 0.0000% | $300.00            | $388.57            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $128.22            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.07             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2027-04-15      | 0.1250%  | 0.0000% | $200.00            | $225.70            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $105.36            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2027-10-15      | 1.6250%  | 0.0000% | $1000.00           | $1115.43           | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $105.33            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2033-02-15      | 3.5000%  | 0.0000% | $3000.00           | $2926.64           | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2034-02-15      | 4.0000%  | 0.0000% | $1000.00           | $1002.81           | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2029-04-15      | 2.1250%  | 0.0000% | $300.00            | $326.29            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2034-07-15      | 1.8750%  | 0.0000% | $243349000.00      | $255216940.56      | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2035-08-15      | 4.2500%  | 0.0000% | $300.00            | $304.13            | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2034-08-15      | 0.0000%  | 0.0000% | $17.95             | $12.35             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2043-02-15      | 0.0000%  | 0.0000% | $218.49            | $93.65             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2043-11-15      | 0.0000%  | 0.0000% | $52.00             | $21.37             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2048-11-15      | 0.0000%  | 0.0000% | $229.48            | $73.60             | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2034-02-15      | 4.0000%  | 0.0000% | $1000.00           | $1002.81           | U.S. Treasuries (including strips)  |
| U.S. Treasury Note                    | 2034-07-15      | 1.8750%  | 0.0000% | $98228500.00       | $103019027.18      | U.S. Treasuries (including strips)  |

### Security 5: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 4.200000%
- **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_4.20_1001
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2026-05-15      | 0.0000%  | 0.0000% | $999996.93         | $977245.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 0.0000%  | 0.0000% | $43500329.75       | $39512654.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-20      | 0.0000%  | 0.0000% | $17600.00          | $17502.90          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-11-15      | 4.3750%  | 0.0000% | $772800.00         | $779896.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 3.0000%  | 0.0000% | $75866100.00       | $62459042.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 2.7500%  | 0.0000% | $136682800.00      | $107385183.53      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $37735600.00       | $37610761.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $96.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $97.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $28230700.00       | $28707093.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $200.00            | $217.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 0.0000%  | 0.0000% | $521.57            | $414.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 0.0000%  | 0.0000% | $226742750.31      | $156049802.59      | U.S. Treasuries (including strips) |

### Security 6: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.200000%
- **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_4.20_1001
- **C.18 - Value (incl. sponsor support):** $139900000.00
- **C.18.a - Value (excl. sponsor support):** $139900000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2027-08-15      | 0.0000%  | 0.0000% | $100.00            | $93.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-05-15      | 5.0000%  | 0.0000% | $6400.00           | $6775.95           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 0.0000%  | 0.0000% | $6000.00           | $5216.09           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $4400.00           | $4385.44           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 2.8750%  | 0.0000% | $16000.00          | $15771.97          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $1600.00           | $1594.22           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $11200.00          | $12172.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-10-31      | 4.1250%  | 0.0000% | $138137600.00      | $142651679.28      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 0.0000%  | 0.0000% | $409.60            | $361.51            | U.S. Treasuries (including strips) |

### Security 7: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $476000000.00
- **C.18.a - Value (excl. sponsor support):** $476000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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.      | 2037-11-01      | 7.0000%  | 0.0000% | $84138878.00       | $239592.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $501840.00         | $502353.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $107291.00         | $99239.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.0000%  | 0.0000% | $437135.00         | $413843.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $4056992.00        | $3861114.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 7.0000%  | 0.0000% | $1097974.00        | $1056947.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $5918000.00        | $6010637.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $3912972.00        | $3900590.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 3.5800%  | 0.0000% | $87000.00          | $82491.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 6.5770%  | 0.0000% | $4922136.00        | $610270.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $1144702.00        | $802753.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 2.0000%  | 0.0000% | $5030000.00        | $2972464.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $15155664.00       | $15732049.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $9803824.00        | $10061707.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $981399.00         | $671973.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $401132.00         | $328253.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.0000%  | 0.0000% | $9000.00           | $6660.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 4.7600%  | 0.0000% | $8777000.00        | $9005144.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $184000.00         | $17832.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1812900.00        | $977522.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $12000.00          | $7374.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 2.5000%  | 0.0000% | $352422.00         | $258169.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 4.0000%  | 0.0000% | $1116486.00        | $816283.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $270428.00         | $243871.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $49000.00          | $45767.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-02-01      | 2.0000%  | 0.0000% | $45788.00          | $8371.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-07-01      | 6.0000%  | 0.0000% | $5891712.00        | $31278.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-05-01      | 5.5000%  | 0.0000% | $33086656.00       | $368299.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-11-01      | 3.0000%  | 0.0000% | $53690.00          | $5271.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $3240692.00        | $273046.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-03-01      | 1.5000%  | 0.0000% | $25206976.00       | $12687378.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $200000.00         | $133913.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $195000.00         | $144617.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 4.5000%  | 0.0000% | $4548700.00        | $3916967.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $870000.00         | $804818.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $50000000.00       | $45464971.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-04-01      | 3.5000%  | 0.0000% | $1760448.00        | $298556.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 3.5000%  | 0.0000% | $200000.00         | $26657.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $3676416.00        | $692742.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.5000%  | 0.0000% | $1067158.00        | $764243.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.5000%  | 0.0000% | $390013.00         | $138863.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $5789920.00        | $4827852.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-10-01      | 6.5000%  | 0.0000% | $1007810.00        | $854883.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-03-01      | 2.5000%  | 0.0000% | $8535000.00        | $3223730.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 3.0000%  | 0.0000% | $470161.00         | $355668.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-06-01      | 6.0000%  | 0.0000% | $2629432.00        | $2530596.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-09-01      | 6.0000%  | 0.0000% | $1079662.00        | $1119130.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-08-01      | 4.5620%  | 0.0000% | $23322624.00       | $13909.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 5.0000%  | 0.0000% | $4059968.00        | $183532.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 3.5000%  | 0.0000% | $21000000.00       | $99855.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-01-01      | 2.0000%  | 0.0000% | $135000.00         | $14201.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 3.3450%  | 0.0000% | $1100000.00        | $308258.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 2.7400%  | 0.0000% | $773000.00         | $621985.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 3.2100%  | 0.0000% | $21647808.00       | $18757302.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-06-01      | 3.5500%  | 0.0000% | $2000000.00        | $1955543.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $29310432.00       | $2740505.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $108556.00         | $14653.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $1826018.00        | $390918.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 3.5000%  | 0.0000% | $1793400.00        | $251358.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.5860%  | 0.0000% | $7000000.00        | $127644.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 4.5000%  | 0.0000% | $334538.00         | $312345.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $3177188.00        | $2609988.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 7.0000%  | 0.0000% | $18553600.00       | $16207061.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 1.5000%  | 0.0000% | $31577568.00       | $28085497.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $268165000.00      | $61543826.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $18000000.00       | $4517271.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 1.5000%  | 0.0000% | $3227576.00        | $1835157.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $131059.00         | $88964.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $1038116.00        | $717805.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $2800000.00        | $1660712.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $2821500.00        | $2228809.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $156237.00         | $110384.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $260606.00         | $200160.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $10747536.00       | $8323987.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $135000.00         | $107386.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $950000.00         | $732174.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $76000.00          | $53301.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $31568992.00       | $25550330.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $397331.00         | $308300.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $1235640.00        | $879625.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 5.5000%  | 0.0000% | $476268537.00      | $2933182.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 5.5000%  | 0.0000% | $61743000.00       | $501585.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-01-01      | 3.5000%  | 0.0000% | $915000.00         | $42771.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 3.5000%  | 0.0000% | $2315344.00        | $136677.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 4.0000%  | 0.0000% | $1440000.00        | $111503.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $53822.00          | $9867.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 4.0000%  | 0.0000% | $139754.00         | $97678.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.0000%  | 0.0000% | $37078272.00       | $30440008.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 6.5000%  | 0.0000% | $217500.00         | $90291.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 3.5000%  | 0.0000% | $581274.00         | $518244.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $52780000.00       | $51957408.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 7.5000%  | 0.0000% | $1716142.00        | $1662855.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1744734.00        | $1794448.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 4.5000%  | 0.0000% | $2062508.00        | $2000258.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 4.5000%  | 0.0000% | $1662004.00        | $1611076.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $8895200.00        | $9014721.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $12895936.00       | $13398255.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.5000%  | 0.0000% | $2563396.00        | $2499289.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 7.0000%  | 0.0000% | $1180632.00        | $1115133.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 7.0000%  | 0.0000% | $1135500.00        | $1195943.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $35933056.00       | $36495536.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $8821808.00        | $8943730.29        | Agency Mortgage-Backed Securities |

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **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):** $175016038.76
- **C.18.a - Value (excl. sponsor support):** $175016038.76
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.155000%
- **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):** $263012303.14
- **C.18.a - Value (excl. sponsor support):** $263012303.14
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.160000%
- **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):** $175496002.11
- **C.18.a - Value (excl. sponsor support):** $175496002.11
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.155000%
- **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):** $219995369.00
- **C.18.a - Value (excl. sponsor support):** $219995369.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.160000%
- **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):** $176013958.56
- **C.18.a - Value (excl. sponsor support):** $176013958.56
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.250000%
- **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):** $87477639.38
- **C.18.a - Value (excl. sponsor support):** $87477639.38
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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):** $171895351.76
- **C.18.a - Value (excl. sponsor support):** $171895351.76
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 4.225000%
- **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):** $49997981.00
- **C.18.a - Value (excl. sponsor support):** $49997981.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DL5, C.4 - ISIN: US3130B7DL59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118998098.38
- **C.18.a - Value (excl. sponsor support):** $118998098.38
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DN1, C.4 - ISIN: US3130B7DN16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169997609.80
- **C.18.a - Value (excl. sponsor support):** $169997609.80
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DR2, C.4 - ISIN: US3130B7DR20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $136250904.70
- **C.18.a - Value (excl. sponsor support):** $136250904.70
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7E42, C.4 - ISIN: US3130B7E424, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128495843.03
- **C.18.a - Value (excl. sponsor support):** $128495843.03
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LT9, C.4 - ISIN: US3130B7LT93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $127060253.71
- **C.18.a - Value (excl. sponsor support):** $127060253.71
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TJ3, C.4 - ISIN: US3130B7TJ30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83999294.40
- **C.18.a - Value (excl. sponsor support):** $83999294.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TP9, C.4 - ISIN: US3130B7TP99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124998930.00
- **C.18.a - Value (excl. sponsor support):** $124998930.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MK9, C.4 - ISIN: US313385MK95, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385MK9
- **C.18 - Value (incl. sponsor support):** $1678812.05
- **C.18.a - Value (excl. sponsor support):** $1678812.05
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $256098244.20
- **C.18.a - Value (excl. sponsor support):** $256098244.20
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385RL2
- **C.18 - Value (incl. sponsor support):** $425534329.60
- **C.18.a - Value (excl. sponsor support):** $425534329.60
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp.
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397RS2, C.4 - ISIN: US313397RS23, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $553828178.40
- **C.18.a - Value (excl. sponsor support):** $553828178.40
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.260000%
- **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):** $176057800.16
- **C.18.a - Value (excl. sponsor support):** $176057800.16
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 28: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **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):** $89997924.60
- **C.18.a - Value (excl. sponsor support):** $89997924.60
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 29: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.265000%
- **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):** $59035861.97
- **C.18.a - Value (excl. sponsor support):** $59035861.97
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **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):** $86566470.06
- **C.18.a - Value (excl. sponsor support):** $86566470.06
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.265000%
- **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):** $260330743.40
- **C.18.a - Value (excl. sponsor support):** $260330743.40
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $386497630.76
- **C.18.a - Value (excl. sponsor support):** $386497630.76
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.230000%
- **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):** $68786358.34
- **C.18.a - Value (excl. sponsor support):** $68786358.34
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPB7, C.4 - ISIN: US3133ETPB70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85996523.88
- **C.18.a - Value (excl. sponsor support):** $85996523.88
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $128994382.05
- **C.18.a - Value (excl. sponsor support):** $128994382.05
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRM1, C.4 - ISIN: US3133ETRM18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $179001997.64
- **C.18.a - Value (excl. sponsor support):** $179001997.64
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.245000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63507806.06
- **C.18.a - Value (excl. sponsor support):** $63507806.06
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSF5, C.4 - ISIN: US3133ETSF57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $54998277.40
- **C.18.a - Value (excl. sponsor support):** $54998277.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999975.00
- **C.18.a - Value (excl. sponsor support):** $24999975.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127242324.28
- **C.18.a - Value (excl. sponsor support):** $127242324.28
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUW5, C.4 - ISIN: US3133ETUW52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $210007488.60
- **C.18.a - Value (excl. sponsor support):** $210007488.60
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.275000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVX2, C.4 - ISIN: US3133ETVX27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $246980706.83
- **C.18.a - Value (excl. sponsor support):** $246980706.83
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.230000%
- **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):** $262833323.28
- **C.18.a - Value (excl. sponsor support):** $262833323.28
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 44: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **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):** $55040888.10
- **C.18.a - Value (excl. sponsor support):** $55040888.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 45: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.240000%
- **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):** $26514351.34
- **C.18.a - Value (excl. sponsor support):** $26514351.34
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 46: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.230000%
- **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):** $130591010.70
- **C.18.a - Value (excl. sponsor support):** $130591010.70
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 47: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.250000%
- **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):** $60030115.20
- **C.18.a - Value (excl. sponsor support):** $60030115.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 48: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.265000%
- **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):** $213497342.28
- **C.18.a - Value (excl. sponsor support):** $213497342.28
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 49: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.270000%
- **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):** $367257362.42
- **C.18.a - Value (excl. sponsor support):** $367257362.42
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 50: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.270000%
- **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):** $73804097.84
- **C.18.a - Value (excl. sponsor support):** $73804097.84
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 51: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.270000%
- **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):** $237660882.50
- **C.18.a - Value (excl. sponsor support):** $237660882.50
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 52: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.250000%
- **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_3.25_1001
- **C.18 - Value (incl. sponsor support):** $111100000.00
- **C.18.a - Value (excl. sponsor support):** $111100000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2041-11-15      | 0.0000%  | 0.0000% | $7824000.00        | $3694946.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-08-15      | 0.0000%  | 0.0000% | $347000.00         | $92249.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-11-15      | 2.8750%  | 0.0000% | $33066200.00       | $25152540.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-05-15      | 2.3750%  | 0.0000% | $21375300.00       | $14003285.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 1.2500%  | 0.0000% | $61149900.00       | $57004792.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $14331300.00       | $13374205.62       | U.S. Treasuries (including strips) |

### Security 53: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2041-09-25      | 2.0000%  | 0.0000% | $195000.00         | $9750.66           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2042-03-25      | 4.2500%  | 0.0000% | $2286000.00        | $568699.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2042-09-25      | 3.0000%  | 0.0000% | $2000000.00        | $124850.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-03-25      | 3.0000%  | 0.0000% | $1000000.00        | $874810.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-02-25      | 2.5000%  | 0.0000% | $700000.00         | $800332.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2035-02-25      | 3.0000%  | 0.0000% | $407000.00         | $212344.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-06-25      | 4.0000%  | 0.0000% | $618369.00         | $792676.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2057-06-25      | 4.0000%  | 0.0000% | $75000.00          | $90275.44          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-09-25      | 3.0000%  | 0.0000% | $294449.00         | $51508.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-06-25      | 3.5000%  | 0.0000% | $630812.00         | $623169.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2046-08-25      | 3.5000%  | 0.0000% | $6992000.00        | $1123034.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-05-25      | 4.0000%  | 0.0000% | $405000.00         | $17360.87          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-07-25      | 3.5000%  | 0.0000% | $1269570.00        | $1136282.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-02-25      | 3.0000%  | 0.0000% | $205000.00         | $33918.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-11-25      | 2.5000%  | 0.0000% | $238687.00         | $148511.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-10-25      | 3.0000%  | 0.0000% | $1350000.00        | $304828.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-09-25      | 2.0000%  | 0.0000% | $418558.00         | $312533.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-08-25      | 2.0000%  | 0.0000% | $130000.00         | $96355.27          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-25      | 3.5000%  | 0.0000% | $1316610.00        | $1166606.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-09-25      | 5.0000%  | 0.0000% | $10674400.00       | $8364963.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-12-25      | 4.5000%  | 0.0000% | $209822.00         | $199438.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-04-25      | 5.0000%  | 0.0000% | $602836.00         | $612118.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-01-25      | 2.5000%  | 0.0000% | $16093536.00       | $10800356.60       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-11-25      | 6.5000%  | 0.0000% | $9680000.00        | $10249862.67       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-12-25      | 0.1250%  | 0.0000% | $50000000.00       | $34395909.29       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2041-09-25      | 4.0000%  | 0.0000% | $24698000.00       | $23727593.59       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2036-06-25      | 5.0000%  | 0.0000% | $8634000.00        | $8565682.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-06-25      | 5.0000%  | 0.0000% | $4934536.00        | $4830293.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-06-25      | 5.0000%  | 0.0000% | $3162000.00        | $3037620.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2036-07-25      | 5.0000%  | 0.0000% | $13665000.00       | $13346563.13       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2042-02-15      | 1.2500%  | 0.0000% | $11000000.00       | $1063848.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2028-04-25      | 3.9000%  | 0.0000% | $30528000.00       | $30600402.25       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2045-08-25      | 2.3459%  | 0.0000% | $51603456.00       | $2941848.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-10-25      | 5.0792%  | 0.0000% | $25051000.00       | $10760859.63       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-01-25      | 3.6000%  | 0.0000% | $2250000.00        | $2227425.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-03-25      | 4.7992%  | 0.0000% | $26284000.00       | $6459340.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2031-10-25      | 2.1540%  | 0.0000% | $25640000.00       | $22941830.16       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2031-11-25      | 2.3470%  | 0.0000% | $50000000.00       | $45117131.90       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2032-01-25      | 2.5900%  | 0.0000% | $46862000.00       | $42818015.03       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2032-11-26      | 5.2347%  | 0.0000% | $116500000.00      | $112844362.89      | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2032-11-26      | 5.1947%  | 0.0000% | $103695000.00      | $100908080.10      | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2041-06-25      | 5.8000%  | 0.0000% | $192643584.00      | $4698602.44        | Agency Collateralized Mortgage Obligation |

### Security 54: HSBC USA, Inc.

- **C.1 - Title:** HSBC USA, Inc. 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2039-11-15      | 0.0000%  | 0.0000% | $45581000.00       | $24205790.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-05-15      | 0.0000%  | 0.0000% | $52241000.00       | $27041561.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 0.0000%  | 0.0000% | $8456500.00        | $3947739.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-08-15      | 0.0000%  | 0.0000% | $1284300.00        | $581504.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-08-15      | 0.0000%  | 0.0000% | $7390300.00        | $3163831.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-11-15      | 0.0000%  | 0.0000% | $3789600.00        | $1366139.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 0.0000%  | 0.0000% | $36197600.00       | $12547825.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 0.0000%  | 0.0000% | $4380700.00        | $1410059.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-11-15      | 0.0000%  | 0.0000% | $850000.00         | $401335.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 0.0000%  | 0.0000% | $6912000.00        | $3173264.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 6.5000%  | 0.0000% | $24800.00          | $26233.44          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-02-15      | 4.7500%  | 0.0000% | $2398100.00        | $2534167.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 4.0000%  | 0.0000% | $10925700.00       | $10276789.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-08-15      | 4.1250%  | 0.0000% | $155600.00         | $141811.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-05-15      | 5.0000%  | 0.0000% | $242800.00         | $257062.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 0.0000%  | 0.0000% | $5501000.00        | $5276751.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.0000%  | 0.0000% | $2047000.00        | $1691763.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-15      | 0.1250%  | 0.0000% | $11441600.00       | $12882580.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $21002300.00       | $21356713.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $14664900.00       | $15471136.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $166220800.00      | $168940754.06      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 4.0575%  | 0.0000% | $90000.00          | $90586.55          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 0.0000%  | 0.0000% | $5528943.49        | $4879812.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.0000%  | 0.0000% | $76807864.01       | $63725257.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-11-15      | 0.0000%  | 0.0000% | $11160999.98       | $2975243.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 0.0000%  | 0.0000% | $14307993.60       | $6409094.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 0.0000%  | 0.0000% | $664561.59         | $280938.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-02-15      | 0.0000%  | 0.0000% | $41173729.28       | $12403297.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-05-15      | 0.0000%  | 0.0000% | $1906624.00        | $540954.99         | U.S. Treasuries (including strips) |

### Security 55: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.150000%
- **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_4.15_1001
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2054-08-15      | 0.0000%  | 0.0000% | $177840700.00      | $45331238.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 2.3750%  | 0.0000% | $591700.00         | $592561.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $4814700.00        | $5076220.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-05-15      | 0.0000%  | 0.0000% | $3250600.00        | $1994889.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 0.0000%  | 0.0000% | $204289600.00      | $55298334.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 0.0000%  | 0.0000% | $50407827.06       | $46189800.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-05-15      | 0.0000%  | 0.0000% | $70951567.36       | $39997527.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-11-15      | 0.0000%  | 0.0000% | $19477728.00       | $9519447.39        | U.S. Treasuries (including strips) |

### Security 56: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.200000%
- **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_4.20_1001
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2036-08-15      | 0.0000%  | 0.0000% | $5764546.56        | $3569983.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 0.0000%  | 0.0000% | $2080087.02        | $1888284.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 0.0000%  | 0.0000% | $8937100.00        | $8600269.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-05-15      | 0.0000%  | 0.0000% | $2800.00           | $723.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 6.1250%  | 0.0000% | $1700.00           | $1860.81           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-08-15      | 3.7500%  | 0.0000% | $200.00            | $182.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-08-15      | 2.7500%  | 0.0000% | $6500.00           | $5088.01           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 3.1250%  | 0.0000% | $5146100.00        | $4226230.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-11-15      | 3.0000%  | 0.0000% | $4456600.00        | $3505124.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-08-15      | 4.1250%  | 0.0000% | $3895500.00        | $3642963.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 3.8750%  | 0.0000% | $3556400.00        | $3612795.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $3000.00           | $2926.64           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $277651200.00      | $276943467.09      | U.S. Treasuries (including strips) |

### Security 57: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.210000%
- **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: 599999000, C.3 - LEI: N/A, C.5 - Other ID: 599999000_4.21_1001
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2051-09-25      | 6.0000%  | 0.0000% | $11573700.00       | $905425.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-25      | 5.5000%  | 0.0000% | $8008128.00        | $1002342.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-05-25      | 6.0000%  | 0.0000% | $375000.00         | $63541.20          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-03-25      | 5.5000%  | 0.0000% | $7787448.00        | $951515.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-10-25      | 6.0000%  | 0.0000% | $5637264.00        | $1183737.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2042-10-15      | 4.5000%  | 0.0000% | $94872576.00       | $982510.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-12-25      | 2.0494%  | 0.0000% | $73600000.00       | $1741816.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2045-07-25      | 2.2628%  | 0.0000% | $9759520.00        | $356600.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2027-09-25      | 0.8164%  | 0.0000% | $21270000.00       | $255044.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-02-25      | 2.7099%  | 0.0000% | $5000000.00        | $587550.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-01-25      | 2.3545%  | 0.0000% | $4175000.00        | $275055.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-05-25      | 2.2303%  | 0.0000% | $29700000.00       | $435895.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-06-27      | 1.5340%  | 0.0000% | $10000000.00       | $350827.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2034-05-25      | 5.3260%  | 0.0000% | $34932399.00       | $31150336.35       | Agency Collateralized Mortgage Obligation |
| GNMA                                  | 2026-03-20      | 5.6250%  | 0.0000% | $818931.00         | $69.68             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2027-06-15      | 8.0000%  | 0.0000% | $17301504.00       | $99.05             | Agency Mortgage-Backed Securities         |
| GNMA                                  | 2027-06-15      | 9.0000%  | 0.0000% | $9174229.00        | $85.75             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-01-25      | 0.0000%  | 0.0000% | $11369120.00       | $8510014.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2061-03-25      | 0.0000%  | 0.0000% | $40113024.00       | $18780757.38       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2042-07-25      | 4.0000%  | 0.0000% | $8095214.00        | $80933.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2042-12-25      | 3.0000%  | 0.0000% | $24500000.00       | $143063.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-03-25      | 4.5000%  | 0.0000% | $54166651.00       | $78098.81          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-07-25      | 3.5000%  | 0.0000% | $32500000.00       | $442984.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-11-25      | 4.0000%  | 0.0000% | $42614016.00       | $485686.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-07-25      | 4.0000%  | 0.0000% | $48352256.00       | $869494.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-01-25      | 3.5000%  | 0.0000% | $14346336.00       | $726383.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-06-25      | 5.0000%  | 0.0000% | $57403904.00       | $3342128.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-07-25      | 3.5000%  | 0.0000% | $42139264.00       | $2829751.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-09-25      | 2.0000%  | 0.0000% | $50000000.00       | $3818900.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-11-25      | 4.0000%  | 0.0000% | $88218240.00       | $6802958.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-02-25      | 3.5000%  | 0.0000% | $33838656.00       | $2330401.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-25      | 3.0000%  | 0.0000% | $27013824.00       | $1762273.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-25      | 3.0000%  | 0.0000% | $36789312.00       | $3768578.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-08-25      | 3.0000%  | 0.0000% | $114032128.00      | $9629555.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-12-25      | 3.0000%  | 0.0000% | $15038784.00       | $1563926.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-07-25      | 5.0000%  | 0.0000% | $19929400.00       | $2814169.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-12-25      | 4.0000%  | 0.0000% | $10000000.00       | $1712803.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-04-25      | 5.0000%  | 0.0000% | $94763136.00       | $16229306.51       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-05-25      | 6.5000%  | 0.0000% | $4153839.00        | $535374.95         | Agency Collateralized Mortgage Obligation |

### Security 58: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 4.180000%
- **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_4.18_1001
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.2200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50030209.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $19384100.00       | $19395811.63       | U.S. Treasuries (including strips) |

### Security 59: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 4.200000%
- **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_4.20_1001
- **C.18 - Value (incl. sponsor support):** $2925000000.00
- **C.18.a - Value (excl. sponsor support):** $2925000000.00
- **C.19 - Percentage of Net Assets:** 9.4300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790744.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790744.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $51859372.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $51425099.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $51425099.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790743.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $15325000.00       | $15894897.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790743.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790743.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790743.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790743.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $26971500.00       | $27398051.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790743.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790743.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790743.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790743.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790743.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790743.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790743.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790743.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $51280735.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6242%  | 0.0000% | $50000000.00       | $51187498.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $51280735.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6242%  | 0.0000% | $50000000.00       | $51187498.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $51118034.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $50562498.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6242%  | 0.0000% | $50000000.00       | $51187498.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $50000000.00       | $43617186.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $33501000.00       | $29224387.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $50000000.00       | $43617186.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $51859372.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $32434000.00       | $33358433.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $50562498.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $51280735.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $50562498.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $51118034.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $50562498.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6242%  | 0.0000% | $50000000.00       | $51187498.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6242%  | 0.0000% | $22300000.00       | $22829624.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $51118034.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $50562498.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $50562498.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6242%  | 0.0000% | $50000000.00       | $51187498.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $50562498.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $27944100.00       | $28659880.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $50562498.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $50562498.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6242%  | 0.0000% | $50000000.00       | $51187498.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $51118034.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $51280735.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $18000000.00       | $18202499.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $50562498.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $28300000.00       | $28932807.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $50562498.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $50562498.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $51118034.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $50562498.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790744.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790744.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $10323500.00       | $10486764.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $50290079.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790744.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $34047000.00       | $34244527.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50790744.48       | U.S. Treasuries (including strips) |

### Security 60: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.200000%
- **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_4.20_1001
- **C.18 - Value (incl. sponsor support):** $302000000.00
- **C.18.a - Value (excl. sponsor support):** $302000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2029-11-15      | 1.7500%  | 0.0000% | $2475400.00        | $2311311.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $8682400.00        | $10405372.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.0000%  | 0.0000% | $44100.00          | $45317.62          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $900.00            | $929.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $105.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $114492600.00      | $117878146.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $170982100.00      | $177398868.89      | U.S. Treasuries (including strips) |

### Security 61: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 3.900000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.90_1001
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2027-01-31      | 4.1250%  | 0.0000% | $151169200.00      | $153000044.95      | U.S. Treasuries (including strips) |

### Security 62: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 4.200000%
- **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_4.20_1001
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 4.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2034-02-15      | 4.0000%  | 0.0000% | $191494900.00      | $192040968.77      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $1041463300.00     | $1082959155.43     | U.S. Treasuries (including strips) |

### Security 63: 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):** $299966562.00
- **C.18.a - Value (excl. sponsor support):** $299966562.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 64: 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):** $341592538.67
- **C.18.a - Value (excl. sponsor support):** $341592538.67
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 65: 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):** $182799225.20
- **C.18.a - Value (excl. sponsor support):** $182799225.20
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 66: 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):** $182296443.30
- **C.18.a - Value (excl. sponsor support):** $182296443.30
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 67: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $181758428.15
- **C.18.a - Value (excl. sponsor support):** $181758428.15
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 68: 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):** $549220659.11
- **C.18.a - Value (excl. sponsor support):** $549220659.11
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 69: 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):** $350337723.75
- **C.18.a - Value (excl. sponsor support):** $350337723.75
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 70: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $823705952.30
- **C.18.a - Value (excl. sponsor support):** $823705952.30
- **C.19 - Percentage of Net Assets:** 2.6500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $534626632.80
- **C.18.a - Value (excl. sponsor support):** $534626632.80
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1456869553.62
- **C.18.a - Value (excl. sponsor support):** $1456869553.62
- **C.19 - Percentage of Net Assets:** 4.6900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **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 73: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $658517290.20
- **C.18.a - Value (excl. sponsor support):** $658517290.20
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $538361775.00
- **C.18.a - Value (excl. sponsor support):** $538361775.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1480870297.47
- **C.18.a - Value (excl. sponsor support):** $1480870297.47
- **C.19 - Percentage of Net Assets:** 4.7700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $373247332.50
- **C.18.a - Value (excl. sponsor support):** $373247332.50
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 77: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $490894445.00
- **C.18.a - Value (excl. sponsor support):** $490894445.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 78: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395285584.00
- **C.18.a - Value (excl. sponsor support):** $395285584.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.068500%
- **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):** $1559729558.40
- **C.18.a - Value (excl. sponsor support):** $1559729558.40
- **C.19 - Percentage of Net Assets:** 5.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 80: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.143500%
- **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):** $835000551.10
- **C.18.a - Value (excl. sponsor support):** $835000551.10
- **C.19 - Percentage of Net Assets:** 2.6900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 81: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.200000%
- **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_4.20_1001
- **C.18 - Value (incl. sponsor support):** $498700000.00
- **C.18.a - Value (excl. sponsor support):** $498700000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2049-02-15      | 3.0000%  | 0.0000% | $14586.98          | $11007.83          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 3.8750%  | 0.0000% | $46254.42          | $42283.06          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 4.6250%  | 0.0000% | $56148882.35       | $56830796.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 1.5000%  | 0.0000% | $24062.28          | $23636.72          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 2.2500%  | 0.0000% | $15771.39          | $15645.70          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 1.8750%  | 0.0000% | $19287160.16       | $19103729.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-15      | 0.2500%  | 0.0000% | $4725868.21        | $5788804.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $436300.16         | $585968.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 0.5000%  | 0.0000% | $8073204.95        | $7653882.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 0.7500%  | 0.0000% | $499510.39         | $486362.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $32965316.75       | $32401280.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $12433214.38       | $13070478.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $56228.42          | $57692.78          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $143173653.12      | $155720578.77      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $44571873.54       | $46745608.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $108499353.81      | $110912041.46      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $39240022.49       | $40712657.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $17392411.85       | $17706815.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 3.6250%  | 0.0000% | $806584.91         | $804786.34         | U.S. Treasuries (including strips) |

### Security 82: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $689500000.00
- **C.18.a - Value (excl. sponsor support):** $689500000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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. | 2055-09-01      | 6.0000%  | 0.0000% | $6218391.35        | $6385033.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.0000%  | 0.0000% | $871183.25         | $907646.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $233566620.36      | $230165861.05      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 4.0000%  | 0.0000% | $8999904.83        | $8685594.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 6.5000%  | 0.0000% | $572652.73         | $415417.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 5.5000%  | 0.0000% | $2906545.88        | $2849606.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $281084166.35      | $276265864.35      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-01-01      | 7.0000%  | 0.0000% | $1060812.60        | $15776.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-12-01      | 3.5000%  | 0.0000% | $1711808.63        | $226217.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-05-01      | 4.0000%  | 0.0000% | $7954393.00        | $1537797.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-06-01      | 3.5000%  | 0.0000% | $1532222.22        | $141251.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-09-01      | 6.0000%  | 0.0000% | $12834166.07       | $36380.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-07-01      | 5.0000%  | 0.0000% | $514092.73         | $41874.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-04-01      | 3.0000%  | 0.0000% | $5056333.33        | $455899.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-02-01      | 3.5000%  | 0.0000% | $248986.11         | $66211.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-07-01      | 5.5000%  | 0.0000% | $1490884.40        | $1038572.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-06-01      | 5.5000%  | 0.0000% | $1762055.56        | $196908.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-03-01      | 5.0000%  | 0.0000% | $3825192.78        | $556977.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-01      | 3.0000%  | 0.0000% | $649531.22         | $351217.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-01      | 2.5000%  | 0.0000% | $3447500.00        | $1869816.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 2.5000%  | 0.0000% | $11726562.46       | $7844970.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.5000%  | 0.0000% | $216656.22         | $171035.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 2.5000%  | 0.0000% | $942316.67         | $649446.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 4.5000%  | 0.0000% | $1302388.89        | $1077277.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-07-01      | 2.5000%  | 0.0000% | $76611.11          | $48475.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.5000%  | 0.0000% | $16088.33          | $11040.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-01-01      | 4.5000%  | 0.0000% | $49797.22          | $31586.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 4.0000%  | 0.0000% | $271260.03         | $198666.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 4.5000%  | 0.0000% | $19152.78          | $15377.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 4.0000%  | 0.0000% | $4523120.00        | $2975561.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-07-01      | 4.0000%  | 0.0000% | $2374944.44        | $1621720.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 2.5000%  | 0.0000% | $1842170.09        | $1288930.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.5000%  | 0.0000% | $145455.39         | $116179.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.0000%  | 0.0000% | $20780763.89       | $16145933.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 5.5000%  | 0.0000% | $2295268.89        | $1746600.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.0000%  | 0.0000% | $27580.00          | $21085.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 5.0000%  | 0.0000% | $1520730.56        | $1249856.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.5000%  | 0.0000% | $76611.11          | $63371.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 4.5000%  | 0.0000% | $10625886.03       | $8994486.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.0000%  | 0.0000% | $321766.67         | $274732.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 6.0000%  | 0.0000% | $6818388.89        | $5654152.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-01      | 2.0000%  | 0.0000% | $636638.33         | $349893.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 2.5000%  | 0.0000% | $1672494.87        | $1211758.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.0000%  | 0.0000% | $15445156.24       | $14866567.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 2.5000%  | 0.0000% | $211709.44         | $156941.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 6.5000%  | 0.0000% | $4366833.33        | $3482010.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.0000%  | 0.0000% | $252816.67         | $212293.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-07-01      | 3.0000%  | 0.0000% | $150293539.56      | $30316969.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-02-01      | 3.0000%  | 0.0000% | $320234.44         | $176767.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 1.5000%  | 0.0000% | $85902.51          | $36058.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-03-01      | 2.0000%  | 0.0000% | $76611.11          | $41962.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.0000%  | 0.0000% | $2298.33           | $1656.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.5000%  | 0.0000% | $21710782.17       | $16999710.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.5000%  | 0.0000% | $566156.11         | $376596.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.5000%  | 0.0000% | $5106967.15        | $3510935.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 5.5000%  | 0.0000% | $26813.89          | $22139.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 5.5000%  | 0.0000% | $901767.94         | $585298.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 6.5000%  | 0.0000% | $4410761.38        | $3868533.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 6.5000%  | 0.0000% | $19684525.54       | $17583162.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.0000%  | 0.0000% | $1352124.82        | $958356.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.5000%  | 0.0000% | $753853.33         | $529546.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.0000%  | 0.0000% | $1532222.22        | $1000519.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 3.0000%  | 0.0000% | $14556.11          | $10340.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 5.5000%  | 0.0000% | $49797.22          | $39165.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-05-01      | 5.5000%  | 0.0000% | $777606.61         | $782026.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 4.5000%  | 0.0000% | $1184971.64        | $1075245.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-02-01      | 5.0000%  | 0.0000% | $1381465.35        | $1334874.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-03-01      | 6.0000%  | 0.0000% | $2233514.97        | $2136477.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 5.5000%  | 0.0000% | $935066.96         | $876555.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.5000%  | 0.0000% | $76611.11          | $80340.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $774437.21         | $805666.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $12841693.11       | $12847504.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.0000%  | 0.0000% | $1615381.28        | $1612495.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $846624.79         | $894150.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $1998392.41        | $2097060.65        | Agency Mortgage-Backed Securities |

### Security 83: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **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_4.20_1001
- **C.18 - Value (incl. sponsor support):** $474100000.00
- **C.18.a - Value (excl. sponsor support):** $474100000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2025-12-26      | 0.0000%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-19      | 0.0000%  | 0.0000% | $100.00            | $98.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-02      | 0.0000%  | 0.0000% | $100700.00         | $100029.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-26      | 0.0000%  | 0.0000% | $100.00            | $98.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $400.00            | $150.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 0.0000%  | 0.0000% | $3900.00           | $1424.87           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-11-15      | 0.0000%  | 0.0000% | $100.00            | $34.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 0.0000%  | 0.0000% | $100.00            | $32.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 0.0000%  | 0.0000% | $100.00            | $30.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-05-15      | 5.0000%  | 0.0000% | $4100.00           | $4476.36           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-08-15      | 3.6250%  | 0.0000% | $900.00            | $790.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 0.7500%  | 0.0000% | $15891900.00       | $16278024.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $78.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $141.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $67.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $78.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-05-15      | 1.2500%  | 0.0000% | $400.00            | $198.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 2.2500%  | 0.0000% | $300.00            | $225.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-08-15      | 1.7500%  | 0.0000% | $3738200.00        | $2546071.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 1.5000%  | 0.0000% | $300.00            | $261.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $186.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-11-15      | 4.5000%  | 0.0000% | $24149600.00       | $23717225.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-02-15      | 4.6250%  | 0.0000% | $682900.00         | $676837.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 4.7500%  | 0.0000% | $600.00            | $608.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-08-15      | 4.7500%  | 0.0000% | $76274600.00       | $77189018.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 0.7500%  | 0.0000% | $9789400.00        | $12552513.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $3829300.00        | $4591389.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $56448000.00       | $49156230.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $93.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $14900.00          | $14029.49          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $19324100.00       | $18001995.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 0.1250%  | 0.0000% | $17979200.00       | $21144042.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $600.00            | $534.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $200.00            | $203.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $3750700.00        | $4076525.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $50000000.00       | $55487813.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $300.00            | $326.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-31      | 4.6250%  | 0.0000% | $4083100.00        | $4315757.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-31      | 4.6250%  | 0.0000% | $1241500.00        | $1312241.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $17552900.00       | $18418825.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $26773500.00       | $28245433.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $800.00            | $823.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $400.00            | $423.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-29      | 4.1250%  | 0.0000% | $140766400.00      | $143264512.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $400.00            | $410.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $100.00            | $101.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $2529800.00        | $2537693.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 0.0000%  | 0.0000% | $7.37              | $6.44              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-08-15      | 0.0000%  | 0.0000% | $89.96             | $47.28             | U.S. Treasuries (including strips) |

### Security 84: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $1678000000.00
- **C.18.a - Value (excl. sponsor support):** $1678000000.00
- **C.19 - Percentage of Net Assets:** 5.4100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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.      | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $911.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $769.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $726.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $931.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $855.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $762.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1047.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 6.5000%  | 0.0000% | $1000.00           | $865.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-05-01      | 2.5000%  | 0.0000% | $11081691.00       | $915802.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $299.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $173.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $1340000.00        | $202347.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-10-01      | 3.5000%  | 0.0000% | $17069640.00       | $3039879.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $988.70            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-02-20      | 6.5000%  | 0.0000% | $211334.00         | $220401.55         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1041.29           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.08           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-01-20      | 5.0000%  | 0.0000% | $1947024.00        | $1936000.43        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $1016.67           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-07-20      | 5.5000%  | 0.0000% | $1008.00           | $1024.69           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 5.5000%  | 0.0000% | $1008.00           | $1022.47           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 6.5000%  | 0.0000% | $17892.00          | $18761.24          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.90           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2065-08-20      | 6.5000%  | 0.0000% | $5159830.00        | $5271812.14        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1018.29           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-06-20      | 5.5000%  | 0.0000% | $2067660.00        | $2094843.38        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.03           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-01-01      | 3.0000%  | 0.0000% | $1004.00           | $91.92             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $40489055.00       | $9221540.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-08-01      | 4.0000%  | 0.0000% | $1021.00           | $189.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-02-01      | 6.5000%  | 0.0000% | $1121.00           | $950.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-02-01      | 6.5000%  | 0.0000% | $1000.00           | $799.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1002.27           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $627.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $528.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $748.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $39033.00          | $29082.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $725.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $818.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $43404.00          | $34963.28          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $895.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $892.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $762.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $5562746.00        | $4980410.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 2.0000%  | 0.0000% | $43000.00          | $32529.39          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $900.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $911.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $66180.00          | $58950.84          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $992.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1024.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $640000.00         | $553552.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $924.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 3.5000%  | 0.0000% | $1133.00           | $963.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 3.0000%  | 0.0000% | $1111.00           | $166.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $955.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $168619.00         | $137889.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $652.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.5000%  | 0.0000% | $67412736.00       | $53379124.38       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 3.5000%  | 0.0000% | $105000.00         | $80930.58          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $38000.00          | $32297.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $75053.00          | $59537.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $27289574.00       | $23275434.05       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $100000.00         | $84633.49          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $174125.00         | $150745.67         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.0000%  | 0.0000% | $1530312.00        | $1398337.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $911.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $923.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $986.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $990.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $993.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $933.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $1024.00           | $934.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $964.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $980.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $1008.00           | $982.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $1008.00           | $978.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $593.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 3.0000%  | 0.0000% | $104177000.00      | $33920250.85       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $599.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $610.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.0000%  | 0.0000% | $7105791.00        | $4014346.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $716.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $660.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $858.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-03-01      | 1.5000%  | 0.0000% | $1068.00           | $508.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-09-01      | 4.5000%  | 0.0000% | $1000.00           | $1007.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $155.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $29346.00          | $22080.93          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 7.0000%  | 0.0000% | $1000.00           | $695.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.5000%  | 0.0000% | $268320.00         | $212798.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $945.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $844.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1071.00           | $1042.03           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $933.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 4.0000%  | 0.0000% | $2356264.00        | $640496.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $909.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $894.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 4.5000%  | 0.0000% | $1000.00           | $871.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $999.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $962.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $965.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1010.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $933.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $300000.00         | $199525.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3047.00           | $1922.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $16424.00          | $14605.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $871.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $100000.00         | $58047.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $58348.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $51555.00          | $42165.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $340214.00         | $257247.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $231129.00         | $170844.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $300000.00         | $219071.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $100000.00         | $83125.46          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $150000.00         | $109866.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $887.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $795.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $94000.00          | $70079.08          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $717.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $86683.00          | $76918.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $274993.00         | $240946.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $778.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $875000.00         | $219271.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 4.0000%  | 0.0000% | $910000.00         | $185628.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 4.5000%  | 0.0000% | $800000.00         | $264123.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 4.0000%  | 0.0000% | $36000.00          | $8464.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.5000%  | 0.0000% | $124000.00         | $62461.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $800000.00         | $434303.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $533.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $42414001.00       | $22531560.64       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.5000%  | 0.0000% | $18847.00          | $9290.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $18199.00          | $10785.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $488743.00         | $327055.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $400000.00         | $217729.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $157613.00         | $95013.38          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-08-01      | 2.0000%  | 0.0000% | $19527296.00       | $10413593.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $674.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $499000.00         | $304302.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $445782.00         | $246868.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $195000.00         | $133317.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-01-01      | 2.0000%  | 0.0000% | $1000.00           | $641.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $703.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $625.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $374971.00         | $252570.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $169680.00         | $112453.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $807.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-10-01      | 4.5000%  | 0.0000% | $1000.00           | $713.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $21687415.00       | $18218785.74       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.5000%  | 0.0000% | $1285.00           | $1008.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $860.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $982.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $863.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $885.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $962.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $706.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.0000%  | 0.0000% | $1024.00           | $745.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 3.5000%  | 0.0000% | $2659.00           | $382.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $299.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 3.5000%  | 0.0000% | $3513.00           | $962.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.0000%  | 0.0000% | $42846111.00       | $6295085.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $606.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $500.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 2.5000%  | 0.0000% | $1041.00           | $643.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $671.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $825.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $82222.00          | $71095.27          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $734.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $749.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $861.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $22956.00          | $12730.49          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $912.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $993.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $935.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.02           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $936.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $930.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1002.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $996525.00         | $1000031.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $100629.00         | $101843.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $16495.00          | $16357.04          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $55805.00          | $57923.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $1002.00           | $998.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $3393433.00        | $596588.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 4.0000%  | 0.0000% | $1957928.00        | $345612.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $118000.00         | $27431.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $509483.00         | $125985.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $642750.00         | $154777.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $198438.00         | $59479.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $167105.00         | $38047.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $104441.00         | $32074.69          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1751000.00        | $247952.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $114885.00         | $27339.47          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $297.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-04-01      | 4.0000%  | 0.0000% | $960095.00         | $201250.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $488324.00         | $121826.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $227997.00         | $62924.77          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-07-01      | 3.0000%  | 0.0000% | $90000.00          | $27237.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2061-09-01      | 2.5000%  | 0.0000% | $1000.00           | $608.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 5.5000%  | 0.0000% | $1521000.00        | $143660.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $104008000.00      | $21057545.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.5000%  | 0.0000% | $349898.00         | $111140.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $1618862.00        | $445459.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-11-01      | 3.5000%  | 0.0000% | $1327001.00        | $280159.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 3.5000%  | 0.0000% | $2330000.00        | $217297.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $45000.00          | $17879.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $163707.00         | $99173.38          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $389000.00         | $69220.31          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.5000%  | 0.0000% | $900000.00         | $470723.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 4.0000%  | 0.0000% | $2127859.00        | $137958.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $2057583.00        | $249053.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-10-01      | 1.5000%  | 0.0000% | $304999.00         | $137491.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $300000.00         | $165469.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $400000.00         | $226024.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-04-01      | 2.0000%  | 0.0000% | $86886.00          | $54824.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $200000.00         | $118377.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $500000.00         | $258864.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $57560.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $254000.00         | $164580.21         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $1026.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $900.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1036088.00        | $1052686.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $2355708.00        | $2281049.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.5000%  | 0.0000% | $691136.00         | $699116.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $11000.00          | $10657.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $990.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 4.5000%  | 0.0000% | $1119092.00        | $1090725.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $11018640.00       | $11214899.89       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $979.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $923.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $19184.00          | $19540.93          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $974.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $23884457.00       | $23948923.39       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $3099052.00        | $3014634.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $4725708.00        | $4594527.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $6000.00           | $6128.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1158950.00        | $1205711.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $3278140.00        | $3412456.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $2879664.00        | $2993603.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1995137.00        | $2033815.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.41           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1147100.00        | $1192138.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $3789687.00        | $3777695.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1521778.00        | $1575329.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $673808.00         | $704886.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $1008.00           | $901.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $955.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $1008.00           | $970.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $12529120.00       | $12218797.16       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $407000.00         | $382239.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 5.0000%  | 0.0000% | $1000.00           | $937.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 4.0000%  | 0.0000% | $1000.00           | $944.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-07-25      | 2.5000%  | 0.0000% | $1000.00           | $821.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $902.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $92370486.00       | $90102850.83       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 3.5000%  | 0.0000% | $815432.00         | $733175.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $445664.00         | $446324.97         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $25333993.00       | $25264417.79       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $35333.00          | $34229.61          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $19403429.00       | $19320635.55       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2046-03-20      | 4.0000%  | 0.0000% | $50000000.00       | $4311525.39        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2045-12-20      | 3.5000%  | 0.0000% | $24988895.00       | $2599121.81        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2048-08-20      | 4.0000%  | 0.0000% | $1000.00           | $94.95             | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-01-20      | 2.5000%  | 0.0000% | $4381611.00        | $1956452.72        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-01-20      | 3.5000%  | 0.0000% | $44707548.00       | $16790662.44       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-02-20      | 2.5000%  | 0.0000% | $1000.00           | $456.67            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-02-20      | 3.0000%  | 0.0000% | $1000.00           | $375.42            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2049-12-20      | 3.5000%  | 0.0000% | $999000.00         | $107475.66         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-08-20      | 2.0000%  | 0.0000% | $88235000.00       | $38831240.77       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-04-20      | 4.0000%  | 0.0000% | $9156912.00        | $6550686.50        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-05-20      | 4.0000%  | 0.0000% | $31740904.00       | $23266838.29       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-06-20      | 4.0000%  | 0.0000% | $7406920.00        | $5450880.24        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-03-20      | 2.0000%  | 0.0000% | $13325930.00       | $6899382.63        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-06-20      | 3.0000%  | 0.0000% | $400275.00         | $203203.35         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-07-20      | 3.0000%  | 0.0000% | $22867800.00       | $12338373.84       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-07-20      | 3.5000%  | 0.0000% | $41633215.00       | $21964196.30       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-07-20      | 4.0000%  | 0.0000% | $84685696.00       | $39906325.39       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-11-20      | 3.0000%  | 0.0000% | $3814816.00        | $2355613.44        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-06-20      | 4.5000%  | 0.0000% | $34941016.00       | $26268352.63       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-10-20      | 5.0000%  | 0.0000% | $11109072.00       | $8508275.20        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-09-20      | 5.0000%  | 0.0000% | $134000.00         | $96767.83          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-12-20      | 5.0000%  | 0.0000% | $9217761.00        | $7231926.09        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-01-20      | 5.5000%  | 0.0000% | $6661640.00        | $4724545.09        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-04-20      | 6.0000%  | 0.0000% | $445956.00         | $276738.69         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2063-07-15      | 2.9900%  | 0.0000% | $410002.00         | $353242.82         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2057-11-15      | 4.5000%  | 0.0000% | $7461720.00        | $7146710.31        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-06-15      | 5.2400%  | 0.0000% | $3167300.00        | $3194020.78        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2063-03-15      | 5.2000%  | 0.0000% | $799054.00         | $809244.23         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2063-03-15      | 5.2000%  | 0.0000% | $521000.00         | $527644.27         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-01-15      | 5.5000%  | 0.0000% | $2077600.00        | $2121237.48        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-02-15      | 5.2500%  | 0.0000% | $7000.00           | $7034.22           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2065-07-15      | 4.7400%  | 0.0000% | $5336208.00        | $5202551.26        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-04-15      | 5.1700%  | 0.0000% | $1249280.00        | $1272050.68        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2057-10-15      | 4.1900%  | 0.0000% | $7014860.00        | $6577373.40        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2063-05-15      | 2.8000%  | 0.0000% | $120476.00         | $103433.02         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-02-15      | 5.0400%  | 0.0000% | $9000.00           | $8927.23           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2048-03-20      | 3.0000%  | 0.0000% | $51000.00          | $38339.44          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-10-20      | 5.0000%  | 0.0000% | $102573.00         | $98081.13          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-04-15      | 2.4000%  | 0.0000% | $15045.00          | $12443.41          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-01-15      | 5.3800%  | 0.0000% | $6000.00           | $6030.84           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-05-15      | 5.2100%  | 0.0000% | $340442.00         | $342322.81         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2057-04-15      | 3.9300%  | 0.0000% | $2253900.00        | $2079863.20        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-07-15      | 5.3500%  | 0.0000% | $157964.00         | $160579.59         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-09-15      | 6.1000%  | 0.0000% | $418251.00         | $446033.62         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-04-15      | 5.0800%  | 0.0000% | $12291000.00       | $12243254.19       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2057-12-15      | 6.2500%  | 0.0000% | $5747453.00        | $5731669.16        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-05-15      | 5.4400%  | 0.0000% | $10642960.00       | $10864433.49       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-04-15      | 4.6700%  | 0.0000% | $3283730.00        | $3191865.74        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-05-15      | 4.7600%  | 0.0000% | $11000.00          | $10765.12          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-10-15      | 5.8400%  | 0.0000% | $189286.00         | $198590.39         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-03-15      | 5.9600%  | 0.0000% | $182701.00         | $193545.09         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-12-15      | 6.9800%  | 0.0000% | $419946.00         | $445218.17         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2058-12-15      | 6.9100%  | 0.0000% | $824532.00         | $905877.29         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-05-15      | 6.2700%  | 0.0000% | $437647.00         | $473815.14         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-06-15      | 5.9600%  | 0.0000% | $201620.00         | $214168.59         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-03-15      | 5.7200%  | 0.0000% | $1322000.00        | $1395829.42        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-03-15      | 5.7200%  | 0.0000% | $786992.00         | $830942.95         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-05-15      | 5.9500%  | 0.0000% | $7194000.00        | $7642713.15        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-09-15      | 5.2000%  | 0.0000% | $2139948.00        | $2173893.33        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-05-15      | 5.5300%  | 0.0000% | $6997493.00        | $7303778.98        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-04-15      | 5.7900%  | 0.0000% | $4535890.00        | $4808761.43        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-10-20      | 5.5000%  | 0.0000% | $1000.00           | $962.69            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-12-15      | 5.4600%  | 0.0000% | $2555696.00        | $2648345.29        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-03-15      | 5.7500%  | 0.0000% | $499000.00         | $527956.39         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1013.20           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-07-15      | 5.9800%  | 0.0000% | $3188792.00        | $3435860.92        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2060-04-15      | 5.7000%  | 0.0000% | $1695146.00        | $1794541.33        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-11-20      | 5.0000%  | 0.0000% | $1000.00           | $993.11            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2059-12-15      | 4.9600%  | 0.0000% | $2738100.00        | $2749954.36        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-02-20      | 6.5000%  | 0.0000% | $296298.00         | $310373.30         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 5.5000%  | 0.0000% | $1000.00           | $1025.25           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.03           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-01-20      | 5.0000%  | 0.0000% | $1008.00           | $990.75            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-01-20      | 5.0000%  | 0.0000% | $1000.00           | $974.61            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.36           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 5.5000%  | 0.0000% | $1000.00           | $1016.19           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 6.5000%  | 0.0000% | $258389.00         | $270554.75         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 6.0000%  | 0.0000% | $745764.00         | $780925.53         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 6.5000%  | 0.0000% | $1032.00           | $1064.11           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.77           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.09           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.32           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 5.5000%  | 0.0000% | $1008.00           | $1025.09           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1034.47           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1034.18           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.64           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 6.5000%  | 0.0000% | $1602520.00        | $1694849.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $76151003.00       | $59105619.96       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $916.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $2976.00           | $2566.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $792.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $397401.00         | $321458.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 3.5000%  | 0.0000% | $3326490.00        | $2889162.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1022.00           | $936.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 7.0000%  | 0.0000% | $1540836.00        | $1271992.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $1132639.00        | $898932.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1001.00           | $928.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $725307.00         | $693410.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-25      | 2.5000%  | 0.0000% | $1008.00           | $734.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $17376744.00       | $17468175.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $64062848.00       | $63783460.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1035.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-11-01      | 5.1900%  | 0.0000% | $1000.00           | $587.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-08-01      | 5.5000%  | 0.0000% | $20108265.00       | $109827.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-10-01      | 7.0000%  | 0.0000% | $1002.00           | $35.74             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-02-01      | 6.0000%  | 0.0000% | $1000.00           | $44.88             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-11-01      | 3.0000%  | 0.0000% | $1007.00           | $8.47              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-05-01      | 3.0000%  | 0.0000% | $740607.00         | $66791.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $172.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-10-01      | 5.0000%  | 0.0000% | $1863000.00        | $76226.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-07-01      | 4.5000%  | 0.0000% | $1000.00           | $38.53             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-04-01      | 5.0000%  | 0.0000% | $1063.00           | $19.57             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-11-01      | 4.5000%  | 0.0000% | $1000.00           | $159.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $126.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-07-01      | 3.0000%  | 0.0000% | $2497752.00        | $347350.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-02-01      | 4.5000%  | 0.0000% | $1118.00           | $194.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-06-01      | 3.0000%  | 0.0000% | $1000.00           | $98.78             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $65558718.00       | $5180977.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1152.00           | $188.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $6086279.00        | $649043.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $1433038.00        | $188221.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $1520001.00        | $196724.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $85.26             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 3.5000%  | 0.0000% | $1999.00           | $191.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $16083000.00       | $1320131.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-11-01      | 1.5000%  | 0.0000% | $1000.00           | $597.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $35.33             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $115.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $9365000.00        | $787673.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $183.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 2.5000%  | 0.0000% | $527000.00         | $116816.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 3.5000%  | 0.0000% | $6523348.00        | $833790.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $376.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 1.5000%  | 0.0000% | $1000.00           | $529.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $408.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-11-01      | 1.5000%  | 0.0000% | $1000.00           | $452.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $70195.00          | $38989.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $498.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $358.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $506.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $365000.00         | $238055.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $903.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $904.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $1001.00           | $588.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 2.0000%  | 0.0000% | $1000.00           | $721.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $741.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $16000.00          | $13336.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $527000.00         | $409243.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $456000.00         | $350791.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $822.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 3.0000%  | 0.0000% | $1000.00           | $777.07            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 6.5000%  | 0.0000% | $1008.00           | $1055.37           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 6.5000%  | 0.0000% | $1008.00           | $1051.24           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.03           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-11-20      | 5.0000%  | 0.0000% | $7762910.00        | $7476387.68        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-01-20      | 5.5000%  | 0.0000% | $12803618.00       | $12573543.50       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-05-20      | 6.5000%  | 0.0000% | $8452.00           | $8625.46           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-01-20      | 6.0000%  | 0.0000% | $5999.00           | $6118.91           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-07-20      | 6.5000%  | 0.0000% | $77612000.00       | $80234815.13       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-08-20      | 6.5000%  | 0.0000% | $32088320.00       | $33243214.29       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-03-20      | 5.5000%  | 0.0000% | $4427634.00        | $4507116.26        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $1371236.00        | $1389822.61        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1013.53           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.60           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.64           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-04-20      | 6.5000%  | 0.0000% | $795466.00         | $827193.28         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2038-11-20      | 6.0000%  | 0.0000% | $3639037.00        | $40006.44          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2050-12-20      | 3.0000%  | 0.0000% | $27827904.00       | $12998951.85       | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2044-12-20      | 3.5000%  | 0.0000% | $404000.00         | $205157.43         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-01-20      | 5.0000%  | 0.0000% | $219616.00         | $169773.09         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-07-20      | 6.0000%  | 0.0000% | $296019.00         | $259475.59         | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2053-07-20      | 5.5000%  | 0.0000% | $99000.00          | $84055.61          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-07-20      | 5.5000%  | 0.0000% | $91500.00          | $84132.93          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2042-03-15      | 3.5000%  | 0.0000% | $1431480.00        | $83557.80          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2043-09-15      | 4.0000%  | 0.0000% | $341191.00         | $46978.59          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2043-08-15      | 3.6250%  | 0.0000% | $400.00            | $351.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2045-08-15      | 2.8750%  | 0.0000% | $200.00            | $152.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2042-02-15      | 2.3750%  | 0.0000% | $400.00            | $297.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $98.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2055-02-15      | 4.6250%  | 0.0000% | $1000.00           | $991.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2055-08-15      | 4.7500%  | 0.0000% | $180597000.00      | $182762087.14      | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $37212900.00       | $31417112.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $435000.00         | $390693.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $956.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 4.5000%  | 0.0000% | $1000000.00        | $951074.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $955.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $8268200.00        | $7855027.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 7.5000%  | 0.0000% | $1000.00           | $746.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $968.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $18464960.00       | $16785440.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $971.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $268974.00         | $260005.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $946.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $854.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $963.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $145302.00         | $138704.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $848.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $13841264.00       | $13367011.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $405570.00         | $389154.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 5.0000%  | 0.0000% | $1000.00           | $924.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1154560.00        | $1165045.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $959.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $981.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 5.0000%  | 0.0000% | $1000.00           | $227.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $171.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $99.11             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 2.0000%  | 0.0000% | $405585.00         | $96268.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $281.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $168.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $450.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-02-01      | 3.0000%  | 0.0000% | $1000.00           | $182.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $325.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $319.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 4.0000%  | 0.0000% | $1000.00           | $447.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-01-01      | 3.5000%  | 0.0000% | $1000.00           | $272.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 5.0000%  | 0.0000% | $1000.00           | $370.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $2000.00           | $308.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $454.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.0000%  | 0.0000% | $63301.00          | $30653.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $168.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $20029960.00       | $9208268.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $898563.00         | $438323.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-06-01      | 4.0000%  | 0.0000% | $1000.00           | $124.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-08-01      | 3.0000%  | 0.0000% | $1000.00           | $300.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $555.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $491.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 4.0000%  | 0.0000% | $30999.00          | $7598.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $493.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $356.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.5000%  | 0.0000% | $1001.00           | $468.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 3.5000%  | 0.0000% | $1000.00           | $380.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $482.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 3.5000%  | 0.0000% | $1000.00           | $372.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $339.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $600.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $471.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $560.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $1000.00           | $484.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $622.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 4.5000%  | 0.0000% | $1000.00           | $563.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $614.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $631.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $624.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $664.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $65000.00          | $42403.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $634.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $638.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $1024.00           | $628.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $320990.00         | $233658.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $758.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-12-01      | 3.0000%  | 0.0000% | $1000.00           | $659.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $220000.00         | $147186.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $702.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $100000.00         | $65499.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1001.00           | $773.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-05-01      | 1.5000%  | 0.0000% | $375993.00         | $235929.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1329.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $18000.00          | $11925.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $798.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $7000.00           | $5087.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $215275.00         | $143811.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $752.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 4.5000%  | 0.0000% | $174996.00         | $130145.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $762.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $351000.00         | $261690.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 4.0000%  | 0.0000% | $100000.00         | $77073.32          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $300000.00         | $259346.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.0000%  | 0.0000% | $100000.00         | $74833.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $963099.00         | $806944.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $787.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $763.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $13888540.00       | $12310498.15       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $1000.00           | $677.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $9000.00           | $6786.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $705.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $100000.00         | $76205.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $2152272.00        | $1732555.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $100000.00         | $81545.47          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 3.5000%  | 0.0000% | $110622.00         | $85906.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $77000.00          | $58497.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $12000.00          | $8743.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $723.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $770.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1198.00           | $924.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1001.00           | $779.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $12000.00          | $9815.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1632.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $752.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $738.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $12000.00          | $10127.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $831.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $853.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $860.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $765.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-10-01      | 5.5000%  | 0.0000% | $1000.00           | $643.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-07-01      | 5.5000%  | 0.0000% | $1000.00           | $668.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $761.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $919.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $859.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-09-01      | 5.0000%  | 0.0000% | $357250.00         | $300943.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $4225690.00        | $3939170.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-02-01      | 3.5000%  | 0.0000% | $1008.00           | $899.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $4638229.00        | $4547688.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 7.5000%  | 0.0000% | $1000.00           | $1019.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $1001.86           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1645614.00        | $1628810.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $960.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $873.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $157300.00         | $164407.23         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $397.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $737.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $800.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $16513.00          | $11769.31          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $879.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $830.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $922.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $823.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 4.0000%  | 0.0000% | $1000.00           | $917.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $857.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $819.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $956.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $727.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $989.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.0000%  | 0.0000% | $1000.00           | $933.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $900.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $889.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $957.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $964.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $969.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $941.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $971.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.10           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2030-08-15      | 0.6250%  | 0.0000% | $6800.00           | $5871.92           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-01-31      | 0.3750%  | 0.0000% | $1585800.00        | $1567916.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-03-31      | 0.7500%  | 0.0000% | $3838900.00        | $3780195.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-07-31      | 1.0000%  | 0.0000% | $15466900.00       | $14408695.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $97.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-08-15      | 3.8750%  | 0.0000% | $16809000.00       | $16769696.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-08-31      | 4.1250%  | 0.0000% | $15168000.00       | $15484275.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-09-30      | 4.6250%  | 0.0000% | $24999800.00       | $25706744.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 4.0000%  | 0.0000% | $22465400.00       | $22875627.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-15      | 3.3750%  | 0.0000% | $64219200.00       | $64027793.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $101.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-08-31      | 3.6250%  | 0.0000% | $66262600.00       | $66169908.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-30      | 3.5000%  | 0.0000% | $93484800.00       | $93298578.28       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Government Cash Management Portfolio

**Date:** 2025-10-07

**By:** /s/Diane Kenneally

**Name of Signing Officer:** Diane Kenneally

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