# EDGAR Filing Document

**Accession Number:** 0001403166
**File Stem:** 0001410368-26-057284
**Filing Date:** 2026-6
**Character Count:** 202411
**Document Hash:** 1629aaf585c5b639333028211dc9ecc2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057284.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057284

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22078
- **FILM NUMBER:** 261068584

**BUSINESS ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC.
- **STREET 2:** 1285 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212-821-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC.
- **STREET 2:** 1285 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

**Registrant Full Name:** Master Trust

**CIK Number of Registrant:** 0001403166

**LEI of Registrant:** 549300EBIIAXTNCMYQ69

**Name of Series:** Government Master Fund

**LEI of Series:** 54930015XY4J2ENG8G36

**EDGAR Series Identifier:** S000054189

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

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

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

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

### Service Providers
| Role                          | Details                                           | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | UBS ASSET MANAGEMENT (AMERICAS) LLC               | 801-34910         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: New York<br>State: NY |  |
| Administrator                 | UBS ASSET MANAGEMENT (AMERICAS) LLC               |  |
| Transfer Agent                | None<br>CIK: —                                    |  |

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 48 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $23040361418.49

- **Amortized Cost of Portfolio Securities:** $23042985994.82

- **Cash:** $899786849.03

- **Total Other Assets:** $27218630.49

- **Total Liabilities:** $237144135.56

- **Net Assets of Series:** $23732847338.78

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $12948917725.07           | $14418400507.33            | 52.4500%                  | 58.4000%                   |
| 2026-05-04 | $13330519042.68           | $14970413498.08            | 52.9200%                  | 59.4300%                   |
| 2026-05-05 | $12767479043.88           | $14407519818.97            | 51.8400%                  | 58.5000%                   |
| 2026-05-06 | $12976820179.08           | $14617008583.65            | 52.2500%                  | 58.8500%                   |
| 2026-05-07 | $12399422717.48           | $14039773359.46            | 51.1100%                  | 57.8700%                   |
| 2026-05-08 | $12341582901.92           | $14046074509.28            | 50.9800%                  | 58.0200%                   |
| 2026-05-11 | $13052092436.52           | $14885269154.00            | 52.3800%                  | 59.7300%                   |
| 2026-05-12 | $12765999443.53           | $14428353126.27            | 52.1800%                  | 58.9800%                   |
| 2026-05-13 | $12949753387.03           | $14612241165.16            | 52.3500%                  | 59.0700%                   |
| 2026-05-14 | $12433737193.30           | $14231699249.62            | 51.4800%                  | 58.9300%                   |
| 2026-05-15 | $12743201580.90           | $14667317957.97            | 52.0900%                  | 59.9600%                   |
| 2026-05-18 | $13028677962.31           | $15609350410.48            | 52.6500%                  | 63.0800%                   |
| 2026-05-19 | $12930709703.13           | $15511615268.69            | 52.2100%                  | 62.6300%                   |
| 2026-05-20 | $13013771369.12           | $15594900855.98            | 52.3700%                  | 62.7500%                   |
| 2026-05-21 | $12405329965.58           | $14860674096.37            | 51.1800%                  | 61.3100%                   |
| 2026-05-22 | $11772369684.10           | $14227937793.13            | 49.8600%                  | 60.2600%                   |
| 2026-05-26 | $12192231215.12           | $15237950830.64            | 50.7500%                  | 63.4200%                   |
| 2026-05-27 | $12674501009.13           | $15720467444.27            | 51.7100%                  | 64.1400%                   |
| 2026-05-28 | $12484807199.73           | $15318053279.37            | 51.7900%                  | 63.5400%                   |
| 2026-05-29 | $12342679593.90           | $15176189895.50            | 51.4900%                  | 63.3100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%             |
| 2026-05-04 | 0.0000%             |
| 2026-05-05 | 0.0000%             |
| 2026-05-06 | 0.0000%             |
| 2026-05-07 | 0.0000%             |
| 2026-05-08 | 0.0000%             |
| 2026-05-11 | 0.0000%             |
| 2026-05-12 | 0.0000%             |
| 2026-05-13 | 0.0000%             |
| 2026-05-14 | 0.0000%             |
| 2026-05-15 | 0.0000%             |
| 2026-05-18 | 0.0000%             |
| 2026-05-19 | 0.0000%             |
| 2026-05-20 | 0.0000%             |
| 2026-05-21 | 0.0000%             |
| 2026-05-22 | 0.0000%             |
| 2026-05-26 | 0.0000%             |
| 2026-05-27 | 0.0000%             |
| 2026-05-28 | 0.0000%             |
| 2026-05-29 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.0000                      |
|  |  |
| 2026-05-04 | 0.0000                      |
|  |  |
| 2026-05-05 | 0.0000                      |
|  |  |
| 2026-05-06 | 0.0000                      |
|  |  |
| 2026-05-07 | 0.0000                      |
|  |  |
| 2026-05-08 | 0.0000                      |
|  |  |
| 2026-05-11 | 0.0000                      |
|  |  |
| 2026-05-12 | 0.0000                      |
|  |  |
| 2026-05-13 | 0.0000                      |
|  |  |
| 2026-05-14 | 0.0000                      |
|  |  |
| 2026-05-15 | 0.0000                      |
|  |  |
| 2026-05-18 | 0.0000                      |
|  |  |
| 2026-05-19 | 0.0000                      |
|  |  |
| 2026-05-20 | 0.0000                      |
|  |  |
| 2026-05-21 | 0.0000                      |
|  |  |
| 2026-05-22 | 0.0000                      |
|  |  |
| 2026-05-26 | 0.0000                      |
|  |  |
| 2026-05-27 | 0.0000                      |
|  |  |
| 2026-05-28 | 0.0000                      |
|  |  |
| 2026-05-29 | 0.0000                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $23732847338.78

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.0000          |
|  |  |
| 2026-05-04 | 0.0000          |
|  |  |
| 2026-05-05 | 0.0000          |
|  |  |
| 2026-05-06 | 0.0000          |
|  |  |
| 2026-05-07 | 0.0000          |
|  |  |
| 2026-05-08 | 0.0000          |
|  |  |
| 2026-05-11 | 0.0000          |
|  |  |
| 2026-05-12 | 0.0000          |
|  |  |
| 2026-05-13 | 0.0000          |
|  |  |
| 2026-05-14 | 0.0000          |
|  |  |
| 2026-05-15 | 0.0000          |
|  |  |
| 2026-05-18 | 0.0000          |
|  |  |
| 2026-05-19 | 0.0000          |
|  |  |
| 2026-05-20 | 0.0000          |
|  |  |
| 2026-05-21 | 0.0000          |
|  |  |
| 2026-05-22 | 0.0000          |
|  |  |
| 2026-05-26 | 0.0000          |
|  |  |
| 2026-05-27 | 0.0000          |
|  |  |
| 2026-05-28 | 0.0000          |
|  |  |
| 2026-05-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%           |
| 2026-05-04 | 0.0000%           |
| 2026-05-05 | 0.0000%           |
| 2026-05-06 | 0.0000%           |
| 2026-05-07 | 0.0000%           |
| 2026-05-08 | 0.0000%           |
| 2026-05-11 | 0.0000%           |
| 2026-05-12 | 0.0000%           |
| 2026-05-13 | 0.0000%           |
| 2026-05-14 | 0.0000%           |
| 2026-05-15 | 0.0000%           |
| 2026-05-18 | 0.0000%           |
| 2026-05-19 | 0.0000%           |
| 2026-05-20 | 0.0000%           |
| 2026-05-21 | 0.0000%           |
| 2026-05-22 | 0.0000%           |
| 2026-05-26 | 0.0000%           |
| 2026-05-27 | 0.0000%           |
| 2026-05-28 | 0.0000%           |
| 2026-05-29 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XA1, C.4 - ISIN: US3130B5XA19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69006352.14
- **C.18.a - Value (excl. sponsor support):** $69006352.14
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XG8, C.4 - ISIN: US3130B5XG88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104009711.52
- **C.18.a - Value (excl. sponsor support):** $104009711.52
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y85, C.4 - ISIN: US3130B5Y855, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103009618.14
- **C.18.a - Value (excl. sponsor support):** $103009618.14
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YZ5, C.4 - ISIN: US3130B5YZ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69022855.56
- **C.18.a - Value (excl. sponsor support):** $69022855.56
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z27, C.4 - ISIN: US3130B5Z274, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69002452.95
- **C.18.a - Value (excl. sponsor support):** $69002452.95
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103039503.59
- **C.18.a - Value (excl. sponsor support):** $103039503.59
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZT8, C.4 - ISIN: US3130B5ZT81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $102035580.66
- **C.18.a - Value (excl. sponsor support):** $102035580.66
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V68, C.4 - ISIN: US3130B7V683, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88004103.44
- **C.18.a - Value (excl. sponsor support):** $88004103.44
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-29
- **C.13 - Final Legal Maturity Date:** 2027-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82Y7, C.4 - ISIN: US3130B82Y72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88011208.56
- **C.18.a - Value (excl. sponsor support):** $88011208.56
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B68, C.4 - ISIN: US3130B8B683, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $131998479.36
- **C.18.a - Value (excl. sponsor support):** $131998479.36
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EA6, C.4 - ISIN: US3130B8EA68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126999883.16
- **C.18.a - Value (excl. sponsor support):** $126999883.16
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ER9, C.4 - ISIN: US3130B8ER93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126998398.53
- **C.18.a - Value (excl. sponsor support):** $126998398.53
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8H47, C.4 - ISIN: US3130B8H474, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $66996922.02
- **C.18.a - Value (excl. sponsor support):** $66996922.02
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8N99, C.4 - ISIN: US3130B8N993, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $80017450.40
- **C.18.a - Value (excl. sponsor support):** $80017450.40
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TA0, C.4 - ISIN: US3130B8TA04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999322.00
- **C.18.a - Value (excl. sponsor support):** $99999322.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8U67, C.4 - ISIN: US3130B8U675, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $70013393.10
- **C.18.a - Value (excl. sponsor support):** $70013393.10
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-08
- **C.13 - Final Legal Maturity Date:** 2027-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94C1, C.4 - ISIN: US3130B94C17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97987417.78
- **C.18.a - Value (excl. sponsor support):** $97987417.78
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-09
- **C.13 - Final Legal Maturity Date:** 2027-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94N7, C.4 - ISIN: US3130B94N71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97999191.50
- **C.18.a - Value (excl. sponsor support):** $97999191.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94T4, C.4 - ISIN: US3130B94T42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83995122.96
- **C.18.a - Value (excl. sponsor support):** $83995122.96
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H78, C.4 - ISIN: US3130B9H787, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $93999399.34
- **C.18.a - Value (excl. sponsor support):** $93999399.34
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JR2, C.4 - ISIN: US3130B9JR22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $87999398.08
- **C.18.a - Value (excl. sponsor support):** $87999398.08
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA3X3, C.4 - ISIN: US3130BA3X38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65998755.24
- **C.18.a - Value (excl. sponsor support):** $65998755.24
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-30
- **C.13 - Final Legal Maturity Date:** 2028-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAR33, C.4 - ISIN: US3130BAR330, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $89999566.20
- **C.18.a - Value (excl. sponsor support):** $89999566.20
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **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 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BARS8, C.4 - ISIN: US3130BARS84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $71999874.72
- **C.18.a - Value (excl. sponsor support):** $71999874.72
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-18
- **C.13 - Final Legal Maturity Date:** 2028-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313384AD1, C.4 - ISIN: US313384AD16, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313384AD1
- **C.18 - Value (incl. sponsor support):** $120260175.00
- **C.18.a - Value (excl. sponsor support):** $120260175.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **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 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384AQ2, C.4 - ISIN: US313384AQ29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118169961.25
- **C.18.a - Value (excl. sponsor support):** $118169961.25
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $427287237.50
- **C.18.a - Value (excl. sponsor support):** $427287237.50
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A55, C.4 - ISIN: US313385A558, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174835173.92
- **C.18.a - Value (excl. sponsor support):** $174835173.92
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A63, C.4 - ISIN: US313385A632, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385A63
- **C.18 - Value (incl. sponsor support):** $121180329.58
- **C.18.a - Value (excl. sponsor support):** $121180329.58
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **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 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A89, C.4 - ISIN: US313385A897, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385A89
- **C.18 - Value (incl. sponsor support):** $505478142.47
- **C.18.a - Value (excl. sponsor support):** $505478142.47
- **C.19 - Percentage of Net Assets:** 2.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A97, C.4 - ISIN: US313385A970, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174764578.56
- **C.18.a - Value (excl. sponsor support):** $174764578.56
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B62, C.4 - ISIN: US313385B622, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174676333.92
- **C.18.a - Value (excl. sponsor support):** $174676333.92
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $307606369.10
- **C.18.a - Value (excl. sponsor support):** $307606369.10
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C46, C.4 - ISIN: US313385C463, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $212261785.00
- **C.18.a - Value (excl. sponsor support):** $212261785.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385C61
- **C.18 - Value (incl. sponsor support):** $262794389.10
- **C.18.a - Value (excl. sponsor support):** $262794389.10
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D29, C.4 - ISIN: US313385D297, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204202820.98
- **C.18.a - Value (excl. sponsor support):** $204202820.98
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **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 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D94, C.4 - ISIN: US313385D941, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193161908.55
- **C.18.a - Value (excl. sponsor support):** $193161908.55
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E36, C.4 - ISIN: US313385E360, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $167379852.77
- **C.18.a - Value (excl. sponsor support):** $167379852.77
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E51, C.4 - ISIN: US313385E519, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385E51
- **C.18 - Value (incl. sponsor support):** $303005364.66
- **C.18.a - Value (excl. sponsor support):** $303005364.66
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** DBRS Ltd.: R-1H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F76, C.4 - ISIN: US313385F763, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $130576380.00
- **C.18.a - Value (excl. sponsor support):** $130576380.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F92, C.4 - ISIN: US313385F920, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129561001.68
- **C.18.a - Value (excl. sponsor support):** $129561001.68
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H66, C.4 - ISIN: US313385H660, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115562898.36
- **C.18.a - Value (excl. sponsor support):** $115562898.36
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385P34, C.4 - ISIN: US313385P341, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115028939.61
- **C.18.a - Value (excl. sponsor support):** $115028939.61
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-13
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **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 44: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385Q25, C.4 - ISIN: US313385Q257, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119859069.58
- **C.18.a - Value (excl. sponsor support):** $119859069.58
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385T22, C.4 - ISIN: US313385T228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118578722.24
- **C.18.a - Value (excl. sponsor support):** $118578722.24
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-14
- **C.12 - Maturity Date (WAL):** 2026-12-14
- **C.13 - Final Legal Maturity Date:** 2026-12-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385T63, C.4 - ISIN: US313385T632, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118530053.62
- **C.18.a - Value (excl. sponsor support):** $118530053.62
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal 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: 313385U46, C.4 - ISIN: US313385U465, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385U46
- **C.18 - Value (incl. sponsor support):** $118457050.69
- **C.18.a - Value (excl. sponsor support):** $118457050.69
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** DBRS Ltd.: R-1H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XW1, C.4 - ISIN: US313385XW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204772620.15
- **C.18.a - Value (excl. sponsor support):** $204772620.15
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XY7, C.4 - ISIN: US313385XY70, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385XY7
- **C.18 - Value (incl. sponsor support):** $213719482.38
- **C.18.a - Value (excl. sponsor support):** $213719482.38
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XZ4, C.4 - ISIN: US313385XZ46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126820717.91
- **C.18.a - Value (excl. sponsor support):** $126820717.91
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128739849.57
- **C.18.a - Value (excl. sponsor support):** $128739849.57
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133621673.78
- **C.18.a - Value (excl. sponsor support):** $133621673.78
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YV2, C.4 - ISIN: US313385YV23, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385YV2
- **C.18 - Value (incl. sponsor support):** $170417792.88
- **C.18.a - Value (excl. sponsor support):** $170417792.88
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZC3, C.4 - ISIN: US313385ZC33, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385ZC3
- **C.18 - Value (incl. sponsor support):** $128470365.99
- **C.18.a - Value (excl. sponsor support):** $128470365.99
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $280729237.50
- **C.18.a - Value (excl. sponsor support):** $280729237.50
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $140322259.53
- **C.18.a - Value (excl. sponsor support):** $140322259.53
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $516453365.61
- **C.18.a - Value (excl. sponsor support):** $516453365.61
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $251631902.50
- **C.18.a - Value (excl. sponsor support):** $251631902.50
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $210811150.64
- **C.18.a - Value (excl. sponsor support):** $210811150.64
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **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? Yes, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99999005.00
- **C.18.a - Value (excl. sponsor support):** $99999005.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61497743.57
- **C.18.a - Value (excl. sponsor support):** $61497743.57
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3Q8, C.4 - ISIN: US3133ET3Q84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139998399.80
- **C.18.a - Value (excl. sponsor support):** $139998399.80
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3R6, C.4 - ISIN: US3133ET3R67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $131997976.44
- **C.18.a - Value (excl. sponsor support):** $131997976.44
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62978737.50
- **C.18.a - Value (excl. sponsor support):** $62978737.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63995047.04
- **C.18.a - Value (excl. sponsor support):** $63995047.04
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28001452.08
- **C.18.a - Value (excl. sponsor support):** $28001452.08
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68041235.20
- **C.18.a - Value (excl. sponsor support):** $68041235.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETER4, C.4 - ISIN: US3133ETER42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94998377.40
- **C.18.a - Value (excl. sponsor support):** $94998377.40
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $22008683.62
- **C.18.a - Value (excl. sponsor support):** $22008683.62
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79033996.86
- **C.18.a - Value (excl. sponsor support):** $79033996.86
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $67014426.44
- **C.18.a - Value (excl. sponsor support):** $67014426.44
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAD2, C.4 - ISIN: US3133EWAD21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $190998936.13
- **C.18.a - Value (excl. sponsor support):** $190998936.13
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAG5, C.4 - ISIN: US3133EWAG51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $83999251.56
- **C.18.a - Value (excl. sponsor support):** $83999251.56
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $81028226.07
- **C.18.a - Value (excl. sponsor support):** $81028226.07
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79014528.89
- **C.18.a - Value (excl. sponsor support):** $79014528.89
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWER7, C.4 - ISIN: US3133EWER70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $131999217.24
- **C.18.a - Value (excl. sponsor support):** $131999217.24
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWET3, C.4 - ISIN: US3133EWET37, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79002221.48
- **C.18.a - Value (excl. sponsor support):** $79002221.48
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-23
- **C.13 - Final Legal Maturity Date:** 2028-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMZ0, C.4 - ISIN: US3133EWMZ05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60998990.45
- **C.18.a - Value (excl. sponsor support):** $60998990.45
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-27
- **C.13 - Final Legal Maturity Date:** 2028-04-27
- **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 79: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $42989303.32
- **C.18.a - Value (excl. sponsor support):** $42989303.32
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45599P007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 45599P007_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.2100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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. | 2043-10-01      | 6.3210%  | 0.0000% | $74000.00          | $20381.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-12-01      | 6.0000%  | 0.0000% | $8700000.00        | $66854.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-07-01      | 3.5000%  | 0.0000% | $2000000.00        | $177007.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-09-01      | 3.5000%  | 0.0000% | $137000.00         | $13810.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-02-01      | 2.0000%  | 0.0000% | $600000.00         | $92444.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-03-01      | 5.0000%  | 0.0000% | $2500000.00        | $1284774.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-10-01      | 3.5000%  | 0.0000% | $1515162.00        | $340917.98         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-04-01      | 3.5000%  | 0.0000% | $2810000.00        | $451907.48         | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-11-01      | 4.0000%  | 0.0000% | $4000000.00        | $81510.63          | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-07-01      | 3.0000%  | 0.0000% | $4494936.00        | $494715.86         | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-02-01      | 7.0000%  | 0.0000% | $6764629.00        | $40949.15          | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-09-01      | 6.4780%  | 0.0000% | $9868816.00        | $127681.11         | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-08-01      | 6.0000%  | 0.0000% | $37707776.00       | $960743.38         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-07-01      | 5.5000%  | 0.0000% | $3110796.00        | $1805617.63        | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-07-01      | 5.5000%  | 0.0000% | $1002782.00        | $795448.30         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-01      | 6.0000%  | 0.0000% | $3668104.00        | $3663800.27        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-01      | 6.0000%  | 0.0000% | $477309.00         | $487965.73         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 6.0000%  | 0.0000% | $3746116.00        | $3543837.65        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-01      | 6.0000%  | 0.0000% | $78279.00          | $70990.87          | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 6.5000%  | 0.0000% | $513713.00         | $537351.26         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 6.0000%  | 0.0000% | $1858399.00        | $1893442.50        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 7.0000%  | 0.0000% | $3208352.00        | $2708891.73        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 6.0000%  | 0.0000% | $6223264.00        | $5952329.32        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-07-01      | 6.0000%  | 0.0000% | $2076884.00        | $1858323.39        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 5.5000%  | 0.0000% | $6029264.00        | $5740832.94        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 7.0000%  | 0.0000% | $1445914.00        | $1122171.51        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 7.0000%  | 0.0000% | $18347456.00       | $17482685.77       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-11-01      | 6.0000%  | 0.0000% | $524276.00         | $517570.54         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-11-01      | 5.0000%  | 0.0000% | $5738768.00        | $5638859.65        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-01-01      | 3.5000%  | 0.0000% | $4449680.00        | $1897132.35        | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-01-01      | 3.0000%  | 0.0000% | $44000.00          | $8369.71           | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-04-01      | 4.5000%  | 0.0000% | $108097.00         | $5955.99           | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-10-01      | 6.1100%  | 0.0000% | $853665.00         | $189741.27         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-10-01      | 3.0000%  | 0.0000% | $2355316.00        | $523585.71         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-04-01      | 2.0000%  | 0.0000% | $36708000.00       | $21076728.13       | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-10-01      | 2.2650%  | 0.0000% | $3525000.00        | $2558539.00        | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-07-01      | 4.6900%  | 0.0000% | $28156000.00       | $28482603.35       | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-09-01      | 4.5000%  | 0.0000% | $227625.00         | $155129.19         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-08-01      | 4.6330%  | 0.0000% | $100000.00         | $71843.31          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-08-01      | 4.2510%  | 0.0000% | $100000.00         | $66121.72          | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-01-01      | 4.5000%  | 0.0000% | $2624856.00        | $2528688.53        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-09-01      | 4.0000%  | 0.0000% | $1203102.00        | $1066833.42        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-01      | 5.5000%  | 0.0000% | $1503754.00        | $1144933.28        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $635984.82         | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-06-01      | 4.5000%  | 0.0000% | $71005.00          | $37472.10          | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-03-01      | 4.2100%  | 0.0000% | $12675000.00       | $12452736.83       | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-10-01      | 4.5000%  | 0.0000% | $6979312.00        | $1552764.49        | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-12-01      | 5.0000%  | 0.0000% | $1106138.00        | $246251.40         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-01      | 5.5000%  | 0.0000% | $300000.00         | $269978.13         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 5.5000%  | 0.0000% | $145000.00         | $128793.33         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-01      | 4.5000%  | 0.0000% | $5465336.00        | $4711676.45        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-01-01      | 6.5000%  | 0.0000% | $11382368.00       | $11805857.39       | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-02-01      | 6.0000%  | 0.0000% | $2550230.00        | $2648249.35        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-02-01      | 6.0000%  | 0.0000% | $2322952.00        | $2397049.19        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-03-01      | 6.0000%  | 0.0000% | $1105530.00        | $1148195.16        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-03-01      | 4.5000%  | 0.0000% | $4235544.00        | $4070059.29        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-05-01      | 4.5000%  | 0.0000% | $21560448.00       | $20836512.84       | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-03-01      | 4.5000%  | 0.0000% | $1162864.00        | $1137162.80        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-03-01      | 5.0000%  | 0.0000% | $6210820.00        | $6087612.31        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-03-01      | 6.5000%  | 0.0000% | $10748320.00       | $11214757.73       | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-03-01      | 6.0000%  | 0.0000% | $1148600.00        | $1187092.04        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-06-01      | 6.0000%  | 0.0000% | $1068400.00        | $1105816.08        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-05-01      | 6.0000%  | 0.0000% | $1575376.00        | $1645022.85        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-05-01      | 6.0000%  | 0.0000% | $1694892.00        | $1786846.11        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-06-01      | 5.5000%  | 0.0000% | $4925000.00        | $4988787.51        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-06-01      | 5.5000%  | 0.0000% | $3971268.00        | $4016765.94        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-06-01      | 5.0000%  | 0.0000% | $4689944.00        | $4640206.62        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-06-01      | 5.0000%  | 0.0000% | $6247860.00        | $6180444.90        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-06-01      | 4.5000%  | 0.0000% | $1438360.00        | $1388204.39        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-06-01      | 6.0000%  | 0.0000% | $5232500.00        | $5365419.46        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 5.5000%  | 0.0000% | $52259776.00       | $47016782.73       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-01      | 5.0000%  | 0.0000% | $195000.00         | $173236.64         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 3.5000%  | 0.0000% | $45317888.00       | $37065521.43       | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-05-01      | 2.5000%  | 0.0000% | $18106976.00       | $15013917.74       | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-03-01      | 2.0000%  | 0.0000% | $294894080.00      | $250564340.00      | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-25      | 6.5000%  | 0.0000% | $38112000.00       | $39740928.07       | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-10-01      | 2.0000%  | 0.0000% | $36818.00          | $15326.42          | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-12-01      | 2.0000%  | 0.0000% | $2625000.00        | $957155.20         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-04-01      | 2.0000%  | 0.0000% | $7900000.00        | $4154127.87        | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-12-01      | 2.0000%  | 0.0000% | $75862144.00       | $43880247.64       | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-02-01      | 1.5000%  | 0.0000% | $2082488.00        | $1095863.57        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-02-01      | 2.5000%  | 0.0000% | $10824912.00       | $7210104.38        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-09-01      | 6.0000%  | 0.0000% | $42959000.00       | $34078739.51       | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-04-01      | 4.5000%  | 0.0000% | $14586272.00       | $11899408.49       | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-08-01      | 6.0000%  | 0.0000% | $13059000.00       | $10723554.55       | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-08-01      | 6.0000%  | 0.0000% | $192215296.00      | $126159093.96      | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-02-01      | 4.5000%  | 0.0000% | $1100000.00        | $907459.08         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 5.5000%  | 0.0000% | $1226674.00        | $958703.50         | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-04-01      | 5.4480%  | 0.0000% | $17460832.00       | $17692903.93       | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-04-01      | 4.0000%  | 0.0000% | $2500000.00        | $370549.13         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-02-01      | 3.0000%  | 0.0000% | $8060000.00        | $1453424.05        | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-04-01      | 3.5000%  | 0.0000% | $195756.00         | $5936.37           | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-04-01      | 1.5000%  | 0.0000% | $131257.00         | $55694.22          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-11-01      | 7.0000%  | 0.0000% | $550000.00         | $120204.91         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-07-01      | 5.0000%  | 0.0000% | $78000.00          | $68539.70          | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-01      | 4.0000%  | 0.0000% | $18000.00          | $15908.70          | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 4.5000%  | 0.0000% | $17709000.00       | $16065582.03       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 5.5000%  | 0.0000% | $23275000.00       | $20364822.19       | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-04-01      | 4.5000%  | 0.0000% | $32014144.00       | $30890568.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $23429184.00       | $22238467.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 4.5000%  | 0.0000% | $680000.00         | $582057.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-02-01      | 4.5000%  | 0.0000% | $10084752.00       | $9669284.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-06-01      | 5.5000%  | 0.0000% | $2193950.00        | $2220009.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-06-01      | 5.5000%  | 0.0000% | $7642408.00        | $7760771.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-06-01      | 5.0000%  | 0.0000% | $11888128.00       | $11783309.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-06-01      | 4.5000%  | 0.0000% | $5122312.00        | $4949526.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-02-01      | 4.0000%  | 0.0000% | $2500000.00        | $35202.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-12-01      | 4.0000%  | 0.0000% | $1525396.00        | $986495.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 7.0000%  | 0.0000% | $8718336.00        | $6093083.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 6.0000%  | 0.0000% | $1910532.00        | $1209834.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-06-01      | 6.2940%  | 0.0000% | $4617240.00        | $430149.68         | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-11-01      | 4.0580%  | 0.0000% | $275156989.00      | $267039.56         | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-09-01      | 4.5000%  | 0.0000% | $875753.00         | $43695.35          | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-09-01      | 3.5000%  | 0.0000% | $15913080.00       | $1467709.53        | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $108978.60         | Agency Mortgage-Backed Securities |

### Security 81: MUFG Securities Americas Inc. Tri Party Repo

- **C.1 - Title:** MUFG Securities Americas Inc. Tri Party Repo 3.610000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 606745008_3.61_0706
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2035-01-01      | 5.5000%  | 0.0000% | $503082.00         | $3706.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2026-06-25      | 4.0000%  | 0.0000% | $59989.00          | $3.06              | Agency Mortgage-Backed Securities |
| FNMA          | 2027-04-01      | 4.0000%  | 0.0000% | $156000.00         | $421.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2027-01-01      | 4.0000%  | 0.0000% | $280000.00         | $861.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2027-07-01      | 4.0000%  | 0.0000% | $125000.00         | $662.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2027-06-01      | 4.0000%  | 0.0000% | $92000.00          | $521.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2032-08-01      | 4.0000%  | 0.0000% | $2201852.00        | $184306.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 2.5000%  | 0.0000% | $277241.00         | $59988.13          | Agency Mortgage-Backed Securities |
| FNMA          | 2027-01-01      | 4.0000%  | 0.0000% | $160000.00         | $573.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2029-07-01      | 4.0000%  | 0.0000% | $32764.00          | $14.57             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $6000.00           | $452.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2030-06-01      | 3.0000%  | 0.0000% | $26000.00          | $1790.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 5.5000%  | 0.0000% | $9848336.00        | $62821.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 6.0000%  | 0.0000% | $30448.00          | $128.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1029112.00        | $940483.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1800000.00        | $1689489.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $8042640.00        | $8218156.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1975370.00        | $1655332.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1553996.00        | $1469864.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $87000.00          | $16731.30          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $117500.00         | $11075.91          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 5.0000%  | 0.0000% | $404000.00         | $67168.84          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-01-01      | 4.5000%  | 0.0000% | $276000.00         | $43968.23          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.5000%  | 0.0000% | $55000.00          | $9638.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2031-11-01      | 3.5000%  | 0.0000% | $160000.00         | $11123.22          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.0000%  | 0.0000% | $40707400.00       | $19561051.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $13257840.00       | $7305490.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $2980300.00        | $2226380.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $195000.00         | $101312.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $483588.00         | $222532.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $389836.00         | $198681.27         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1970.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $260000.00         | $158773.48         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $146000.00         | $101263.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $7182000.00        | $4822058.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $500000.00         | $320037.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $15000.00          | $12432.33          | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $1187098.00        | $1137255.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $3447056.00        | $3302460.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1285899.00        | $1282004.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $195000.00         | $164669.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.0000%  | 0.0000% | $525000.00         | $420539.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $4000.00           | $3134.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $754.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $32974.00          | $32623.71          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 2.5000%  | 0.0000% | $515000.00         | $414996.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $12929600.00       | $10015221.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $21225696.00       | $20625740.62       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $6158464.00        | $6072622.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 3.0000%  | 0.0000% | $3042976.00        | $2648683.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 4.5000%  | 0.0000% | $16000.00          | $32.96             | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 3.0000%  | 0.0000% | $2000000.00        | $743773.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-10-01      | 5.0000%  | 0.0000% | $4324000.00        | $1569201.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 4.0000%  | 0.0000% | $71000.00          | $16017.82          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $410000.00         | $185734.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.5000%  | 0.0000% | $102000.00         | $45281.08          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-05-01      | 5.5000%  | 0.0000% | $28000.00          | $11369.06          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $509.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $630.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $66000.00          | $42503.70          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $695000.00         | $484046.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $56000.00          | $36316.52          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.0000%  | 0.0000% | $190000.00         | $110292.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $40000.00          | $24041.10          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $92053.00          | $56000.34          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $10000.00          | $7216.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $10000.00          | $8433.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-06-01      | 6.0000%  | 0.0000% | $1490782.00        | $14176.42          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 6.0000%  | 0.0000% | $3030000.00        | $33878.13          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 6.0000%  | 0.0000% | $1129999.00        | $16884.85          | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 5.0000%  | 0.0000% | $24000.00          | $298.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2027-05-01      | 3.0000%  | 0.0000% | $3000.00           | $18.53             | Agency Mortgage-Backed Securities |
| FNMA          | 2033-02-01      | 3.0000%  | 0.0000% | $58000.00          | $5340.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 3.5000%  | 0.0000% | $400000.00         | $24109.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-10-01      | 4.5000%  | 0.0000% | $106999.00         | $13892.81          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.0000%  | 0.0000% | $97000.00          | $5171.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.0000%  | 0.0000% | $25000.00          | $4046.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2038-01-01      | 4.5000%  | 0.0000% | $685925.00         | $80977.41          | Agency Mortgage-Backed Securities |
| FNMA          | 2028-04-01      | 3.5000%  | 0.0000% | $14000.00          | $501.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 3.0000%  | 0.0000% | $1147384.00        | $547252.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $20000.00          | $2133.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.0000%  | 0.0000% | $1000000.00        | $415251.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $353807.00         | $190828.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $30000.00          | $20835.08          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $20000.00          | $13732.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $786.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-07-01      | 4.5000%  | 0.0000% | $830180.00         | $479417.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $153000.00         | $113379.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 4.0000%  | 0.0000% | $14000.00          | $11336.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-12-01      | 5.5000%  | 0.0000% | $277000.00         | $125390.17         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-08-01      | 5.0000%  | 0.0000% | $12000.00          | $6767.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $255000.00         | $202560.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 3.5000%  | 0.0000% | $93000.00          | $80096.30          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $612000.00         | $522863.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 5.5000%  | 0.0000% | $3906000.00        | $98072.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 5.5000%  | 0.0000% | $862035.00         | $25623.92          | Agency Mortgage-Backed Securities |

### Security 82: Fixed Income Clearing Corp. - State Street Bank and Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. 3.620000%
- **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_3.62_0601
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 14.7500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. - State Street Bank and Trust Co.

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

**Collateral:**
| Issuer Name                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                 | 2033-01-31      | 4.0000%  | 0.0000% | $4091000.00        | $4077542.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2032-02-29      | 4.1250%  | 0.0000% | $1345141700.00     | $1352091321.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2032-02-15      | 1.8750%  | 0.0000% | $852661100.00      | $756089727.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2033-03-31      | 4.2500%  | 0.0000% | $32230000.00       | $32375271.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Inflation Index Bond | 2032-04-15      | 3.3750%  | 0.0000% | $96062800.00       | $195819919.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2032-03-31      | 4.1250%  | 0.0000% | $244600900.00      | $244956620.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2032-09-30      | 3.8750%  | 0.0000% | $481875900.00      | $474589647.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Inflation Index Note | 2026-07-15      | 0.1250%  | 0.0000% | $367599900.00      | $510000072.90      | U.S. Treasuries (including strips) |

### Security 83: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $202795928.16
- **C.18.a - Value (excl. sponsor support):** $202795928.16
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $206207390.79
- **C.18.a - Value (excl. sponsor support):** $206207390.79
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $243374331.90
- **C.18.a - Value (excl. sponsor support):** $243374331.90
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $128404733.60
- **C.18.a - Value (excl. sponsor support):** $128404733.60
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $237331678.75
- **C.18.a - Value (excl. sponsor support):** $237331678.75
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $229776494.22
- **C.18.a - Value (excl. sponsor support):** $229776494.22
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $264919394.95
- **C.18.a - Value (excl. sponsor support):** $264919394.95
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198658645.35
- **C.18.a - Value (excl. sponsor support):** $198658645.35
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200513646.33
- **C.18.a - Value (excl. sponsor support):** $200513646.33
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $259190640.80
- **C.18.a - Value (excl. sponsor support):** $259190640.80
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $233765695.40
- **C.18.a - Value (excl. sponsor support):** $233765695.40
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $239564408.79
- **C.18.a - Value (excl. sponsor support):** $239564408.79
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $238252867.20
- **C.18.a - Value (excl. sponsor support):** $238252867.20
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $240067136.32
- **C.18.a - Value (excl. sponsor support):** $240067136.32
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $231966933.12
- **C.18.a - Value (excl. sponsor support):** $231966933.12
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.4 - ISIN: US912797UL95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $231593947.60
- **C.18.a - Value (excl. sponsor support):** $231593947.60
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UM7, C.4 - ISIN: US912797UM78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $241096738.40
- **C.18.a - Value (excl. sponsor support):** $241096738.40
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.4 - ISIN: US912797US49, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123198750.44
- **C.18.a - Value (excl. sponsor support):** $123198750.44
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UV7, C.4 - ISIN: US912797UV77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $234999419.01
- **C.18.a - Value (excl. sponsor support):** $234999419.01
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UW5, C.4 - ISIN: US912797UW50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $245716921.92
- **C.18.a - Value (excl. sponsor support):** $245716921.92
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UY1, C.4 - ISIN: US912797UY17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $236030030.40
- **C.18.a - Value (excl. sponsor support):** $236030030.40
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UZ8, C.4 - ISIN: US912797UZ81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $237825398.36
- **C.18.a - Value (excl. sponsor support):** $237825398.36
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VB0, C.4 - ISIN: US912797VB05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $239601095.14
- **C.18.a - Value (excl. sponsor support):** $239601095.14
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VC8, C.4 - ISIN: US912797VC87, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $238429433.75
- **C.18.a - Value (excl. sponsor support):** $238429433.75
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VD6, C.4 - ISIN: US912797VD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $240236936.91
- **C.18.a - Value (excl. sponsor support):** $240236936.91
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VE4, C.4 - ISIN: US912797VE44, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $233165271.84
- **C.18.a - Value (excl. sponsor support):** $233165271.84
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $516093535.32
- **C.18.a - Value (excl. sponsor support):** $516093535.32
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.726000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $370115340.10
- **C.18.a - Value (excl. sponsor support):** $370115340.10
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 922JUL005, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 922JUL005_3.74_0827
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA                             | 2056-02-20      | 1.4749%  | 0.0000% | $41600704.00       | $1328726.89        | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-02-20      | 2.6149%  | 0.0000% | $100000000.00      | $5840487.34        | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-02-20      | 5.5000%  | 0.0000% | $9600.00           | $9344.47           | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 4.5000%  | 0.0000% | $4539176.00        | $3329026.02        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-11-20      | 0.7549%  | 0.0000% | $75000000.00       | $1483621.75        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-06-20      | 1.3249%  | 0.0000% | $162348288.00      | $4784810.08        | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-03-20      | 4.6251%  | 0.0000% | $30000000.00       | $28779435.44       | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-07-20      | 5.5000%  | 0.0000% | $25795424.00       | $4384022.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-01-25      | 0.1000%  | 0.0000% | $262379520.00      | $666123.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-25      | 0.1000%  | 0.0000% | $275055104.00      | $630915.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-08-25      | 0.1000%  | 0.0000% | $54414000.00       | $161271.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-08-25      | 0.0000%  | 0.0000% | $40810000.00       | $33627603.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-25      | 0.1000%  | 0.0000% | $121286400.00      | $434299.67         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-02-25      | 2.4234%  | 0.0000% | $16516512.00       | $373946.21         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-02-25      | 2.4234%  | 0.0000% | $37500000.00       | $832307.58         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-07-25      | 2.4734%  | 0.0000% | $23750000.00       | $300930.95         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-10-25      | 2.8734%  | 0.0000% | $33433856.00       | $246178.66         | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-11-25      | 4.5000%  | 0.0000% | $16495552.00       | $387507.18         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-08-25      | 6.0000%  | 0.0000% | $97250000.00       | $2014815.30        | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-10-25      | 1.9034%  | 0.0000% | $27702848.00       | $727792.72         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-02-25      | 3.0000%  | 0.0000% | $1944000.00        | $1001383.26        | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-11-25      | 2.2734%  | 0.0000% | $39401472.00       | $942257.46         | Agency Mortgage-Backed Securities |
| FNMA                             | 2027-02-25      | 0.0372%  | 0.0000% | $274989056.00      | $24364.12          | Agency Mortgage-Backed Securities |
| FNMA                             | 2027-05-25      | 0.0863%  | 0.0000% | $484999168.00      | $126113.69         | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-05-25      | 2.3734%  | 0.0000% | $244333312.00      | $3017592.01        | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-11-25      | 3.0000%  | 0.0000% | $19870000.00       | $590033.29         | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-01-25      | 2.5234%  | 0.0000% | $55174464.00       | $974164.82         | Agency Mortgage-Backed Securities |
| FNMA                             | 2058-10-25      | 3.5000%  | 0.0000% | $3073000.00        | $3382041.53        | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-04-25      | 2.3234%  | 0.0000% | $116892288.00      | $2642879.53        | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-01-25      | 2.2734%  | 0.0000% | $100824704.00      | $4398202.61        | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-09-25      | 0.0000%  | 0.0000% | $37982208.00       | $31104.08          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-02-25      | 2.5000%  | 0.0000% | $10000000.00       | $818767.70         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-25      | 0.0000%  | 0.0000% | $30000000.00       | $116879.11         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-05-25      | 0.0000%  | 0.0000% | $30613246.00       | $174699.69         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-11-25      | 0.0000%  | 0.0000% | $1903582.00        | $1037935.28        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-09-25      | 1.5379%  | 0.0000% | $87591168.00       | $1248008.80        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-25      | 0.1000%  | 0.0000% | $12000000.00       | $36836.62          | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-25      | 5.0000%  | 0.0000% | $7553089.00        | $7628551.35        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-25      | 1.5379%  | 0.0000% | $108126336.00      | $2116622.43        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-25      | 2.2879%  | 0.0000% | $106385408.00      | $5223791.38        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-10-25      | 1.7379%  | 0.0000% | $55920448.00       | $3130303.01        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-25      | 3.5379%  | 0.0000% | $57052480.00       | $4114935.02        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-03-25      | 2.0379%  | 0.0000% | $62964928.00       | $3934160.88        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-25      | 2.5879%  | 0.0000% | $34389312.00       | $2559068.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-12-15      | 2.8427%  | 0.0000% | $37142848.00       | $106179.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-03-15      | 3.5000%  | 0.0000% | $4170000.00        | $2191142.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-02-15      | 2.7427%  | 0.0000% | $105159424.00      | $856551.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-08-15      | 2.3927%  | 0.0000% | $124474624.00      | $547284.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-09-15      | 2.2427%  | 0.0000% | $49000000.00       | $304893.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-08-15      | 5.0000%  | 0.0000% | $61727232.00       | $472638.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-06-15      | 2.2427%  | 0.0000% | $108854272.00      | $1055593.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-12-15      | 3.3927%  | 0.0000% | $47236960.00       | $342169.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-09-15      | 2.3427%  | 0.0000% | $185693952.00      | $1726941.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-01-15      | 2.2927%  | 0.0000% | $26666656.00       | $232312.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-04-25      | 4.2730%  | 0.0000% | $7312000.00        | $1310686.69        | Agency Mortgage-Backed Securities |
| FHLMC                            | 2045-01-25      | 2.0815%  | 0.0000% | $11388000.00       | $151219.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-02-25      | 2.1348%  | 0.0000% | $14411000.00       | $561953.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-05-15      | 4.0000%  | 0.0000% | $11340560.00       | $10302811.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-02-25      | 2.6507%  | 0.0000% | $9230000.00        | $980222.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-05-25      | 2.2284%  | 0.0000% | $32193792.00       | $1297222.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-09-25      | 2.2358%  | 0.0000% | $14690000.00       | $713125.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-10-15      | 2.2427%  | 0.0000% | $74866304.00       | $1505106.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-12-25      | 1.8915%  | 0.0000% | $17925000.00       | $1114543.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-15      | 0.0000%  | 0.0000% | $4340000.00        | $1341578.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-09-25      | 2.9531%  | 0.0000% | $17532576.00       | $1837148.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-09-25      | 2.9320%  | 0.0000% | $3532000.00        | $363723.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-10-25      | 0.0000%  | 0.0000% | $5000000.00        | $1358308.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-25      | 6.0000%  | 0.0000% | $244297.00         | $235861.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-25      | 1.1118%  | 0.0000% | $122000000.00      | $2749335.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-08-15      | 0.1000%  | 0.0000% | $270270464.00      | $128683.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2061-10-15      | 0.0300%  | 0.0000% | $58032128.00       | $13653.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-25      | 2.5000%  | 0.0000% | $1904000.00        | $1366842.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-25      | 3.1395%  | 0.0000% | $1316000.00        | $198992.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 2.2579%  | 0.0000% | $125238912.00      | $8594725.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-25      | 5.0000%  | 0.0000% | $12885216.00       | $9571363.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-25      | 1.0879%  | 0.0000% | $96072064.00       | $2385317.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-25      | 1.8879%  | 0.0000% | $50000000.00       | $1757088.72        | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-06-25      | 4.2266%  | 0.0000% | $24997888.00       | $20843.96          | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-11-25      | 2.8734%  | 0.0000% | $161500000.00      | $162833.13         | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-10-25      | 4.1066%  | 0.0000% | $247476224.00      | $174898.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-01-15      | 5.0000%  | 0.0000% | $6000000.00        | $898154.25         | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-09-25      | 2.8534%  | 0.0000% | $122239232.00      | $477913.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-25      | 0.7000%  | 0.0000% | $36700000.00       | $977551.50         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-04-16      | 2.5825%  | 0.0000% | $160880000.00      | $1259346.89        | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-02-16      | 1.4015%  | 0.0000% | $470220799.00      | $46066.68          | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-12-16      | 1.1283%  | 0.0000% | $134057800.00      | $1751614.78        | Agency Mortgage-Backed Securities |
| GNMA                             | 2035-06-20      | 2.4329%  | 0.0000% | $33566720.00       | $20310.20          | Agency Mortgage-Backed Securities |
| GNMA                             | 2046-10-16      | 0.6196%  | 0.0000% | $26992640.00       | $11898.38          | Agency Mortgage-Backed Securities |
| GNMA                             | 2042-08-16      | 3.5000%  | 0.0000% | $5042000.00        | $175593.17         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-12-16      | 0.0905%  | 0.0000% | $320471040.00      | $29813.38          | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-11-16      | 0.0000%  | 0.0000% | $214466560.00      | $47217.90          | Agency Mortgage-Backed Securities |
| GNMA                             | 2037-11-16      | 2.5105%  | 0.0000% | $63076736.00       | $97469.71          | Agency Mortgage-Backed Securities |
| GNMA                             | 2042-02-16      | 2.3605%  | 0.0000% | $32671744.00       | $141724.53         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-16      | 0.2610%  | 0.0000% | $94216448.00       | $370825.87         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-16      | 0.2868%  | 0.0000% | $109549056.00      | $253068.24         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-16      | 0.3672%  | 0.0000% | $198667008.00      | $643245.48         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-16      | 0.2299%  | 0.0000% | $108551040.00      | $383805.48         | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-09-16      | 0.2349%  | 0.0000% | $109756416.00      | $43540.14          | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-04-16      | 0.3750%  | 0.0000% | $138044672.00      | $147596.27         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-08-16      | 1.0260%  | 0.0000% | $21000000.00       | $65908.90          | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-09-16      | 0.4009%  | 0.0000% | $135524352.00      | $106137.72         | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-09-16      | 0.2112%  | 0.0000% | $125943808.00      | $57737.29          | Agency Mortgage-Backed Securities |
| GNMA                             | 2044-03-16      | 5.5000%  | 0.0000% | $34904000.00       | $245735.29         | Agency Mortgage-Backed Securities |
| GNMA                             | 2044-03-20      | 2.4829%  | 0.0000% | $215529728.00      | $866368.18         | Agency Mortgage-Backed Securities |
| GNMA                             | 2044-04-20      | 1.8329%  | 0.0000% | $18889000.00       | $110565.70         | Agency Mortgage-Backed Securities |
| GNMA                             | 2044-07-16      | 5.5000%  | 0.0000% | $109284992.00      | $775205.08         | Agency Mortgage-Backed Securities |
| GNMA                             | 2045-10-20      | 1.9829%  | 0.0000% | $54851264.00       | $449457.52         | Agency Mortgage-Backed Securities |
| GNMA                             | 2057-07-16      | 0.2875%  | 0.0000% | $135005000.00      | $357553.15         | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-10-16      | 0.2774%  | 0.0000% | $100000000.00      | $459057.39         | Agency Mortgage-Backed Securities |
| GNMA                             | 2058-12-16      | 0.6585%  | 0.0000% | $61467328.00       | $734463.35         | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-11-16      | 0.6626%  | 0.0000% | $38350000.00       | $219382.52         | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-10-16      | 0.6453%  | 0.0000% | $88723072.00       | $1028691.34        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-05-16      | 0.7484%  | 0.0000% | $190534656.00      | $2185952.82        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-04-16      | 0.5255%  | 0.0000% | $210316288.00      | $504132.03         | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-05-16      | 0.6291%  | 0.0000% | $119626240.00      | $1026199.30        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-07-16      | 0.7050%  | 0.0000% | $120451200.00      | $1018183.39        | Agency Mortgage-Backed Securities |
| GNMA                             | 2046-01-20      | 1.9229%  | 0.0000% | $30193344.00       | $253455.63         | Agency Mortgage-Backed Securities |
| GNMA                             | 2046-01-20      | 2.1362%  | 0.0000% | $17474880.00       | $102009.50         | Agency Mortgage-Backed Securities |
| GNMA                             | 2058-06-16      | 0.5131%  | 0.0000% | $74964480.00       | $608495.85         | Agency Mortgage-Backed Securities |
| GNMA                             | 2057-01-16      | 0.5917%  | 0.0000% | $21924000.00       | $101053.33         | Agency Mortgage-Backed Securities |
| GNMA                             | 2057-12-16      | 0.6233%  | 0.0000% | $65773696.00       | $364857.40         | Agency Mortgage-Backed Securities |
| GNMA                             | 2046-04-20      | 2.2829%  | 0.0000% | $36853056.00       | $322360.56         | Agency Mortgage-Backed Securities |
| GNMA                             | 2047-07-16      | 2.5105%  | 0.0000% | $52958656.00       | $964162.11         | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-10-16      | 0.5672%  | 0.0000% | $134004992.00      | $1795095.13        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-12-16      | 0.3751%  | 0.0000% | $113007488.00      | $817451.68         | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-05-16      | 0.6849%  | 0.0000% | $25344320.00       | $210685.38         | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-07-16      | 0.6751%  | 0.0000% | $80019328.00       | $969333.78         | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-07-16      | 0.6586%  | 0.0000% | $92958464.00       | $880970.76         | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-12-16      | 0.7341%  | 0.0000% | $145655552.00      | $2748010.48        | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-09-16      | 0.5815%  | 0.0000% | $80012800.00       | $1407942.54        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-09-16      | 0.8509%  | 0.0000% | $12200000.00       | $563253.44         | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-07-16      | 1.0504%  | 0.0000% | $65512064.00       | $2190928.17        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-07-16      | 1.2020%  | 0.0000% | $63829952.00       | $2637756.07        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-07-16      | 0.8727%  | 0.0000% | $245000000.00      | $11205140.32       | Agency Mortgage-Backed Securities |
| GNMA                             | 2048-03-20      | 5.0000%  | 0.0000% | $15067800.00       | $282289.58         | Agency Mortgage-Backed Securities |
| GNMA                             | 2042-07-16      | 0.0500%  | 0.0000% | $7999488.00        | $5289.05           | Agency Mortgage-Backed Securities |
| GNMA                             | 2048-09-20      | 2.4829%  | 0.0000% | $10613104.00       | $145488.99         | Agency Mortgage-Backed Securities |
| GNMA                             | 2048-10-20      | 2.4829%  | 0.0000% | $39736704.00       | $663554.72         | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-12-16      | 0.8860%  | 0.0000% | $100000000.00      | $5636622.21        | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-08-16      | 0.8672%  | 0.0000% | $303501000.00      | $15282402.25       | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-10-16      | 0.9897%  | 0.0000% | $9350000.00        | $474004.48         | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-07-16      | 0.4329%  | 0.0000% | $175000000.00      | $6635366.16        | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-07-16      | 0.6364%  | 0.0000% | $350000000.00      | $17242684.25       | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-06-16      | 0.7020%  | 0.0000% | $125925888.00      | $6702676.89        | Agency Mortgage-Backed Securities |
| GNMA                             | 2067-05-16      | 5.0000%  | 0.0000% | $3000000.00        | $2927733.58        | Agency Mortgage-Backed Securities |
| GNMA                             | 2067-05-16      | 0.5515%  | 0.0000% | $56000000.00       | $3061194.65        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-06-20      | 0.0800%  | 0.0000% | $5000000.00        | $5043.32           | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-06-20      | 2.1749%  | 0.0000% | $41441984.00       | $2243082.39        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 0.8249%  | 0.0000% | $1000000000.00     | $10525832.12       | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 5.5000%  | 0.0000% | $2358996.00        | $2480146.63        | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-08-20      | 2.3749%  | 0.0000% | $123399552.00      | $6834937.04        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 7.0000%  | 0.0000% | $16775648.00       | $1235099.63        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-09-20      | 1.7749%  | 0.0000% | $59192448.00       | $3030200.26        | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-03-20      | 2.3829%  | 0.0000% | $19007904.00       | $343707.17         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-08-20      | 0.0000%  | 0.0000% | $24997888.00       | $14664.08          | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-08-20      | 2.4129%  | 0.0000% | $64086528.00       | $512280.90         | Agency Mortgage-Backed Securities |
| GNMA                             | 2047-01-20      | 4.5000%  | 0.0000% | $6880000.00        | $124020.54         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-06-20      | 0.0000%  | 0.0000% | $62312128.00       | $97968.10          | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-09-20      | 0.0000%  | 0.0000% | $41515456.00       | $241998.67         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-07-20      | 3.1510%  | 0.0000% | $25439080.00       | $901599.84         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-09-20      | 0.0000%  | 0.0000% | $110000000.00      | $578537.02         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-11-20      | 3.5000%  | 0.0000% | $44701056.00       | $3834121.24        | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-11-20      | 0.0000%  | 0.0000% | $52620032.00       | $482974.63         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-06-20      | 0.0629%  | 0.0000% | $218063872.00      | $509062.51         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-01-20      | 0.0000%  | 0.0000% | $8691216.00        | $69260.15          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-06-20      | 3.0000%  | 0.0000% | $4519840.00        | $2865347.86        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-07-20      | 3.0000%  | 0.0000% | $22158080.00       | $2467716.75        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-07-20      | 2.5829%  | 0.0000% | $10440192.00       | $774613.05         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-20      | 2.5829%  | 0.0000% | $25000000.00       | $2119869.67        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-20      | 0.0500%  | 0.0000% | $105852928.00      | $59093.87          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-20      | 0.0300%  | 0.0000% | $77742080.00       | $34448.58          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-10-20      | 0.0000%  | 0.0000% | $249999352.00      | $148129.23         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-11-20      | 0.0000%  | 0.0000% | $99991552.00       | $21287.03          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 0.0500%  | 0.0000% | $235741184.00      | $165832.68         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 0.0000%  | 0.0000% | $334381056.00      | $63949.37          | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-01-20      | 0.0000%  | 0.0000% | $174129152.00      | $82349.80          | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-02-20      | 2.3829%  | 0.0000% | $54609408.00       | $3376557.01        | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-11-20      | 0.0500%  | 0.0000% | $49999872.00       | $32670.80          | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-02-20      | 0.0000%  | 0.0000% | $49987584.00       | $9032.73           | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-05-20      | 0.0000%  | 0.0000% | $61177216.00       | $241094.01         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-10-20      | 0.0000%  | 0.0000% | $29999104.00       | $20145.68          | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-03-20      | 0.7249%  | 0.0000% | $25000000.00       | $338997.49         | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-05-20      | 0.0000%  | 0.0000% | $49995775.00       | $26720.54          | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-07-20      | 0.0000%  | 0.0000% | $50000000.00       | $231162.94         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-04-20      | 0.0700%  | 0.0000% | $147320832.00      | $126627.57         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-04-20      | 4.4051%  | 0.0000% | $26000000.00       | $18854740.07       | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-05-20      | 4.6251%  | 0.0000% | $100000000.00      | $33039072.05       | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-05-20      | 0.0500%  | 0.0000% | $99999744.00       | $68186.04          | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-07-20      | 2.3249%  | 0.0000% | $100000000.00      | $1842511.17        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-01-20      | 0.0000%  | 0.0000% | $1170000.00        | $623801.08         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-10-20      | 0.0500%  | 0.0000% | $49995776.00       | $22850.40          | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 2.0249%  | 0.0000% | $25000000.00       | $680074.13         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 2.7749%  | 0.0000% | $48333312.00       | $1903625.21        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 2.0749%  | 0.0000% | $74014208.00       | $980696.57         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-01-20      | 2.1749%  | 0.0000% | $50466480.00       | $2617806.06        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-02-20      | 1.5749%  | 0.0000% | $56000000.00       | $2012965.98        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-02-20      | 3.3749%  | 0.0000% | $32781440.00       | $791053.52         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-02-20      | 2.5249%  | 0.0000% | $30870944.00       | $1089320.31        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-02-20      | 1.9249%  | 0.0000% | $20000000.00       | $516978.70         | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-02-20      | 3.4249%  | 0.0000% | $53190912.00       | $1736487.54        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-04-20      | 1.6249%  | 0.0000% | $52000000.00       | $1369228.44        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 1.9249%  | 0.0000% | $30000000.00       | $919386.82         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 3.5249%  | 0.0000% | $47100928.00       | $2521377.41        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 1.7249%  | 0.0000% | $100000000.00      | $3396752.84        | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-05-20      | 1.7749%  | 0.0000% | $65351680.00       | $1640999.18        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-06-20      | 3.6749%  | 0.0000% | $39628160.00       | $2688973.66        | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-05-20      | 2.4749%  | 0.0000% | $56990268.00       | $1165696.75        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-06-20      | 6.5000%  | 0.0000% | $11432288.00       | $528664.13         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-08-20      | 3.0249%  | 0.0000% | $57307584.00       | $2596804.65        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-08-20      | 1.6749%  | 0.0000% | $50000000.00       | $1470352.12        | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-09-20      | 2.3749%  | 0.0000% | $65730048.00       | $1584535.76        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-09-20      | 1.1749%  | 0.0000% | $76260080.00       | $2877136.55        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-11-20      | 1.6749%  | 0.0000% | $82806528.00       | $1861008.52        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-11-20      | 2.3249%  | 0.0000% | $83339136.00       | $2776898.24        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-11-20      | 1.6249%  | 0.0000% | $170000000.00      | $6313887.64        | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-10-20      | 1.9249%  | 0.0000% | $50441600.00       | $772018.13         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-20      | 1.8549%  | 0.0000% | $98816640.00       | $3751455.75        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-20      | 2.4249%  | 0.0000% | $102250624.00      | $2650579.88        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-11-20      | 0.6949%  | 0.0000% | $250000000.00      | $2014705.48        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-11-20      | 2.3749%  | 0.0000% | $49828352.00       | $2545939.77        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 3.5249%  | 0.0000% | $44680080.00       | $1405042.65        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 1.5749%  | 0.0000% | $109573376.00      | $1462699.99        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-12-20      | 2.4249%  | 0.0000% | $100000000.00      | $5452923.34        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 2.8249%  | 0.0000% | $84612480.00       | $4978330.83        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-12-20      | 3.0249%  | 0.0000% | $92045312.00       | $5690374.81        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 2.4249%  | 0.0000% | $20000000.00       | $437403.26         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-12-20      | 1.6749%  | 0.0000% | $50000000.00       | $558244.24         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-12-20      | 0.9749%  | 0.0000% | $49999999.00       | $994389.54         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-12-20      | 1.4249%  | 0.0000% | $40000000.00       | $1334498.03        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 2.9949%  | 0.0000% | $75000000.00       | $2014987.95        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-02-20      | 0.1000%  | 0.0000% | $32641024.00       | $32251.72          | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 1.6249%  | 0.0000% | $40000000.00       | $1516361.78        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-12-20      | 2.9249%  | 0.0000% | $114668288.00      | $5475132.80        | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-02-20      | 2.3249%  | 0.0000% | $141569024.00      | $3726213.28        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-02-20      | 2.9249%  | 0.0000% | $35000000.00       | $900471.79         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-07-20      | 0.0500%  | 0.0000% | $99999744.00       | $36847.44          | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-07-20      | 0.1000%  | 0.0000% | $99999744.00       | $73585.29          | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-02-20      | 0.6249%  | 0.0000% | $500000000.00      | $3553977.61        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-02-20      | 1.6249%  | 0.0000% | $75000000.00       | $866118.48         | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-02-20      | 5.0000%  | 0.0000% | $998564.00         | $929200.46         | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-03-20      | 1.7749%  | 0.0000% | $63235968.00       | $3307215.96        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-10-20      | 3.5749%  | 0.0000% | $71039104.00       | $7919560.41        | Agency Mortgage-Backed Securities |

### Security 112: TD Securities (USA) LLC Tri Party repo

- **C.1 - Title:** TD Securities (USA) LLC Tri Party repo 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 971XCT007, C.3 - LEI: 5493006RJSLS5DA4PD75, C.5 - Other ID: 971XCT007_3.62_0601
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2048-12-20      | 4.4171%  | 0.0000% | $30000000.00       | $4708774.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-11-16      | 4.5000%  | 0.0000% | $10000000.00       | $9310058.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $255000.00         | $249929.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 4.7500%  | 0.0000% | $904870.00         | $821859.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 4.7500%  | 0.0000% | $643205.00         | $580747.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 2.5000%  | 0.0000% | $20000000.00       | $1513796.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.0000%  | 0.0000% | $7105728.00        | $3832874.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 4.5000%  | 0.0000% | $211876.00         | $180858.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 4.7500%  | 0.0000% | $689364.00         | $607449.94         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 4.5000%  | 0.0000% | $207500.00         | $176223.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $150000.00         | $160772.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 5.0000%  | 0.0000% | $2428854.00        | $2730086.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $5831743.00        | $5933720.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $750000.00         | $770273.00         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $10000000.00       | $10280706.67       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $650000.00         | $666453.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 6.0000%  | 0.0000% | $1500000.00        | $1544246.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 6.0000%  | 0.0000% | $1000000.00        | $1021508.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 3.0000%  | 0.0000% | $2814353.00        | $2500594.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 3.0000%  | 0.0000% | $1687874.00        | $1272985.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.6751%  | 0.0000% | $20000000.00       | $11013938.93       | Agency Mortgage-Backed Securities |
| GNMA          | 2045-12-20      | 2.6250%  | 0.0000% | $1213832.00        | $985900.32         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 4.5000%  | 0.0000% | $665500.00         | $589902.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 4.7500%  | 0.0000% | $163233.00         | $150288.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $50000.00          | $50283.69          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $5236164.00        | $3086664.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $7169228.00        | $6804874.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $1785000.00        | $1518317.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $10660468.00       | $10001045.12       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $819250.00         | $694920.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $490000.00         | $415654.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $5143095.00        | $4862787.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $4599000.00        | $4510450.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $5571753.00        | $5235793.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $416629.00         | $291915.32         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $1251809.00        | $1067435.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $11848907.00       | $11240938.73       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $100000.00         | $71269.80          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 4.5000%  | 0.0000% | $2958627.00        | $2776748.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 4.2500%  | 0.0000% | $6934191.00        | $6649583.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $5492000.00        | $5557550.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $100000.00         | $96292.63          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $7436417.00        | $7521827.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $100000.00         | $105831.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $5454719.00        | $4015005.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 4.5000%  | 0.0000% | $1774000.00        | $1530396.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 4.5000%  | 0.0000% | $1351000.00        | $1189644.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 4.4751%  | 0.0000% | $9381000.00        | $9277976.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 4.0000%  | 0.0000% | $1131000.00        | $896551.74         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 4.5000%  | 0.0000% | $5084000.00        | $4604517.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $50000.00          | $46072.88          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $50000.00          | $46060.66          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 4.5000%  | 0.0000% | $115000.00         | $79230.32          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 4.5000%  | 0.0000% | $50600.00          | $34862.05          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $10196548.00       | $4850160.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 4.0000%  | 0.0000% | $11626203.00       | $9617103.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 4.5000%  | 0.0000% | $50000.00          | $31777.37          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-06-20      | 4.0000%  | 0.0000% | $1819000.00        | $1743065.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 4.0000%  | 0.0000% | $3248856.00        | $2520516.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 4.7500%  | 0.0000% | $55000.00          | $37175.07          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 4.7500%  | 0.0000% | $75889.00          | $51423.45          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $246000.00         | $238252.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $2837115.00        | $1996328.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 4.5000%  | 0.0000% | $1252500.00        | $1060873.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $12605000.00       | $11664601.67       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 4.7500%  | 0.0000% | $1287000.00        | $1131352.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $75000.00          | $80407.92          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $8903267.00        | $8585310.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $21000.00          | $22380.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $3458048.00        | $3395400.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 4.7500%  | 0.0000% | $1162223.00        | $1089414.89        | Agency Mortgage-Backed Securities |

### Security 113: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 976WZB909, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 976WZB909_3.63_0605
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2032-02-01      | 3.0000%  | 0.0000% | $2155000.00        | $282260.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-01-01      | 3.0000%  | 0.0000% | $9660000.00        | $2651396.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-07-01      | 2.5000%  | 0.0000% | $3505000.00        | $1186663.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-07-01      | 3.5000%  | 0.0000% | $54536.00          | $45626.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-01-01      | 5.8750%  | 0.0000% | $7950000.00        | $71757.79          | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-08-01      | 3.6100%  | 0.0000% | $2788000.00        | $2710428.86        | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-06-01      | 7.5000%  | 0.0000% | $35889128.00       | $13291.91          | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-02-01      | 4.5000%  | 0.0000% | $8377000.00        | $622860.23         | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-05-01      | 5.5000%  | 0.0000% | $144999936.00      | $2535314.87        | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-12-01      | 3.5000%  | 0.0000% | $300000.00         | $21781.48          | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-10-01      | 6.5000%  | 0.0000% | $2863000.00        | $52667.83          | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-05-01      | 6.0000%  | 0.0000% | $4028164.00        | $61486.51          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-07-01      | 6.0000%  | 0.0000% | $2500324.00        | $2346165.01        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 4.5000%  | 0.0000% | $3610088.00        | $3422006.54        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 5.5000%  | 0.0000% | $9351696.00        | $8762735.48        | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-11-01      | 2.0000%  | 0.0000% | $92000.00          | $11247.38          | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-03-01      | 5.8600%  | 0.0000% | $250000.00         | $11583.35          | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-06-01      | 3.3700%  | 0.0000% | $856178.00         | $768032.72         | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-02-01      | 4.0000%  | 0.0000% | $828224.00         | $122963.86         | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-06-01      | 4.1100%  | 0.0000% | $7957000.00        | $7953862.29        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-12-01      | 3.0000%  | 0.0000% | $1650000.00        | $1057240.28        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-10-01      | 4.5000%  | 0.0000% | $919713.00         | $352765.26         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-05-01      | 3.0000%  | 0.0000% | $20000.00          | $13782.40          | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-12-01      | 6.0000%  | 0.0000% | $2437132.00        | $2116739.30        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-01-01      | 4.5000%  | 0.0000% | $1379492.00        | $1323143.15        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-04-01      | 5.0000%  | 0.0000% | $2912536.00        | $2273834.70        | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-04-01      | 4.9300%  | 0.0000% | $6400000.00        | $6537679.64        | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-06-01      | 4.8300%  | 0.0000% | $50294000.00       | $49917157.24       | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-09-01      | 2.5000%  | 0.0000% | $535000.00         | $253668.90         | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-03-01      | 5.0000%  | 0.0000% | $3523452.00        | $3485185.75        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-05-01      | 6.0000%  | 0.0000% | $1160930.00        | $1209475.06        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-05-01      | 5.5000%  | 0.0000% | $8987549.00        | $9094129.18        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-05-01      | 4.5000%  | 0.0000% | $1699884.00        | $1637549.25        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-02-01      | 4.0000%  | 0.0000% | $30950432.00       | $28142698.53       | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-05-01      | 2.5000%  | 0.0000% | $40784300.00       | $17532489.18       | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-10-01      | 2.0000%  | 0.0000% | $29693.00          | $9955.12           | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 6.5000%  | 0.0000% | $8893000.00        | $6701009.21        | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-08-01      | 4.9950%  | 0.0000% | $2300000.00        | $73202.52          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-04-01      | 4.5000%  | 0.0000% | $798500.00         | $617558.81         | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-03-01      | 4.5000%  | 0.0000% | $14805184.00       | $14108964.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $10650000.00       | $10174998.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-04-01      | 4.5000%  | 0.0000% | $2276008.00        | $2192549.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-06-01      | 5.0000%  | 0.0000% | $11652288.00       | $11520091.50       | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Master Trust

**Date:** 2026-06-05

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

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

**Title of Signing Officer:** Vice President