# EDGAR Filing Document

**Accession Number:** 0001403166
**File Stem:** 0001410368-25-021472
**Filing Date:** 2025-11
**Character Count:** 183651
**Document Hash:** 9090887875894934380b888cad2ad566
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-021472.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001410368-25-021472

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**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:** 251461862

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-10-31

**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:** 37 days

- **WAL:** 103 days

- **Total Value of Portfolio Securities:** $25666660057.61

- **Amortized Cost of Portfolio Securities:** $25664018621.85

- **Cash:** $987796147.25

- **Total Other Assets:** $23015004.15

- **Total Liabilities:** $390758010.69

- **Net Assets of Series:** $26284071762.56

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $17888422274.85           | $19570459741.03            | 72.9700%                  | 79.8400%                   |
| 2025-10-02 | $17880198899.95           | $19562325297.21            | 72.9600%                  | 79.8300%                   |
| 2025-10-03 | $18140457686.41           | $19570825892.14            | 73.9900%                  | 79.8200%                   |
| 2025-10-06 | $18329075730.29           | $19885030314.35            | 73.4500%                  | 79.6900%                   |
| 2025-10-07 | $18332657526.20           | $19888707292.58            | 73.4500%                  | 79.6900%                   |
| 2025-10-08 | $18540651850.10           | $19969895287.55            | 73.7800%                  | 79.4700%                   |
| 2025-10-09 | $18606563655.94           | $19999927210.40            | 74.2200%                  | 79.7800%                   |
| 2025-10-10 | $18292091228.98           | $19685598987.34            | 73.8800%                  | 79.5100%                   |
| 2025-10-13 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2025-10-14 | $19031707173.89           | $20256714467.10            | 75.1300%                  | 79.9700%                   |
| 2025-10-15 | $19135715975.15           | $20360846485.88            | 75.2400%                  | 80.0600%                   |
| 2025-10-16 | $19816290536.55           | $20776552885.19            | 76.6600%                  | 80.3800%                   |
| 2025-10-17 | $20306672561.58           | $21131038953.76            | 77.4200%                  | 80.5600%                   |
| 2025-10-20 | $20627178773.92           | $21703111666.45            | 77.3100%                  | 81.3400%                   |
| 2025-10-21 | $20617254491.12           | $21560310503.47            | 77.3300%                  | 80.8600%                   |
| 2025-10-22 | $20737397227.73           | $21680541407.21            | 77.2000%                  | 80.7100%                   |
| 2025-10-23 | $20038013445.59           | $20981234948.34            | 76.5900%                  | 80.2000%                   |
| 2025-10-24 | $20346147832.03           | $21173501659.25            | 77.1900%                  | 80.3300%                   |
| 2025-10-27 | $20519604415.89           | $21472380551.04            | 76.6100%                  | 80.1700%                   |
| 2025-10-28 | $20215173469.99           | $21168049865.54            | 75.9900%                  | 79.5700%                   |
| 2025-10-29 | $20628140130.51           | $21581124719.53            | 76.3500%                  | 79.8800%                   |
| 2025-10-30 | $20228951508.30           | $21181980654.68            | 75.6300%                  | 79.2000%                   |
| 2025-10-31 | $20253385928.21           | $21080518584.75            | 75.9200%                  | 79.0200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 0.0000%             |
| 2025-10-02 | 0.0000%             |
| 2025-10-03 | 0.0000%             |
| 2025-10-06 | 0.0000%             |
| 2025-10-07 | 0.0000%             |
| 2025-10-08 | 0.0000%             |
| 2025-10-09 | 0.0000%             |
| 2025-10-10 | 0.0000%             |
| 2025-10-13 | 0.0000%             |
| 2025-10-14 | 0.0000%             |
| 2025-10-15 | 0.0000%             |
| 2025-10-16 | 0.0000%             |
| 2025-10-17 | 0.0000%             |
| 2025-10-20 | 0.0000%             |
| 2025-10-21 | 0.0000%             |
| 2025-10-22 | 0.0000%             |
| 2025-10-23 | 0.0000%             |
| 2025-10-24 | 0.0000%             |
| 2025-10-27 | 0.0000%             |
| 2025-10-28 | 0.0000%             |
| 2025-10-29 | 0.0000%             |
| 2025-10-30 | 0.0000%             |
| 2025-10-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 0.0000                      |
|  |  |
| 2025-10-02 | 0.0000                      |
|  |  |
| 2025-10-03 | 0.0000                      |
|  |  |
| 2025-10-06 | 0.0000                      |
|  |  |
| 2025-10-07 | 0.0000                      |
|  |  |
| 2025-10-08 | 0.0000                      |
|  |  |
| 2025-10-09 | 0.0000                      |
|  |  |
| 2025-10-10 | 0.0000                      |
|  |  |
| 2025-10-13 | 0.0000                      |
|  |  |
| 2025-10-14 | 0.0000                      |
|  |  |
| 2025-10-15 | 0.0000                      |
|  |  |
| 2025-10-16 | 0.0000                      |
|  |  |
| 2025-10-17 | 0.0000                      |
|  |  |
| 2025-10-20 | 0.0000                      |
|  |  |
| 2025-10-21 | 0.0000                      |
|  |  |
| 2025-10-22 | 0.0000                      |
|  |  |
| 2025-10-23 | 0.0000                      |
|  |  |
| 2025-10-24 | 0.0000                      |
|  |  |
| 2025-10-27 | 0.0000                      |
|  |  |
| 2025-10-28 | 0.0000                      |
|  |  |
| 2025-10-29 | 0.0000                      |
|  |  |
| 2025-10-30 | 0.0000                      |
|  |  |
| 2025-10-31 | 0.0000                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $26284071762.56

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.0000          |
|  |  |
| 2025-10-02 | 0.0000          |
|  |  |
| 2025-10-03 | 0.0000          |
|  |  |
| 2025-10-06 | 0.0000          |
|  |  |
| 2025-10-07 | 0.0000          |
|  |  |
| 2025-10-08 | 0.0000          |
|  |  |
| 2025-10-09 | 0.0000          |
|  |  |
| 2025-10-10 | 0.0000          |
|  |  |
| 2025-10-13 | 0.0000          |
|  |  |
| 2025-10-14 | 0.0000          |
|  |  |
| 2025-10-15 | 0.0000          |
|  |  |
| 2025-10-16 | 0.0000          |
|  |  |
| 2025-10-17 | 0.0000          |
|  |  |
| 2025-10-20 | 0.0000          |
|  |  |
| 2025-10-21 | 0.0000          |
|  |  |
| 2025-10-22 | 0.0000          |
|  |  |
| 2025-10-23 | 0.0000          |
|  |  |
| 2025-10-24 | 0.0000          |
|  |  |
| 2025-10-27 | 0.0000          |
|  |  |
| 2025-10-28 | 0.0000          |
|  |  |
| 2025-10-29 | 0.0000          |
|  |  |
| 2025-10-30 | 0.0000          |
|  |  |
| 2025-10-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $0.00                     | $0.00                   |
| 2025-10-02 | $0.00                     | $0.00                   |
| 2025-10-03 | $0.00                     | $0.00                   |
| 2025-10-06 | $0.00                     | $0.00                   |
| 2025-10-07 | $0.00                     | $0.00                   |
| 2025-10-08 | $0.00                     | $0.00                   |
| 2025-10-09 | $0.00                     | $0.00                   |
| 2025-10-10 | $0.00                     | $0.00                   |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $0.00                   |
| 2025-10-15 | $0.00                     | $0.00                   |
| 2025-10-16 | $0.00                     | $0.00                   |
| 2025-10-17 | $0.00                     | $0.00                   |
| 2025-10-20 | $0.00                     | $0.00                   |
| 2025-10-21 | $0.00                     | $0.00                   |
| 2025-10-22 | $0.00                     | $0.00                   |
| 2025-10-23 | $0.00                     | $0.00                   |
| 2025-10-24 | $0.00                     | $0.00                   |
| 2025-10-27 | $0.00                     | $0.00                   |
| 2025-10-28 | $0.00                     | $0.00                   |
| 2025-10-29 | $0.00                     | $0.00                   |
| 2025-10-30 | $0.00                     | $0.00                   |
| 2025-10-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 0.0000%           |
| 2025-10-02 | 0.0000%           |
| 2025-10-03 | 0.0000%           |
| 2025-10-06 | 0.0000%           |
| 2025-10-07 | 0.0000%           |
| 2025-10-08 | 0.0000%           |
| 2025-10-09 | 0.0000%           |
| 2025-10-10 | 0.0000%           |
| 2025-10-13 | 0.0000%           |
| 2025-10-14 | 0.0000%           |
| 2025-10-15 | 0.0000%           |
| 2025-10-16 | 0.0000%           |
| 2025-10-17 | 0.0000%           |
| 2025-10-20 | 0.0000%           |
| 2025-10-21 | 0.0000%           |
| 2025-10-22 | 0.0000%           |
| 2025-10-23 | 0.0000%           |
| 2025-10-24 | 0.0000%           |
| 2025-10-27 | 0.0000%           |
| 2025-10-28 | 0.0000%           |
| 2025-10-29 | 0.0000%           |
| 2025-10-30 | 0.0000%           |
| 2025-10-31 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2PY5, C.4 - ISIN: US3130B2PY55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64031002.88
- **C.18.a - Value (excl. sponsor support):** $64031002.88
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53U0, C.4 - ISIN: US3130B53U06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $153147028.89
- **C.18.a - Value (excl. sponsor support):** $153147028.89
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **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):** $69019558.05
- **C.18.a - Value (excl. sponsor support):** $69019558.05
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **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):** $104030370.08
- **C.18.a - Value (excl. sponsor support):** $104030370.08
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **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):** $103030078.06
- **C.18.a - Value (excl. sponsor support):** $103030078.06
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YZ5, C.4 - ISIN: US3130B5YZ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $68996590.71
- **C.18.a - Value (excl. sponsor support):** $68996590.71
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z27, C.4 - ISIN: US3130B5Z274, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69017482.53
- **C.18.a - Value (excl. sponsor support):** $69017482.53
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z43, C.4 - ISIN: US3130B5Z431, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133007288.40
- **C.18.a - Value (excl. sponsor support):** $133007288.40
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **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):** $103040072.15
- **C.18.a - Value (excl. sponsor support):** $103040072.15
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZT8, C.4 - ISIN: US3130B5ZT81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $101994944.88
- **C.18.a - Value (excl. sponsor support):** $101994944.88
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $102030088.98
- **C.18.a - Value (excl. sponsor support):** $102030088.98
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7R48, C.4 - ISIN: US3130B7R483, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $127006686.55
- **C.18.a - Value (excl. sponsor support):** $127006686.55
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.220000%
- **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):** $87987000.64
- **C.18.a - Value (excl. sponsor support):** $87987000.64
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.220000%
- **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):** $88004517.04
- **C.18.a - Value (excl. sponsor support):** $88004517.04
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.065000%
- **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):** $131998000.20
- **C.18.a - Value (excl. sponsor support):** $131998000.20
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BT8, C.4 - ISIN: US3130B8BT86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125998939.08
- **C.18.a - Value (excl. sponsor support):** $125998939.08
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.065000%
- **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):** $126998108.97
- **C.18.a - Value (excl. sponsor support):** $126998108.97
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.070000%
- **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):** $126997739.40
- **C.18.a - Value (excl. sponsor support):** $126997739.40
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.100000%
- **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):** $67000000.00
- **C.18.a - Value (excl. sponsor support):** $67000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125959469.58
- **C.18.a - Value (excl. sponsor support):** $125959469.58
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PT7, C.4 - ISIN: US313385PT77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124651527.50
- **C.18.a - Value (excl. sponsor support):** $124651527.50
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **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? Yes, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QC3, C.4 - ISIN: US313385QC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125534500.56
- **C.18.a - Value (excl. sponsor support):** $125534500.56
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $251691428.34
- **C.18.a - Value (excl. sponsor support):** $251691428.34
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QZ2, C.4 - ISIN: US313385QZ29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125255200.14
- **C.18.a - Value (excl. sponsor support):** $125255200.14
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385RG3
- **C.18 - Value (incl. sponsor support):** $372499687.50
- **C.18.a - Value (excl. sponsor support):** $372499687.50
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121134918.74
- **C.18.a - Value (excl. sponsor support):** $121134918.74
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385RW8
- **C.18 - Value (incl. sponsor support):** $122989502.92
- **C.18.a - Value (excl. sponsor support):** $122989502.92
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **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 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: 313385SC1, C.4 - ISIN: US313385SC16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121919547.09
- **C.18.a - Value (excl. sponsor support):** $121919547.09
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385SD9, C.4 - ISIN: US313385SD98, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385SD9
- **C.18 - Value (incl. sponsor support):** $126862080.00
- **C.18.a - Value (excl. sponsor support):** $126862080.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **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 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: 313385SJ6, C.4 - ISIN: US313385SJ68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242692303.35
- **C.18.a - Value (excl. sponsor support):** $242692303.35
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **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 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: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249573030.84
- **C.18.a - Value (excl. sponsor support):** $249573030.84
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **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 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: 313385TA4, C.4 - ISIN: US313385TA41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122634707.92
- **C.18.a - Value (excl. sponsor support):** $122634707.92
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385TH9
- **C.18 - Value (incl. sponsor support):** $252993423.36
- **C.18.a - Value (excl. sponsor support):** $252993423.36
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **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 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: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120528798.34
- **C.18.a - Value (excl. sponsor support):** $120528798.34
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **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 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: 313385TM8, C.4 - ISIN: US313385TM88, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385TM8
- **C.18 - Value (incl. sponsor support):** $124467349.86
- **C.18.a - Value (excl. sponsor support):** $124467349.86
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **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 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: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123275156.25
- **C.18.a - Value (excl. sponsor support):** $123275156.25
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385VH6
- **C.18 - Value (incl. sponsor support):** $123930800.28
- **C.18.a - Value (excl. sponsor support):** $123930800.28
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100054556.00
- **C.18.a - Value (excl. sponsor support):** $100054556.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **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):** $62997837.21
- **C.18.a - Value (excl. sponsor support):** $62997837.21
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.165000%
- **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):** $63995943.04
- **C.18.a - Value (excl. sponsor support):** $63995943.04
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.130000%
- **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):** $28006689.76
- **C.18.a - Value (excl. sponsor support):** $28006689.76
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69011137.98
- **C.18.a - Value (excl. sponsor support):** $69011137.98
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **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):** $68017090.44
- **C.18.a - Value (excl. sponsor support):** $68017090.44
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEL7, C.4 - ISIN: US3133ETEL71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80015605.60
- **C.18.a - Value (excl. sponsor support):** $80015605.60
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.155000%
- **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):** $94997739.95
- **C.18.a - Value (excl. sponsor support):** $94997739.95
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **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):** $22009461.32
- **C.18.a - Value (excl. sponsor support):** $22009461.32
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.155000%
- **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):** $78996795.76
- **C.18.a - Value (excl. sponsor support):** $78996795.76
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQ67, C.4 - ISIN: US3133ETQ678, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $126997959.11
- **C.18.a - Value (excl. sponsor support):** $126997959.11
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45599P007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 45599P007_4.15_1103
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 5.7100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA                             | 2040-09-01      | 6.0000%  | 0.0000% | $1271500.00        | $1307364.17        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 3.0000%  | 0.0000% | $11269488.00       | $7962257.95        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-01      | 3.5000%  | 0.0000% | $2430000.00        | $1791237.79        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-01      | 3.5000%  | 0.0000% | $479346.00         | $345195.43         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-07-01      | 4.0000%  | 0.0000% | $500000.00         | $407287.62         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-08-01      | 3.5000%  | 0.0000% | $1227112.00        | $1034132.26        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-01      | 4.0000%  | 0.0000% | $91232.00          | $71044.19          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 4.0000%  | 0.0000% | $127863.00         | $117129.71         | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-01-01      | 7.5000%  | 0.0000% | $1503536.00        | $572659.34         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-06-01      | 5.0000%  | 0.0000% | $469305.00         | $450159.83         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 5.5000%  | 0.0000% | $125370.00         | $105176.78         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 5.5000%  | 0.0000% | $8967088.00        | $7665337.20        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 5.0000%  | 0.0000% | $11401200.00       | $9878103.17        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 5.5000%  | 0.0000% | $3950492.00        | $3446216.48        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-09-01      | 5.5000%  | 0.0000% | $2291816.00        | $1910911.33        | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-04-01      | 4.4750%  | 0.0000% | $25164600.00       | $25617038.55       | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-02-01      | 4.7200%  | 0.0000% | $49830000.00       | $51084935.31       | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-08-01      | 4.3000%  | 0.0000% | $8161300.00        | $8237994.45        | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-09-01      | 4.3900%  | 0.0000% | $21348000.00       | $21633920.87       | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-08-01      | 2.5000%  | 0.0000% | $49000.00          | $19913.47          | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-11-01      | 3.0000%  | 0.0000% | $461000.00         | $191847.60         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-12-01      | 1.5000%  | 0.0000% | $4732400.00        | $2185526.10        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-05-01      | 2.5000%  | 0.0000% | $125000.00         | $82211.38          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-01-01      | 3.5000%  | 0.0000% | $1069334.00        | $666926.66         | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-03-01      | 2.5000%  | 0.0000% | $200000.00         | $131814.93         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-03-01      | 3.5000%  | 0.0000% | $1032004.00        | $757493.94         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 2.5000%  | 0.0000% | $885000.00         | $587746.45         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 3.0000%  | 0.0000% | $1628482.00        | $1134292.80        | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-06-01      | 3.0000%  | 0.0000% | $26000.00          | $18264.79          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-01      | 3.5000%  | 0.0000% | $6615000.00        | $4802539.19        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-11-01      | 4.5000%  | 0.0000% | $114956.00         | $97774.01          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 6.5000%  | 0.0000% | $2182828.00        | $1636121.14        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-09-01      | 4.5000%  | 0.0000% | $3015140.00        | $2585334.03        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-11-01      | 6.0000%  | 0.0000% | $2127940.00        | $1970903.10        | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-03-01      | 6.5000%  | 0.0000% | $2938412.00        | $2660211.51        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-03-01      | 5.5000%  | 0.0000% | $28000.00          | $26576.81          | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-10-01      | 6.5000%  | 0.0000% | $2663904.00        | $2578901.06        | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-10-01      | 6.5000%  | 0.0000% | $1959146.00        | $1715537.53        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 4.5000%  | 0.0000% | $90338.00          | $85226.70          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 5.5000%  | 0.0000% | $5020000.00        | $4942060.44        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 6.0000%  | 0.0000% | $26230000.00       | $23807824.88       | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-08-01      | 6.5000%  | 0.0000% | $22726624.00       | $19196128.89       | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-08-01      | 6.5000%  | 0.0000% | $9361152.00        | $8101531.58        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 3.5000%  | 0.0000% | $45317888.00       | $40086719.26       | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-05-01      | 4.0000%  | 0.0000% | $15274848.00       | $14123853.46       | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-03-01      | 5.0000%  | 0.0000% | $19963104.00       | $19028326.60       | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-07-01      | 6.0000%  | 0.0000% | $44640256.00       | $44747270.48       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 5.5000%  | 0.0000% | $74765360.00       | $76794453.53       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-01      | 7.0000%  | 0.0000% | $59686912.00       | $63141849.09       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 5.5000%  | 0.0000% | $34889856.00       | $35254013.94       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-10-01      | 5.5000%  | 0.0000% | $101985408.00      | $104191944.86      | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-01      | 6.5000%  | 0.0000% | $35837824.00       | $38046031.27       | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-12-01      | 3.5000%  | 0.0000% | $39000.00          | $5083.55           | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-08-01      | 4.0000%  | 0.0000% | $626000.00         | $147040.98         | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-12-01      | 4.0000%  | 0.0000% | $143750000.00      | $47761858.11       | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-06-01      | 5.5000%  | 0.0000% | $5988304.00        | $1174559.32        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $434755.00         | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-09-01      | 5.0000%  | 0.0000% | $300000.00         | $92106.07          | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-05-01      | 1.5000%  | 0.0000% | $2225000.00        | $1323579.13        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $54184.86          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-04-01      | 2.5000%  | 0.0000% | $200000.00         | $101945.96         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-06-01      | 2.5000%  | 0.0000% | $65000.00          | $38656.52          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-09-01      | 2.5000%  | 0.0000% | $275000.00         | $164406.67         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-11-01      | 3.0000%  | 0.0000% | $726110.00         | $483498.22         | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-02-01      | 2.5000%  | 0.0000% | $1469408.00        | $889999.86         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-01-01      | 2.0000%  | 0.0000% | $5525000.00        | $3731709.09        | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-09-01      | 2.0000%  | 0.0000% | $4073552.00        | $2064452.83        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-08-01      | 5.0000%  | 0.0000% | $3621372.00        | $2513043.44        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-07-01      | 3.5000%  | 0.0000% | $1965000.00        | $1412813.06        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-09-01      | 2.5000%  | 0.0000% | $2136000.00        | $1496462.21        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-01      | 4.5000%  | 0.0000% | $5000000.00        | $3915076.70        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-09-01      | 4.0000%  | 0.0000% | $1207048.00        | $928876.46         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-08-01      | 4.5000%  | 0.0000% | $7000.00           | $5565.98           | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-10-01      | 2.5000%  | 0.0000% | $95000.00          | $68047.80          | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-02-01      | 2.5000%  | 0.0000% | $86000.00          | $54916.18          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-04-01      | 5.0000%  | 0.0000% | $490000.00         | $384558.38         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $79445.96          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 3.5000%  | 0.0000% | $581407.00         | $463434.62         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-06-01      | 5.5000%  | 0.0000% | $3982508.00        | $3135058.36        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-10-01      | 6.5000%  | 0.0000% | $2300000.00        | $1550125.82        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-01      | 3.0000%  | 0.0000% | $154544.00         | $121120.02         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 3.0000%  | 0.0000% | $112494.00         | $88702.04          | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-08-01      | 3.5000%  | 0.0000% | $12187648.00       | $9737994.32        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-11-01      | 5.0000%  | 0.0000% | $59000.00          | $52143.51          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-02-01      | 5.5000%  | 0.0000% | $15003904.00       | $13870219.33       | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-12-01      | 3.5000%  | 0.0000% | $460000.00         | $370270.86         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-09-01      | 4.5000%  | 0.0000% | $700000.00         | $620703.37         | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-09-01      | 5.5000%  | 0.0000% | $2886120.00        | $2419591.38        | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-08-01      | 1.5000%  | 0.0000% | $30907.00          | $24696.19          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-06-01      | 6.0000%  | 0.0000% | $25510560.00       | $22525496.14       | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-07-01      | 6.0000%  | 0.0000% | $3675676.00        | $3783605.63        | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-12-01      | 3.5000%  | 0.0000% | $100000.00         | $27915.69          | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-09-01      | 5.5000%  | 0.0000% | $114450000.00      | $1766255.94        | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-01-01      | 4.0000%  | 0.0000% | $5470056.00        | $305623.05         | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-03-01      | 2.5000%  | 0.0000% | $360000.00         | $26687.70          | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-09-01      | 4.0000%  | 0.0000% | $28105312.00       | $2029588.79        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-10-01      | 2.0000%  | 0.0000% | $18000.00          | $11433.12          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-10-01      | 2.5000%  | 0.0000% | $408000.00         | $253555.19         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-12-01      | 2.5000%  | 0.0000% | $400000000.00      | $257738341.46      | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-07-01      | 3.0000%  | 0.0000% | $600000.00         | $42708.72          | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-08-01      | 4.5000%  | 0.0000% | $6000000.00        | $332875.13         | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-06-01      | 3.0000%  | 0.0000% | $12000000.00       | $2682183.30        | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-06-01      | 5.0000%  | 0.0000% | $1492240.00        | $183288.82         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-12-01      | 1.5000%  | 0.0000% | $3777000.00        | $2107259.51        | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-04-01      | 2.5000%  | 0.0000% | $25000.00          | $11421.13          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-02-01      | 4.0000%  | 0.0000% | $3000000.00        | $2678320.58        | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-04-01      | 6.5000%  | 0.0000% | $143876.00         | $74823.45          | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-05-01      | 2.5000%  | 0.0000% | $200000.00         | $137167.35         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-05-01      | 4.0000%  | 0.0000% | $750000.00         | $562551.48         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-01      | 5.0000%  | 0.0000% | $6084690.00        | $4562601.62        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-09-01      | 5.0000%  | 0.0000% | $58874480.00       | $44510211.82       | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-01      | 6.5000%  | 0.0000% | $52002.00          | $35365.89          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-04-01      | 5.5000%  | 0.0000% | $11518280.00       | $9020037.63        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-12-01      | 4.0000%  | 0.0000% | $10771536.00       | $8964516.92        | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-07-01      | 6.0000%  | 0.0000% | $222988.00         | $122609.67         | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-10-01      | 6.0000%  | 0.0000% | $169011.00         | $133327.02         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-01      | 5.5000%  | 0.0000% | $10702400.00       | $10164692.29       | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-06-01      | 4.5000%  | 0.0000% | $1186200.00        | $1051306.22        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-09-01      | 5.0000%  | 0.0000% | $3095412.00        | $3055489.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $2379020.00        | $2501767.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $16744928.00       | $17023401.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.2270%  | 0.0000% | $1562200.00        | $1584612.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 7.1000%  | 0.0000% | $25053952.00       | $58529.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-01-01      | 6.5000%  | 0.0000% | $130329594.00      | $145226.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-06-01      | 6.3700%  | 0.0000% | $33752000.00       | $349437.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-02-01      | 4.5000%  | 0.0000% | $19560672.00       | $13934461.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.5000%  | 0.0000% | $3682740.00        | $2452264.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-02-01      | 6.5000%  | 0.0000% | $10455000.00       | $6339736.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-07-01      | 4.8900%  | 0.0000% | $418000.00         | $424272.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 6.5000%  | 0.0000% | $4480168.00        | $3909658.75        | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-06-01      | 6.5940%  | 0.0000% | $1085936.00        | $154541.79         | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-02-01      | 7.5000%  | 0.0000% | $4100000.00        | $34314.61          | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-01-01      | 3.5000%  | 0.0000% | $3000000.00        | $94846.67          | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-06-01      | 5.0000%  | 0.0000% | $105000.00         | $6296.74           | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-02-01      | 4.0000%  | 0.0000% | $1500000.00        | $116520.67         | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-02-01      | 3.1700%  | 0.0000% | $9256000.00        | $9116805.19        | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-06-01      | 3.6000%  | 0.0000% | $20650640.00       | $20161142.85       | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-12-01      | 3.5000%  | 0.0000% | $200000.00         | $34154.95          | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-12-01      | 3.5000%  | 0.0000% | $600000.00         | $66603.71          | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-01-01      | 2.0000%  | 0.0000% | $1037639.00        | $48282.80          | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-11-01      | 4.0000%  | 0.0000% | $1658352.00        | $260765.15         | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-12-01      | 2.5000%  | 0.0000% | $5100000.00        | $640570.16         | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-04-01      | 3.5000%  | 0.0000% | $6550000.00        | $1939658.83        | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-08-01      | 2.5000%  | 0.0000% | $235000.00         | $32605.77          | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-06-01      | 3.5000%  | 0.0000% | $1343378.00        | $185625.04         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-05-01      | 2.5000%  | 0.0000% | $80000.00          | $15444.80          | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-10-01      | 2.5000%  | 0.0000% | $3690864.00        | $532519.54         | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-09-01      | 5.5000%  | 0.0000% | $516026367.00      | $4147631.57        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-10-01      | 6.0000%  | 0.0000% | $7248776.00        | $5660792.29        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-02-01      | 5.5000%  | 0.0000% | $4114784.00        | $4124117.36        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-01-01      | 7.0000%  | 0.0000% | $1585484.00        | $1216854.75        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-03-01      | 4.5000%  | 0.0000% | $1420364.00        | $1249642.28        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-08-01      | 6.0000%  | 0.0000% | $643833.00         | $537343.60         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 5.0000%  | 0.0000% | $2143096.00        | $1417954.38        | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-06-01      | 5.5000%  | 0.0000% | $1000836.00        | $787043.62         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 5.5000%  | 0.0000% | $16651072.00       | $15345104.51       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-01      | 5.5000%  | 0.0000% | $1000858.00        | $1017038.03        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-09-01      | 6.0000%  | 0.0000% | $2123390.00        | $2180778.42        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-01      | 5.5000%  | 0.0000% | $641144.00         | $620003.05         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 5.0000%  | 0.0000% | $1956280.00        | $1926676.95        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 6.5000%  | 0.0000% | $1323386.00        | $1209639.73        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 5.0000%  | 0.0000% | $161849.00         | $155060.97         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-01      | 5.5000%  | 0.0000% | $1159206.00        | $1162009.18        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 4.5000%  | 0.0000% | $3610088.00        | $3512075.73        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-01      | 5.0000%  | 0.0000% | $1572170.00        | $1354432.06        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-01      | 5.0000%  | 0.0000% | $2179520.00        | $2152646.95        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 4.5000%  | 0.0000% | $1208976.00        | $1139488.25        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-01      | 6.5000%  | 0.0000% | $9256144.00        | $9689572.44        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-01      | 6.5000%  | 0.0000% | $595539.00         | $624449.82         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-01      | 5.0000%  | 0.0000% | $3018840.00        | $2934463.94        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 6.0000%  | 0.0000% | $5991944.00        | $5339910.42        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 6.5000%  | 0.0000% | $1725508.00        | $1803651.03        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 6.5000%  | 0.0000% | $15081632.00       | $15720618.07       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 5.0000%  | 0.0000% | $4074576.00        | $4062071.54        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 5.5000%  | 0.0000% | $15975616.00       | $14309790.90       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 7.0000%  | 0.0000% | $1123498.00        | $1102657.65        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 7.0000%  | 0.0000% | $1006474.00        | $1059925.18        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-09-01      | 5.0000%  | 0.0000% | $1365874.00        | $1380840.65        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 5.5000%  | 0.0000% | $2599884.00        | $2646993.33        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 6.0000%  | 0.0000% | $12339408.00       | $12365887.75       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 5.0000%  | 0.0000% | $5925688.00        | $5936607.62        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 6.0000%  | 0.0000% | $3065430.00        | $3175341.13        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 5.5000%  | 0.0000% | $2566664.00        | $2615619.62        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 5.0000%  | 0.0000% | $8528368.00        | $8564913.96        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 5.0000%  | 0.0000% | $6935424.00        | $6750225.33        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-08-01      | 6.0000%  | 0.0000% | $1183600.00        | $1211140.16        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 6.0000%  | 0.0000% | $5807760.00        | $5980969.71        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 6.5000%  | 0.0000% | $798960.00         | $844109.23         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 6.0000%  | 0.0000% | $3819250.00        | $3923134.96        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 6.5000%  | 0.0000% | $2493284.00        | $2611883.25        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-09-01      | 5.0000%  | 0.0000% | $2087360.00        | $2102142.73        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 6.5000%  | 0.0000% | $1506464.00        | $1215648.66        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 6.0000%  | 0.0000% | $8622816.00        | $8879456.39        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-09-01      | 5.0000%  | 0.0000% | $1942232.00        | $1963118.54        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 7.0000%  | 0.0000% | $4136664.00        | $4360576.58        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 5.5000%  | 0.0000% | $18619320.00       | $18906355.27       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-10-01      | 5.0000%  | 0.0000% | $2182630.00        | $2187487.81        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 5.0000%  | 0.0000% | $3022252.00        | $3021298.04        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-10-01      | 6.5000%  | 0.0000% | $5000232.00        | $5256821.98        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-10-01      | 6.5000%  | 0.0000% | $9029968.00        | $9396852.59        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-10-01      | 5.1750%  | 0.0000% | $4725144.00        | $4800219.45        | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-10-01      | 2.0000%  | 0.0000% | $188147.00         | $30593.21          | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-08-01      | 3.0000%  | 0.0000% | $580000.00         | $140409.99         | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-09-01      | 3.0000%  | 0.0000% | $1607852.00        | $311021.29         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-02-01      | 3.5000%  | 0.0000% | $260000.00         | $110240.71         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-05-01      | 3.5000%  | 0.0000% | $170000.00         | $56465.36          | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-08-01      | 3.5000%  | 0.0000% | $3255000.00        | $990423.60         | Agency Mortgage-Backed Securities |
| FNMA                             | 2059-04-01      | 2.5000%  | 0.0000% | $32503936.00       | $14429887.37       | Agency Mortgage-Backed Securities |
| FNMA                             | 2061-09-01      | 3.0000%  | 0.0000% | $1000000.00        | $654870.52         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-06-01      | 3.5000%  | 0.0000% | $1507494.00        | $235021.46         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-12-01      | 3.5000%  | 0.0000% | $223347.00         | $86842.39          | Agency Mortgage-Backed Securities |
| FNMA                             | 2027-07-01      | 1.0500%  | 0.0000% | $28292000.00       | $27009749.98       | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-12-01      | 4.5000%  | 0.0000% | $216524.00         | $39239.83          | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-03-01      | 2.5000%  | 0.0000% | $8160736.00        | $1733065.61        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-01-01      | 2.5000%  | 0.0000% | $25995008.00       | $21471190.91       | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-09-01      | 3.5000%  | 0.0000% | $15000000.00       | $3476065.85        | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-03-01      | 2.5000%  | 0.0000% | $2600000.00        | $970557.50         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-06-01      | 3.5000%  | 0.0000% | $974009.00         | $773558.82         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-10-01      | 2.5000%  | 0.0000% | $25000.00          | $16155.14          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-08-01      | 4.0910%  | 0.0000% | $65000.00          | $46484.69          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $61193.23          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 4.5000%  | 0.0000% | $1956514.00        | $1878571.80        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-06-01      | 6.0000%  | 0.0000% | $5126808.00        | $5176629.61        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-02-01      | 6.5000%  | 0.0000% | $1079662.00        | $759369.70         | Agency Mortgage-Backed Securities |

### Security 50: MUFG Securities Americas Inc. Tri Party Repo

- **C.1 - Title:** MUFG Securities Americas Inc. Tri Party Repo 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: N/A, C.5 - Other ID: 606745008_3.86_1205
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2038-08-01      | 6.5000%  | 0.0000% | $7378368.00        | $49393.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-09-01      | 3.0000%  | 0.0000% | $700000.00         | $72874.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-11-01      | 3.5000%  | 0.0000% | $1000000.00        | $62310.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-05-01      | 4.0000%  | 0.0000% | $150000.00         | $1498.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-04-01      | 3.0000%  | 0.0000% | $100000.00         | $12544.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-02-01      | 6.0000%  | 0.0000% | $1126000.00        | $6764.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-08-01      | 3.5000%  | 0.0000% | $144000.00         | $14215.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-12-01      | 4.0000%  | 0.0000% | $21000.00          | $2791.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-04-01      | 3.5000%  | 0.0000% | $183000.00         | $32646.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-10-01      | 5.0000%  | 0.0000% | $2395000.00        | $224037.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-02-01      | 3.0000%  | 0.0000% | $46000.00          | $6927.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-07-01      | 3.0000%  | 0.0000% | $300000.00         | $30498.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.5000%  | 0.0000% | $122472.00         | $98729.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-06-01      | 4.0000%  | 0.0000% | $6919656.00        | $6025273.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 2.5000%  | 0.0000% | $3220000.00        | $1769724.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-06-01      | 2.5000%  | 0.0000% | $2587580.00        | $1510830.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 5.0000%  | 0.0000% | $184000.00         | $134699.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1718.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 6.0000%  | 0.0000% | $116000.00         | $91848.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 5.0000%  | 0.0000% | $1217300.00        | $1202507.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 6.0000%  | 0.0000% | $625260.00         | $564271.71         | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-03-01      | 6.0000%  | 0.0000% | $14999.00          | $21.29             | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-02-01      | 4.0000%  | 0.0000% | $63000.00          | $2875.34           | Agency Mortgage-Backed Securities |
| FNMA                             | 2026-04-01      | 4.5000%  | 0.0000% | $200000.00         | $226.02            | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-04-01      | 3.5000%  | 0.0000% | $49966.00          | $4394.62           | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-04-01      | 4.0000%  | 0.0000% | $22978.00          | $3875.98           | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-06-01      | 6.5000%  | 0.0000% | $392350.00         | $11082.46          | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-06-01      | 4.0000%  | 0.0000% | $11000.00          | $1332.46           | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-03-01      | 4.5000%  | 0.0000% | $24000.00          | $3211.86           | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-03-01      | 3.5000%  | 0.0000% | $2091692.00        | $143688.47         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-04-01      | 4.5000%  | 0.0000% | $1000000.00        | $91822.10          | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-07-01      | 4.5000%  | 0.0000% | $350000.00         | $43318.28          | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-07-01      | 3.5000%  | 0.0000% | $900000.00         | $100034.35         | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-01-01      | 5.5000%  | 0.0000% | $10000.00          | $172.23            | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-03-01      | 6.0000%  | 0.0000% | $7999880.00        | $44251.54          | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-12-01      | 6.0000%  | 0.0000% | $55178.00          | $357.62            | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-12-01      | 5.0000%  | 0.0000% | $327000.00         | $3135.72           | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-11-01      | 6.0000%  | 0.0000% | $40000.00          | $130.44            | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-09-01      | 5.0000%  | 0.0000% | $6114900.00        | $5734018.89        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 5.0000%  | 0.0000% | $2084488.00        | $2071778.99        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 5.5470%  | 0.0000% | $3799999.00        | $3851534.53        | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-12-01      | 4.0000%  | 0.0000% | $1233012.00        | $180788.07         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-11-01      | 3.5000%  | 0.0000% | $200000.00         | $23760.37          | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-06-01      | 3.5000%  | 0.0000% | $58000.00          | $16446.83          | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-03-01      | 4.0000%  | 0.0000% | $100000.00         | $23898.99          | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-06-01      | 2.5000%  | 0.0000% | $67050.00          | $40254.96          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-10-01      | 2.5000%  | 0.0000% | $70000.00          | $45234.40          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-02-01      | 2.5000%  | 0.0000% | $209000.00         | $139230.53         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-01-01      | 3.0000%  | 0.0000% | $4271288.00        | $2375850.01        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-07-01      | 5.0000%  | 0.0000% | $400000.00         | $271064.31         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-06-01      | 2.5000%  | 0.0000% | $528000.00         | $260150.64         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-06-01      | 3.0000%  | 0.0000% | $465000.00         | $118130.91         | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-04-01      | 3.5000%  | 0.0000% | $8000.00           | $4609.07           | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-08-01      | 4.5000%  | 0.0000% | $200000.00         | $144173.53         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-07-01      | 4.5000%  | 0.0000% | $279600.00         | $221324.08         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-03-01      | 5.0000%  | 0.0000% | $160000.00         | $137424.85         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-04-01      | 5.0000%  | 0.0000% | $12058660.00       | $10093284.85       | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 5.0000%  | 0.0000% | $450000.00         | $386798.55         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-07-01      | 5.5000%  | 0.0000% | $4084968.00        | $3470511.92        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-07-01      | 6.0000%  | 0.0000% | $30000.00          | $28223.13          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-07-01      | 6.0000%  | 0.0000% | $222000.00         | $206577.60         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-03-01      | 3.5000%  | 0.0000% | $4459272.00        | $4006790.37        | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-01-01      | 4.5000%  | 0.0000% | $87000.00          | $11620.73          | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-07-01      | 3.5000%  | 0.0000% | $137273.00         | $35902.67          | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-05-01      | 5.5000%  | 0.0000% | $47000.00          | $20114.25          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-07-01      | 2.5000%  | 0.0000% | $160000.00         | $97390.12          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-11-01      | 3.5000%  | 0.0000% | $800000.00         | $446772.38         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-05-01      | 3.0000%  | 0.0000% | $47000.00          | $32432.86          | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-03-01      | 3.0000%  | 0.0000% | $190000.00         | $118859.12         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-01      | 3.0000%  | 0.0000% | $9856176.00        | $7144472.96        | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-03-01      | 4.5000%  | 0.0000% | $55000.00          | $35256.74          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 2.5000%  | 0.0000% | $1650000.00        | $1217492.81        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-10-01      | 6.0000%  | 0.0000% | $18000.00          | $14621.89          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-10-01      | 6.0000%  | 0.0000% | $395000.00         | $323385.34         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-11-01      | 6.0000%  | 0.0000% | $2285740.00        | $1878793.12        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-02-01      | 5.5000%  | 0.0000% | $58000.00          | $51211.11          | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-08-01      | 6.0000%  | 0.0000% | $530200.00         | $5477.04           | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-04-01      | 5.5000%  | 0.0000% | $25000.00          | $143.44            | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-08-01      | 4.5000%  | 0.0000% | $142000.00         | $2259.89           | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-07-01      | 5.5000%  | 0.0000% | $3202000.00        | $22763.99          | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-02-01      | 6.0000%  | 0.0000% | $645000.00         | $5944.47           | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-12-01      | 4.0000%  | 0.0000% | $1145414.00        | $136826.85         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-01-01      | 2.5000%  | 0.0000% | $416000.00         | $86562.43          | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-06-01      | 3.0000%  | 0.0000% | $456000.00         | $92476.35          | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-07-01      | 4.0000%  | 0.0000% | $1000000.00        | $68274.42          | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-05-01      | 3.5000%  | 0.0000% | $5460000.00        | $637582.48         | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-01-01      | 4.0000%  | 0.0000% | $89000.00          | $11853.53          | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-02-01      | 4.5000%  | 0.0000% | $385000.00         | $42081.69          | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-08-01      | 3.0000%  | 0.0000% | $5287776.00        | $823772.32         | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-10-01      | 2.0000%  | 0.0000% | $73000.00          | $10164.76          | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-11-01      | 4.5000%  | 0.0000% | $303500.00         | $37714.91          | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-01-01      | 2.5000%  | 0.0000% | $1250000.00        | $187263.58         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-06-01      | 2.5000%  | 0.0000% | $23195104.00       | $13606608.80       | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-02-01      | 6.0000%  | 0.0000% | $11868256.00       | $8842753.82        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-03-01      | 2.5000%  | 0.0000% | $7000.00           | $4695.79           | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-01      | 3.0000%  | 0.0000% | $14143120.00       | $10423248.63       | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-07-01      | 5.0000%  | 0.0000% | $20000.00          | $14818.95          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-04-01      | 6.0000%  | 0.0000% | $47000.00          | $33777.19          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 5.5000%  | 0.0000% | $8117920.00        | $6633532.66        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $844.72            | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-01      | 3.5000%  | 0.0000% | $15000.00          | $13442.89          | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-08-01      | 4.5000%  | 0.0000% | $1511000.00        | $37714.66          | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-09-01      | 4.5000%  | 0.0000% | $400000.00         | $24698.86          | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-03-01      | 3.5000%  | 0.0000% | $116000.00         | $6102.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.0000%  | 0.0000% | $2535444.00        | $2536373.66        | Agency Mortgage-Backed Securities |

### Security 51: Fixed Income Clearing Corp. - State Street Bank and Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: N/A, C.5 - Other ID: 85748R009_4.15_1103
- **C.18 - Value (incl. sponsor support):** $5835000000.00
- **C.18.a - Value (excl. sponsor support):** $5835000000.00
- **C.19 - Percentage of Net Assets:** 22.2000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                 | 2029-07-31      | 4.0000%  | 0.0000% | $1405917100.00     | $1436232216.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2029-06-30      | 3.1250%  | 0.0000% | $450000000.00      | $448595284.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2029-05-31      | 2.7500%  | 0.0000% | $535800000.00      | $525801795.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2029-05-31      | 4.5000%  | 0.0000% | $459029500.00      | $480574738.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2029-06-30      | 4.2500%  | 0.0000% | $1149261000.00     | $1188796142.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Inflation Index Bond | 2026-01-15      | 2.0000%  | 0.0000% | $814682400.00      | $1333978078.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Inflation Index Note | 2026-01-15      | 0.6250%  | 0.0000% | $395108600.00      | $537722172.00      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $379801950.00
- **C.18.a - Value (excl. sponsor support):** $379801950.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123597012.50
- **C.18.a - Value (excl. sponsor support):** $123597012.50
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246921649.13
- **C.18.a - Value (excl. sponsor support):** $246921649.13
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123866940.56
- **C.18.a - Value (excl. sponsor support):** $123866940.56
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **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 56: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $250539224.24
- **C.18.a - Value (excl. sponsor support):** $250539224.24
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **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 57: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246175383.09
- **C.18.a - Value (excl. sponsor support):** $246175383.09
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **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 58: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249972518.95
- **C.18.a - Value (excl. sponsor support):** $249972518.95
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $244426318.32
- **C.18.a - Value (excl. sponsor support):** $244426318.32
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $254224747.52
- **C.18.a - Value (excl. sponsor support):** $254224747.52
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $260990824.65
- **C.18.a - Value (excl. sponsor support):** $260990824.65
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $447926033.60
- **C.18.a - Value (excl. sponsor support):** $447926033.60
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $121795143.66
- **C.18.a - Value (excl. sponsor support):** $121795143.66
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **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 64: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $380634476.22
- **C.18.a - Value (excl. sponsor support):** $380634476.22
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $385377412.88
- **C.18.a - Value (excl. sponsor support):** $385377412.88
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $251402634.00
- **C.18.a - Value (excl. sponsor support):** $251402634.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $251213069.52
- **C.18.a - Value (excl. sponsor support):** $251213069.52
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $122701018.16
- **C.18.a - Value (excl. sponsor support):** $122701018.16
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **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 69: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $122429068.80
- **C.18.a - Value (excl. sponsor support):** $122429068.80
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $183290624.80
- **C.18.a - Value (excl. sponsor support):** $183290624.80
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **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 71: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $244868154.00
- **C.18.a - Value (excl. sponsor support):** $244868154.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $184998363.96
- **C.18.a - Value (excl. sponsor support):** $184998363.96
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **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 73: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $184865732.94
- **C.18.a - Value (excl. sponsor support):** $184865732.94
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **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 74: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123325015.00
- **C.18.a - Value (excl. sponsor support):** $123325015.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248308390.00
- **C.18.a - Value (excl. sponsor support):** $248308390.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 76: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249161467.67
- **C.18.a - Value (excl. sponsor support):** $249161467.67
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **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 77: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $121818955.23
- **C.18.a - Value (excl. sponsor support):** $121818955.23
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $127712625.30
- **C.18.a - Value (excl. sponsor support):** $127712625.30
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $127622526.20
- **C.18.a - Value (excl. sponsor support):** $127622526.20
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $185068669.61
- **C.18.a - Value (excl. sponsor support):** $185068669.61
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $250203479.68
- **C.18.a - Value (excl. sponsor support):** $250203479.68
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $193683791.56
- **C.18.a - Value (excl. sponsor support):** $193683791.56
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $192574755.75
- **C.18.a - Value (excl. sponsor support):** $192574755.75
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $137981132.64
- **C.18.a - Value (excl. sponsor support):** $137981132.64
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134384203.46
- **C.18.a - Value (excl. sponsor support):** $134384203.46
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $129951758.30
- **C.18.a - Value (excl. sponsor support):** $129951758.30
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123875273.36
- **C.18.a - Value (excl. sponsor support):** $123875273.36
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.010500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $699100033.89
- **C.18.a - Value (excl. sponsor support):** $699100033.89
- **C.19 - Percentage of Net Assets:** 2.6600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $329259173.04
- **C.18.a - Value (excl. sponsor support):** $329259173.04
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $255686309.55
- **C.18.a - Value (excl. sponsor support):** $255686309.55
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $254253139.36
- **C.18.a - Value (excl. sponsor support):** $254253139.36
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.915500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $662871338.22
- **C.18.a - Value (excl. sponsor support):** $662871338.22
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.947500%
- **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):** $516001140.36
- **C.18.a - Value (excl. sponsor support):** $516001140.36
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 94: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.970500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $810160428.60
- **C.18.a - Value (excl. sponsor support):** $810160428.60
- **C.19 - Percentage of Net Assets:** 3.0800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.863500%
- **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):** $369608403.10
- **C.18.a - Value (excl. sponsor support):** $369608403.10
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 96: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 3.990000%
- **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_3.99_0129
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2029-08-25      | 0.1000%  | 0.0000% | $54414000.00       | $186712.61         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-02-25      | 1.8027%  | 0.0000% | $25798144.00       | $572082.97         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-05-25      | 3.5000%  | 0.0000% | $9117872.00        | $9755935.03        | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-05-25      | 1.9027%  | 0.0000% | $102568448.00      | $1731888.04        | Agency Mortgage-Backed Securities |
| FNMA                             | 2058-10-25      | 3.5000%  | 0.0000% | $3073000.00        | $3387477.08        | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-10-25      | 0.1847%  | 0.0000% | $699016192.00      | $4290049.33        | Agency Mortgage-Backed Securities |
| FNMA                             | 2060-03-25      | 4.0000%  | 0.0000% | $15293872.00       | $1026955.63        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-10-25      | 2.0000%  | 0.0000% | $40346.00          | $23350.75          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-25      | 0.0000%  | 0.0000% | $30000000.00       | $258580.47         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-07-25      | 1.0172%  | 0.0000% | $73122304.00       | $2444830.01        | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-04-25      | 0.0364%  | 0.0000% | $440751000.00      | $1575244.07        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-25      | 0.9672%  | 0.0000% | $108126336.00      | $3485886.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-11-15      | 4.0000%  | 0.0000% | $1921346.00        | $302097.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-05-15      | 3.0000%  | 0.0000% | $8662832.00        | $9940188.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-07-15      | 6.0000%  | 0.0000% | $39759104.00       | $525868.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-05-15      | 1.7518%  | 0.0000% | $30000000.00       | $303668.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-15      | 3.0000%  | 0.0000% | $8617264.00        | $6524455.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-15      | 3.0000%  | 0.0000% | $1100000.00        | $1126748.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-01-15      | 3.5000%  | 0.0000% | $7000000.00        | $6338297.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-10-25      | 2.2140%  | 0.0000% | $14982528.00       | $940348.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-02-15      | 0.6500%  | 0.0000% | $10428416.00       | $7527.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-03-25      | 0.2745%  | 0.0000% | $39165952.00       | $27103.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-09-25      | 2.7273%  | 0.0000% | $28000000.00       | $3303769.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-12-25      | 0.0000%  | 0.0000% | $89833471.00       | $13229.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-10-15      | 4.5000%  | 0.0000% | $10000000.00       | $2756949.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-06-25      | 3.0000%  | 0.0000% | $28117024.00       | $2085110.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-25      | 5.5000%  | 0.0000% | $9000000.00        | $10720816.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-25      | 5.5000%  | 0.0000% | $6000000.00        | $7120594.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-10-25      | 0.0000%  | 0.0000% | $1263000.00        | $738393.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-15      | 1.6519%  | 0.0000% | $114609024.00      | $8453943.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-25      | 6.5000%  | 0.0000% | $19064896.00       | $3232819.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 1.5172%  | 0.0000% | $50000000.00       | $1467321.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 2.3572%  | 0.0000% | $50000000.00       | $2326672.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 2.3672%  | 0.0000% | $24243400.00       | $1139581.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 2.3172%  | 0.0000% | $75000000.00       | $3480077.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 1.1172%  | 0.0000% | $27000000.00       | $776591.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 1.7172%  | 0.0000% | $50000000.00       | $1881349.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-25      | 0.9172%  | 0.0000% | $75854080.00       | $3949062.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-25      | 1.0672%  | 0.0000% | $65222272.00       | $2126276.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 1.1172%  | 0.0000% | $50000000.00       | $1755255.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-05-25      | 6.0000%  | 0.0000% | $4205200.00        | $594818.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 1.6672%  | 0.0000% | $44721344.00       | $3293830.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-25      | 1.0172%  | 0.0000% | $80955904.00       | $4468247.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-25      | 1.8172%  | 0.0000% | $40000000.00       | $2687475.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-06-25      | 6.0000%  | 0.0000% | $12722048.00       | $1136170.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-25      | 0.1172%  | 0.0000% | $140000000.00      | $2255227.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.0172%  | 0.0000% | $41250000.00       | $592191.91         | Agency Mortgage-Backed Securities |
| GNMA                             | 2045-03-20      | 6.0000%  | 0.0000% | $33925120.00       | $553570.70         | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-10-16      | 0.2808%  | 0.0000% | $100000000.00      | $483245.15         | Agency Mortgage-Backed Securities |
| GNMA                             | 2045-05-20      | 4.5000%  | 0.0000% | $17715744.00       | $489431.96         | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-05-16      | 0.7340%  | 0.0000% | $190534656.00      | $2491903.51        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-07-16      | 0.7059%  | 0.0000% | $119429365.00      | $1064655.74        | Agency Mortgage-Backed Securities |
| GNMA                             | 2041-07-16      | 0.1143%  | 0.0000% | $22085632.00       | $5829.87           | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-01-16      | 0.3392%  | 0.0000% | $86608768.00       | $769723.00         | Agency Mortgage-Backed Securities |
| GNMA                             | 2058-12-16      | 0.6204%  | 0.0000% | $72822912.00       | $1531406.06        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-12-16      | 0.5533%  | 0.0000% | $85335552.00       | $1246893.63        | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-04-16      | 0.7088%  | 0.0000% | $85128960.00       | $862697.94         | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-07-16      | 0.6972%  | 0.0000% | $38018720.00       | $793330.71         | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-07-16      | 1.0045%  | 0.0000% | $75398528.00       | $1492151.74        | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-05-16      | 1.8672%  | 0.0000% | $57656896.00       | $5863698.35        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-09-16      | 0.8727%  | 0.0000% | $450000000.00      | $23211601.89       | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-12-16      | 0.8852%  | 0.0000% | $100000000.00      | $5896109.98        | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-07-16      | 1.0020%  | 0.0000% | $200000000.00      | $13716893.09       | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-07-16      | 0.3301%  | 0.0000% | $150000000.00      | $6099452.10        | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-07-16      | 0.6565%  | 0.0000% | $81695104.00       | $5102488.73        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 0.3162%  | 0.0000% | $593000000.00      | $12679056.13       | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 0.2662%  | 0.0000% | $1000000000.00     | $13250217.04       | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-08-20      | 4.5000%  | 0.0000% | $13488160.00       | $12355746.33       | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 2.9662%  | 0.0000% | $27281160.00       | $3054407.45        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 2.3384%  | 0.0000% | $31375392.00       | $2919280.12        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-01-20      | 4.5000%  | 0.0000% | $5811272.00        | $5367912.77        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-07-20      | 5.2500%  | 0.0000% | $115460096.00      | $113456898.04      | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 2.3662%  | 0.0000% | $51303488.00       | $4562365.71        | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-06-20      | 1.9045%  | 0.0000% | $27000000.00       | $633948.01         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-08-20      | 1.9545%  | 0.0000% | $35619720.00       | $509930.69         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-08-20      | 0.0000%  | 0.0000% | $25000000.00       | $26863.74          | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-09-16      | 1.9037%  | 0.0000% | $6702112.00        | $482844.67         | Agency Mortgage-Backed Securities |
| GNMA                             | 2045-02-20      | 1.8045%  | 0.0000% | $52761280.00       | $316370.67         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-10-20      | 1.9045%  | 0.0000% | $43600000.00       | $713402.40         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-02-20      | 1.9045%  | 0.0000% | $21565152.00       | $526397.07         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-02-20      | 0.0545%  | 0.0000% | $74186400.00       | $339829.39         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-08-20      | 0.0000%  | 0.0000% | $36764096.00       | $284630.93         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-10-20      | 0.0000%  | 0.0000% | $105656576.00      | $425307.33         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-11-20      | 0.0000%  | 0.0000% | $73687296.00       | $303464.17         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-11-20      | 2.5000%  | 0.0000% | $64143200.00       | $5466880.37        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-01-20      | 0.0000%  | 0.0000% | $8691216.00        | $135379.19         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-05-20      | 0.0000%  | 0.0000% | $32216832.00       | $265263.18         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-06-20      | 3.0000%  | 0.0000% | $4519840.00        | $2908197.38        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-20      | 0.0300%  | 0.0000% | $77742080.00       | $39574.28          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 3.5000%  | 0.0000% | $32966720.00       | $9353218.05        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 3.0000%  | 0.0000% | $26024864.00       | $3482717.84        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-04-16      | 0.8114%  | 0.0000% | $408000000.00      | $20516277.47       | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-08-20      | 0.0000%  | 0.0000% | $30000000.00       | $46978.21          | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-12-20      | 3.5000%  | 0.0000% | $714285.00         | $67584.26          | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-04-20      | 0.0000%  | 0.0000% | $16525696.00       | $252597.91         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-03-20      | 0.1662%  | 0.0000% | $25000000.00       | $527867.76         | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-07-20      | 1.8662%  | 0.0000% | $50000000.00       | $2858628.09        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-01-20      | 6.0000%  | 0.0000% | $729614.00         | $71663.38          | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-05-20      | 0.0500%  | 0.0000% | $99999744.00       | $85069.31          | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-05-20      | 1.9162%  | 0.0000% | $30000000.00       | $1442119.13        | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-06-16      | 0.7664%  | 0.0000% | $100000000.00      | $6275954.31        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 2.2162%  | 0.0000% | $48333312.00       | $2856035.37        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 2.2162%  | 0.0000% | $27777760.00       | $838171.90         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-04-20      | 1.8162%  | 0.0000% | $190106880.00      | $5284799.56        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-04-20      | 1.0662%  | 0.0000% | $113253760.00      | $4053020.00        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 1.0662%  | 0.0000% | $93073024.00       | $2802319.93        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 5.5000%  | 0.0000% | $3294324.00        | $3640023.21        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-06-20      | 1.7662%  | 0.0000% | $20000000.00       | $327833.23         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-06-20      | 1.0162%  | 0.0000% | $100000000.00      | $1123921.43        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-06-20      | 1.2162%  | 0.0000% | $15259632.00       | $557143.96         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-09-20      | 0.5162%  | 0.0000% | $60000000.00       | $1351924.81        | Agency Mortgage-Backed Securities |
| GNMA                             | 2046-08-20      | 1.1362%  | 0.0000% | $42559296.00       | $393775.82         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-20      | 1.8662%  | 0.0000% | $56238976.00       | $2772934.69        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 1.0162%  | 0.0000% | $109573376.00      | $2425675.40        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-08-20      | 5.0000%  | 0.0000% | $670000.00         | $569914.22         | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-10-20      | 1.2662%  | 0.0000% | $121094656.00      | $3110214.76        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-03-20      | 5.0000%  | 0.0000% | $14986880.00       | $15042337.23       | Agency Mortgage-Backed Securities |
| GNMA                             | 2048-04-20      | 3.0000%  | 0.0000% | $18879360.00       | $15240260.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 0.0100%  | 0.0000% | $1094246400.00     | $347511.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-25      | 1.7672%  | 0.0000% | $52993792.00       | $3493219.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-25      | 1.7672%  | 0.0000% | $53720576.00       | $4914468.12        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-16      | 1.5619%  | 0.0000% | $152254720.00      | $681052.66         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-11-16      | 0.0000%  | 0.0000% | $212992000.00      | $18225.19          | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-12-16      | 1.0622%  | 0.0000% | $134057800.00      | $1990572.55        | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-03-16      | 0.0000%  | 0.0000% | $130072568.00      | $39739.83          | Agency Mortgage-Backed Securities |
| GNMA                             | 2040-09-16      | 4.7500%  | 0.0000% | $37984000.00       | $15683349.50       | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-06-16      | 0.2187%  | 0.0000% | $87560192.00       | $63468.66          | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-12-20      | 1.9945%  | 0.0000% | $16725000.00       | $303609.50         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-12-20      | 4.5000%  | 0.0000% | $56978500.00       | $263477.15         | Agency Mortgage-Backed Securities |

### Security 97: TD Securities (USA) LLC Tri Party repo

- **C.1 - Title:** TD Securities (USA) LLC Tri Party repo 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 971XCT007, C.3 - LEI: N/A, C.5 - Other ID: 971XCT007_4.14_1103
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA                             | 2055-02-25      | 5.6828%  | 0.0000% | $28520000.00       | $23537062.65       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-25      | 5.5000%  | 0.0000% | $8513496.00        | $8932976.10        | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-03-25      | 4.2500%  | 0.0000% | $20386170.00       | $19868296.28       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-11-25      | 4.5000%  | 0.0000% | $1685400.00        | $1571027.07        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-11-25      | 5.1805%  | 0.0000% | $8500000.00        | $8595067.47        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-11-25      | 6.0000%  | 0.0000% | $17508733.00       | $17526381.80       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-25      | 4.5000%  | 0.0000% | $13747000.00       | $13553865.18       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-25      | 4.5000%  | 0.0000% | $316500.00         | $273735.79         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-25      | 4.5000%  | 0.0000% | $708910.00         | $616534.06         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-25      | 4.5000%  | 0.0000% | $1000715.00        | $805163.21         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-25      | 6.0000%  | 0.0000% | $24426834.00       | $23788496.55       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-25      | 6.0000%  | 0.0000% | $21962686.00       | $20805376.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-07-25      | 6.0000%  | 0.0000% | $7500000.00        | $5224517.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-25      | 5.5000%  | 0.0000% | $675000.00         | $305272.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-25      | 1.0000%  | 0.0000% | $3455454.00        | $1763772.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 5.5000%  | 0.0000% | $12719264.00       | $13352559.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-25      | 5.0828%  | 0.0000% | $17572131.00       | $15728250.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-25      | 5.3328%  | 0.0000% | $34271147.00       | $32395180.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-25      | 4.7500%  | 0.0000% | $553173.00         | $500433.12         | Agency Mortgage-Backed Securities |
| FNMA                             | 2026-04-25      | 2.4690%  | 0.0000% | $6571000.00        | $5040167.38        | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-06-25      | 3.5000%  | 0.0000% | $14000000.00       | $620659.93         | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-10-25      | 2.1510%  | 0.0000% | $9025000.00        | $3252027.78        | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-06-25      | 2.0000%  | 0.0000% | $1577550.00        | $659476.52         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-25      | 5.0528%  | 0.0000% | $30000000.00       | $21494051.36       | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-01-25      | 5.5000%  | 0.0000% | $15000000.00       | $15260030.00       | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-08-25      | 5.5000%  | 0.0000% | $3000000.00        | $2017445.31        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-25      | 5.6828%  | 0.0000% | $28625000.00       | $23352920.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-25      | 4.5000%  | 0.0000% | $45262.00          | $39781.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-25      | 5.0000%  | 0.0000% | $452616.00         | $421111.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 4.7500%  | 0.0000% | $12527500.00       | $12397988.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 4.5000%  | 0.0000% | $4250000.00        | $4171776.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 5.5000%  | 0.0000% | $163000.00         | $145346.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 5.5000%  | 0.0000% | $7521327.00        | $6589351.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-05-15      | 5.5000%  | 0.0000% | $12587346.00       | $701034.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-05-15      | 5.5000%  | 0.0000% | $14776917.00       | $692863.43         | Agency Mortgage-Backed Securities |

### Security 98: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.050000%
- **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_4.05_1107
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **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? 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. | 2028-09-01      | 4.3000%  | 0.0000% | $3290900.00        | $3337111.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 6.0000%  | 0.0000% | $1026236.00        | $1032165.20        | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-05-01      | 2.7750%  | 0.0000% | $116716.00         | $75114.00          | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-08-01      | 7.5000%  | 0.0000% | $1070752.00        | $32932.78          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-07-01      | 6.5000%  | 0.0000% | $1634724.00        | $1676494.10        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-01      | 6.5000%  | 0.0000% | $5956096.00        | $6164615.30        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-01      | 6.0000%  | 0.0000% | $10278112.00       | $10569733.88       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 6.0000%  | 0.0000% | $3645272.00        | $3745387.63        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 6.0000%  | 0.0000% | $12837072.00       | $13360539.66       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-10-01      | 5.5000%  | 0.0000% | $3236604.00        | $3328696.17        | Agency Mortgage-Backed Securities |
| FNMA                             | 2057-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $680281.06         | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-05-01      | 3.5900%  | 0.0000% | $5535984.00        | $5218997.25        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-01-01      | 6.5000%  | 0.0000% | $61800.00          | $39158.80          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-06-01      | 7.0000%  | 0.0000% | $1951798.00        | $1200156.18        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-01      | 5.0000%  | 0.0000% | $130540544.00      | $132042761.11      | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-10-01      | 4.0000%  | 0.0000% | $55000.00          | $11136.68          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-11-01      | 3.5000%  | 0.0000% | $8472752.00        | $3083318.57        | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-08-01      | 1.5000%  | 0.0000% | $23033824.00       | $12656607.60       | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $45057.68          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-01-01      | 5.0000%  | 0.0000% | $836000.00         | $757249.53         | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-10-01      | 4.0000%  | 0.0000% | $60997.00          | $52937.11          | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 4.5000%  | 0.0000% | $5132000.00        | $4889548.85        | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Master Trust

**Date:** 2025-11-07

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

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

**Title of Signing Officer:** Vice President