# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001145549-23-014920
**Filing Date:** 2023-3
**Character Count:** 80669
**Document Hash:** b13fc13a2052c468378ddfd9585ddd9d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-014920.hdr.sgml**: 20230306

**ACCESSION NUMBER**: 0001145549-23-014920

**CONFORMED SUBMISSION TYPE**: N-MFP2

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230228

**FILED AS OF DATE**: 20230306

**DATE AS OF CHANGE**: 20230306

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP2
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 23707940

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Financial Square Federal Instruments Fund (Series ID: S000051190)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000161175 | Institutional Shares   | FIRXX           |
| C000161176 | Administration Shares  | FIOXX           |
| C000161177 | Service Shares         | FILXX           |
| C000161178 | Preferred Shares       | FIHXX           |
| C000161179 | Select Shares          | FIJXX           |
| C000161180 | Capital Shares         | FIKXX           |
| C000161181 | Premier Shares         | FIQXX           |
| C000161786 | Cash Management Shares | FIWXX           |
| C000240872 | Class D Shares         |  |

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

**Submission Type:** N-MFP2

**Live/Test Flag:** —

**Is Electronic Copy of Paper Format:** —

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2023-02-28

**EDGAR Series Identifier:** S000051190

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

**Is this the fund's final filing on Form N-MFP?:** —

**Is Fund Liquidating?:** —

**Is Fund Merging/Being Acquired?:** —

**Has the fund acquired or merged with another fund during the reporting period?:** —

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

### Service Providers
| Item   | Role                          | Details                                                 | File/CIK Number   |
|:---|:---|:---|:---|
| A.5    | Administrator                 | Goldman Sachs Asset Management, L.P.                    |  |
| A.4    | Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Boston<br>State: MA |  |
| A.6    | Transfer Agent                | Goldman Sachs & Co. LLC<br>CIK: 0000734700              | 084-01100         |

### Fund Characteristics & Assets

- **A.1 - Securities Act File Number:** 033-17619

- **A.7 - Is this a Feeder Fund?:** No

- **A.8 - Is this a Master Fund?:** No

- **A.9 - Is this series primarily used to fund insurance company separate accounts?:** No

- **A.10 - Money Market Fund Category:** Exempt Government

- **A.11 - WAM:** 29 days

- **A.12 - WAL:** 104 days

- **Total Value of Portfolio Securities:** $4912229619.42

- **Amortized Cost of Portfolio Securities:** $4912059528.06

- **Cash:** $2550424.49

- **Total Other Assets:** $12043169.11

- **Total Liabilities:** $263006296.28

- **Net Assets of Series:** $4663646825.38

- **Number of Shares Outstanding (Series):** 4663750607.26

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

- **7-Day Gross Yield:** 4.6700%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $2247807083.30             |  | 47.4300%                   |
| Friday, Week 2 |  | $2384900976.71             |  | 50.9600%                   |
| Friday, Week 3 |  | $2214829961.12             |  | 49.0800%                   |
| Friday, Week 4 |  | $2445433345.43             |  | 51.5000%                   |
| Friday, Week 5 |  | $0.00                      |  | 0.0000%                    |

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

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $10000000.00

- **B.3 - Net Assets of Class:** $4287950247.11

- **B.4 - Shares Outstanding:** 4288045668.49

- **B.7.7 - 7-Day Net Yield:** 4.4700%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $218881701.59             | $142276217.53           |
| Week 2   | $483285066.07             | $135113651.39           |
| Week 3   | $173211666.44             | $348128335.55           |
| Week 4   | $288234670.39             | $112683535.88           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1140896560.94

- **Gross Redemptions for month:** $755951476.80

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $10000000.00

- **B.3 - Net Assets of Class:** $126637855.88

- **B.4 - Shares Outstanding:** 126640674.00

- **B.7.7 - 7-Day Net Yield:** 4.2200%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $5475039.73               | $4632283.20             |
| Week 2   | $7923142.58               | $4176641.20             |
| Week 3   | $12649851.13              | $1594457.66             |
| Week 4   | $6862156.38               | $3534001.40             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $31171465.57

- **Gross Redemptions for month:** $15359314.61

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $10000000.00

- **B.3 - Net Assets of Class:** $36120999.66

- **B.4 - Shares Outstanding:** 36121803.47

- **B.7.7 - 7-Day Net Yield:** 3.9700%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $428757.56                | $0.00                   |
| Week 2   | $845734.57                | $6981.18                |
| Week 3   | $40983.86                 | $0.00                   |
| Week 4   | $18149.63                 | $40938.41               |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1333625.62

- **Gross Redemptions for month:** $47919.59

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $10000000.00

- **B.3 - Net Assets of Class:** $192712467.79

- **B.4 - Shares Outstanding:** 192716756.29

- **B.7.7 - 7-Day Net Yield:** 4.3700%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $2375711.80               | $1826608.09             |
| Week 2   | $2128517.29               | $3393543.17             |
| Week 3   | $2763824.00               | $8765536.30             |
| Week 4   | $135176.52                | $6032251.95             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $10090538.87

- **Gross Redemptions for month:** $19098947.32

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $10000000.00

- **B.3 - Net Assets of Class:** $50343.02

- **B.4 - Shares Outstanding:** 50344.14

- **B.7.7 - 7-Day Net Yield:** 4.4400%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $177.13                   | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $177.13

- **Gross Redemptions for month:** $0.00

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $10000000.00

- **B.3 - Net Assets of Class:** $130780.84

- **B.4 - Shares Outstanding:** 130783.75

- **B.7.7 - 7-Day Net Yield:** 4.3200%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $446.91                   | $0.01                   |
| Week 3   | $0.01                     | $0.01                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $446.92

- **Gross Redemptions for month:** $0.02

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $10000000.00

- **B.3 - Net Assets of Class:** $52763.41

- **B.4 - Shares Outstanding:** 52764.58

- **B.7.7 - 7-Day Net Yield:** 4.1200%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $171.23                   | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $171.23

- **Gross Redemptions for month:** $0.00

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $10000000.00

- **B.3 - Net Assets of Class:** $9499121.81

- **B.4 - Shares Outstanding:** 9499333.20

- **B.7.7 - 7-Day Net Yield:** 3.6700%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $502364.05                | $1190704.66             |
| Week 2   | $690682.62                | $961647.00              |
| Week 3   | $317353.99                | $727777.18              |
| Week 4   | $243565.11                | $395831.64              |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1562503.25

- **Gross Redemptions for month:** $3471047.98

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $10000000.00

- **B.3 - Net Assets of Class:** $10492245.86

- **B.4 - Shares Outstanding:** 10492479.34

- **B.7.7 - 7-Day Net Yield:** 4.4700%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $10000.00                 | $0.00                   |
| Week 2   | $100000.00                | $0.00                   |
| Week 4   | $10138756.52              | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $10482479.34

- **Gross Redemptions for month:** $0.00

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.624999%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ALKH6, C.4 - ISIN: US3130ALKH66
- **C.18 - Value (incl. sponsor support):** $699904.15
- **C.18.a - Value (excl. sponsor support):** $699904.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-03-01
- **C.13 - Final Legal Maturity Date:** 2024-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.610002%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AN6B1, C.4 - ISIN: US3130AN6B10
- **C.18 - Value (incl. sponsor support):** $399704.00
- **C.18.a - Value (excl. sponsor support):** $399704.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-07-01
- **C.13 - Final Legal Maturity Date:** 2024-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATPB7, C.4 - ISIN: US3130ATPB77
- **C.18 - Value (incl. sponsor support):** $8686394.78
- **C.18.a - Value (excl. sponsor support):** $8686394.78
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 5.2100%
- **C.11 - Maturity Date (WAM):** 2023-11-14
- **C.12 - Maturity Date (WAL):** 2023-11-14
- **C.13 - Final Legal Maturity Date:** 2023-11-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATPK7, C.4 - ISIN: US3130ATPK76
- **C.18 - Value (incl. sponsor support):** $3984586.40
- **C.18.a - Value (excl. sponsor support):** $3984586.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 5.2100%
- **C.11 - Maturity Date (WAM):** 2023-11-15
- **C.12 - Maturity Date (WAL):** 2023-11-15
- **C.13 - Final Legal Maturity Date:** 2023-11-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATPU5, C.4 - ISIN: US3130ATPU58
- **C.18 - Value (incl. sponsor support):** $3984839.16
- **C.18.a - Value (excl. sponsor support):** $3984839.16
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 5.2000%
- **C.11 - Maturity Date (WAM):** 2023-11-17
- **C.12 - Maturity Date (WAL):** 2023-11-17
- **C.13 - Final Legal Maturity Date:** 2023-11-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATSU2, C.4 - ISIN: US3130ATSU22
- **C.18 - Value (incl. sponsor support):** $3088882.56
- **C.18.a - Value (excl. sponsor support):** $3088882.56
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 5.1900%
- **C.11 - Maturity Date (WAM):** 2023-11-24
- **C.12 - Maturity Date (WAL):** 2023-11-24
- **C.13 - Final Legal Maturity Date:** 2023-11-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATTR8, C.4 - ISIN: US3130ATTR83
- **C.18 - Value (incl. sponsor support):** $3685875.69
- **C.18.a - Value (excl. sponsor support):** $3685875.69
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 5.1900%
- **C.11 - Maturity Date (WAM):** 2023-11-29
- **C.12 - Maturity Date (WAL):** 2023-11-29
- **C.13 - Final Legal Maturity Date:** 2023-11-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.700002%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATWV5, C.4 - ISIN: US3130ATWV58
- **C.18 - Value (incl. sponsor support):** $6304418.32
- **C.18.a - Value (excl. sponsor support):** $6304418.32
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-02-23
- **C.13 - Final Legal Maturity Date:** 2024-02-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.740001%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATXF9, C.4 - ISIN: US3130ATXF99
- **C.18 - Value (incl. sponsor support):** $25619622.91
- **C.18.a - Value (excl. sponsor support):** $25619622.91
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-11-22
- **C.13 - Final Legal Maturity Date:** 2024-11-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.600001%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AU2M5, C.4 - ISIN: US3130AU2M57
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.2900%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, 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 11: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.579999%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AU7F5, C.4 - ISIN: US3130AU7F51
- **C.18 - Value (incl. sponsor support):** $40999646.17
- **C.18.a - Value (excl. sponsor support):** $40999646.17
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-13
- **C.13 - Final Legal Maturity Date:** 2023-03-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.569998%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUA53, C.4 - ISIN: US3130AUA534
- **C.18 - Value (incl. sponsor support):** $34199658.68
- **C.18.a - Value (excl. sponsor support):** $34199658.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-14
- **C.13 - Final Legal Maturity Date:** 2023-03-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.569998%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUAH7, C.4 - ISIN: US3130AUAH75
- **C.18 - Value (incl. sponsor support):** $119298346.50
- **C.18.a - Value (excl. sponsor support):** $119298346.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.5600%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-20
- **C.13 - Final Legal Maturity Date:** 2023-03-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.579999%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUAK0, C.4 - ISIN: US3130AUAK05
- **C.18 - Value (incl. sponsor support):** $15299862.15
- **C.18.a - Value (excl. sponsor support):** $15299862.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-04-14
- **C.13 - Final Legal Maturity Date:** 2023-04-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.579999%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUAZ7, C.4 - ISIN: US3130AUAZ73
- **C.18 - Value (incl. sponsor support):** $249997962.50
- **C.18.a - Value (excl. sponsor support):** $249997962.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 5.3600%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-04-24
- **C.13 - Final Legal Maturity Date:** 2023-04-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.714999%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUMD3, C.4 - ISIN: US3130AUMD34
- **C.18 - Value (incl. sponsor support):** $8546344.73
- **C.18.a - Value (excl. sponsor support):** $8546344.73
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2025-01-17
- **C.13 - Final Legal Maturity Date:** 2025-01-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUQY3, C.4 - ISIN: US3130AUQY35
- **C.18 - Value (incl. sponsor support):** $350054120.50
- **C.18.a - Value (excl. sponsor support):** $350054120.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 7.5100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-02
- **C.13 - Final Legal Maturity Date:** 2023-05-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AURH9, C.4 - ISIN: US3130AURH92
- **C.18 - Value (incl. sponsor support):** $500036660.00
- **C.18.a - Value (excl. sponsor support):** $500036660.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 10.7200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-02
- **C.13 - Final Legal Maturity Date:** 2023-05-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.595000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUSL9, C.4 - ISIN: US3130AUSL95
- **C.18 - Value (incl. sponsor support):** $399994628.00
- **C.18.a - Value (excl. sponsor support):** $399994628.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 8.5800%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-08
- **C.13 - Final Legal Maturity Date:** 2023-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313312RS1, C.4 - ISIN: US313312RS17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $669718.62
- **C.18.a - Value (excl. sponsor support):** $669718.62
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 5.2400%
- **C.11 - Maturity Date (WAM):** 2024-01-12
- **C.12 - Maturity Date (WAL):** 2024-01-12
- **C.13 - Final Legal Maturity Date:** 2024-01-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384CM9, C.4 - ISIN: US313384CM96
- **C.18 - Value (incl. sponsor support):** $64000000.00
- **C.18.a - Value (excl. sponsor support):** $64000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, 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 22: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384CW7, C.4 - ISIN: US313384CW78
- **C.18 - Value (incl. sponsor support):** $5543753.59
- **C.18.a - Value (excl. sponsor support):** $5543753.59
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2023-03-10
- **C.12 - Maturity Date (WAL):** 2023-03-10
- **C.13 - Final Legal Maturity Date:** 2023-03-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384DD8, C.4 - ISIN: US313384DD88
- **C.18 - Value (incl. sponsor support):** $349314924.00
- **C.18.a - Value (excl. sponsor support):** $349314924.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 7.4900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2023-03-17
- **C.12 - Maturity Date (WAL):** 2023-03-17
- **C.13 - Final Legal Maturity Date:** 2023-03-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384DJ5, C.4 - ISIN: US313384DJ58
- **C.18 - Value (incl. sponsor support):** $74807380.50
- **C.18.a - Value (excl. sponsor support):** $74807380.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2023-03-22
- **C.12 - Maturity Date (WAL):** 2023-03-22
- **C.13 - Final Legal Maturity Date:** 2023-03-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384DY2, C.4 - ISIN: US313384DY26
- **C.18 - Value (incl. sponsor support):** $149323656.00
- **C.18.a - Value (excl. sponsor support):** $149323656.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.2000%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2023-04-05
- **C.12 - Maturity Date (WAL):** 2023-04-05
- **C.13 - Final Legal Maturity Date:** 2023-04-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 26: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384ED7, C.4 - ISIN: US313384ED79
- **C.18 - Value (incl. sponsor support):** $97495159.86
- **C.18.a - Value (excl. sponsor support):** $97495159.86
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2023-04-10
- **C.12 - Maturity Date (WAL):** 2023-04-10
- **C.13 - Final Legal Maturity Date:** 2023-04-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 27: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384FU8, C.4 - ISIN: US313384FU85
- **C.18 - Value (incl. sponsor support):** $6036627.71
- **C.18.a - Value (excl. sponsor support):** $6036627.71
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2023-05-19
- **C.12 - Maturity Date (WAL):** 2023-05-19
- **C.13 - Final Legal Maturity Date:** 2023-05-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384FZ7, C.4 - ISIN: US313384FZ72
- **C.18 - Value (incl. sponsor support):** $234382861.14
- **C.18.a - Value (excl. sponsor support):** $234382861.14
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 5.0300%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2023-05-24
- **C.12 - Maturity Date (WAL):** 2023-05-24
- **C.13 - Final Legal Maturity Date:** 2023-05-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384GG8, C.4 - ISIN: US313384GG82
- **C.18 - Value (incl. sponsor support):** $247010627.50
- **C.18.a - Value (excl. sponsor support):** $247010627.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 5.3000%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2023-05-31
- **C.12 - Maturity Date (WAL):** 2023-05-31
- **C.13 - Final Legal Maturity Date:** 2023-05-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384JQ3, C.4 - ISIN: US313384JQ38
- **C.18 - Value (incl. sponsor support):** $10389132.19
- **C.18.a - Value (excl. sponsor support):** $10389132.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 5.0400%
- **C.11 - Maturity Date (WAM):** 2023-07-26
- **C.12 - Maturity Date (WAL):** 2023-07-26
- **C.13 - Final Legal Maturity Date:** 2023-07-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384JX8, C.4 - ISIN: US313384JX88
- **C.18 - Value (incl. sponsor support):** $48952093.50
- **C.18.a - Value (excl. sponsor support):** $48952093.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 5.0800%
- **C.11 - Maturity Date (WAM):** 2023-08-02
- **C.12 - Maturity Date (WAL):** 2023-08-02
- **C.13 - Final Legal Maturity Date:** 2023-08-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384RS0, C.4 - ISIN: US313384RS02
- **C.18 - Value (incl. sponsor support):** $2621470.01
- **C.18.a - Value (excl. sponsor support):** $2621470.01
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 5.2400%
- **C.11 - Maturity Date (WAM):** 2024-01-12
- **C.12 - Maturity Date (WAL):** 2024-01-12
- **C.13 - Final Legal Maturity Date:** 2024-01-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384SS9, C.4 - ISIN: US313384SS92
- **C.18 - Value (incl. sponsor support):** $4766221.70
- **C.18.a - Value (excl. sponsor support):** $4766221.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 5.2800%
- **C.11 - Maturity Date (WAM):** 2024-02-05
- **C.12 - Maturity Date (WAL):** 2024-02-05
- **C.13 - Final Legal Maturity Date:** 2024-02-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384ST7, C.4 - ISIN: US313384ST75
- **C.18 - Value (incl. sponsor support):** $23827742.50
- **C.18.a - Value (excl. sponsor support):** $23827742.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 5.2800%
- **C.11 - Maturity Date (WAM):** 2024-02-06
- **C.12 - Maturity Date (WAL):** 2024-02-06
- **C.13 - Final Legal Maturity Date:** 2024-02-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384SV2, C.4 - ISIN: US313384SV22
- **C.18 - Value (incl. sponsor support):** $9028163.64
- **C.18.a - Value (excl. sponsor support):** $9028163.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 5.2800%
- **C.11 - Maturity Date (WAM):** 2024-02-08
- **C.12 - Maturity Date (WAL):** 2024-02-08
- **C.13 - Final Legal Maturity Date:** 2024-02-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384SW0, C.4 - ISIN: US313384SW05
- **C.18 - Value (incl. sponsor support):** $9997695.82
- **C.18.a - Value (excl. sponsor support):** $9997695.82
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 5.2800%
- **C.11 - Maturity Date (WAM):** 2024-02-09
- **C.12 - Maturity Date (WAL):** 2024-02-09
- **C.13 - Final Legal Maturity Date:** 2024-02-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.837730%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EM2M3, C.4 - ISIN: US3133EM2M35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50008201.00
- **C.18.a - Value (excl. sponsor support):** $50008201.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-07-31
- **C.13 - Final Legal Maturity Date:** 2023-07-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.610002%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EMV41, C.4 - ISIN: US3133EMV418, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $798981.12
- **C.18.a - Value (excl. sponsor support):** $798981.12
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-07-22
- **C.13 - Final Legal Maturity Date:** 2024-07-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.605001%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EMVX7, C.4 - ISIN: US3133EMVX73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2299962.92
- **C.18.a - Value (excl. sponsor support):** $2299962.92
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-04-13
- **C.13 - Final Legal Maturity Date:** 2023-04-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.610002%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EMXV9, C.4 - ISIN: US3133EMXV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $799234.50
- **C.18.a - Value (excl. sponsor support):** $799234.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-04-29
- **C.13 - Final Legal Maturity Date:** 2024-04-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN2C3, C.4 - ISIN: US3133EN2C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7707056.28
- **C.18.a - Value (excl. sponsor support):** $7707056.28
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-10-16
- **C.13 - Final Legal Maturity Date:** 2024-10-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.709999%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN2H2, C.4 - ISIN: US3133EN2H22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1199976.52
- **C.18.a - Value (excl. sponsor support):** $1199976.52
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-09-17
- **C.13 - Final Legal Maturity Date:** 2024-09-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.740001%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN2V1, C.4 - ISIN: US3133EN2V16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4305027.04
- **C.18.a - Value (excl. sponsor support):** $4305027.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-11-25
- **C.13 - Final Legal Maturity Date:** 2024-11-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.714999%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN3G3, C.4 - ISIN: US3133EN3G30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7702905.52
- **C.18.a - Value (excl. sponsor support):** $7702905.52
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-06-27
- **C.13 - Final Legal Maturity Date:** 2024-06-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.704998%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN3J7, C.4 - ISIN: US3133EN3J78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3903153.15
- **C.18.a - Value (excl. sponsor support):** $3903153.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-04-05
- **C.13 - Final Legal Maturity Date:** 2024-04-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN4J6, C.4 - ISIN: US3133EN4J69, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9376566.21
- **C.18.a - Value (excl. sponsor support):** $9376566.21
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-12-19
- **C.13 - Final Legal Maturity Date:** 2024-12-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.740001%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN4W7, C.4 - ISIN: US3133EN4W70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11007427.53
- **C.18.a - Value (excl. sponsor support):** $11007427.53
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-12-27
- **C.13 - Final Legal Maturity Date:** 2024-12-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN5H9, C.4 - ISIN: US3133EN5H94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5003780.50
- **C.18.a - Value (excl. sponsor support):** $5003780.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2025-01-03
- **C.13 - Final Legal Maturity Date:** 2025-01-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN6E5, C.4 - ISIN: US3133EN6E54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11279098.33
- **C.18.a - Value (excl. sponsor support):** $11279098.33
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2025-01-17
- **C.13 - Final Legal Maturity Date:** 2025-01-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN6L9, C.4 - ISIN: US3133EN6L97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3933600.75
- **C.18.a - Value (excl. sponsor support):** $3933600.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2025-01-23
- **C.13 - Final Legal Maturity Date:** 2025-01-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.749998%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN6U9, C.4 - ISIN: US3133EN6U96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2401041.19
- **C.18.a - Value (excl. sponsor support):** $2401041.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2025-01-24
- **C.13 - Final Legal Maturity Date:** 2025-01-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.709999%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN7K0, C.4 - ISIN: US3133EN7K06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $987500.52
- **C.18.a - Value (excl. sponsor support):** $987500.52
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2025-01-30
- **C.13 - Final Legal Maturity Date:** 2025-01-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.827730%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENAB6, C.4 - ISIN: US3133ENAB65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2800209.72
- **C.18.a - Value (excl. sponsor support):** $2800209.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-04-05
- **C.13 - Final Legal Maturity Date:** 2023-04-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.830232%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENDW7, C.4 - ISIN: US3133ENDW75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1400585.61
- **C.18.a - Value (excl. sponsor support):** $1400585.61
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-12
- **C.13 - Final Legal Maturity Date:** 2023-05-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.842731%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENFD7, C.4 - ISIN: US3133ENFD76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4201126.06
- **C.18.a - Value (excl. sponsor support):** $4201126.06
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-10-23
- **C.13 - Final Legal Maturity Date:** 2023-10-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.847731%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENGG9, C.4 - ISIN: US3133ENGG98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8300240.53
- **C.18.a - Value (excl. sponsor support):** $8300240.53
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-10-30
- **C.13 - Final Legal Maturity Date:** 2023-10-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.645001%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENS76, C.4 - ISIN: US3133ENS768, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2297392.40
- **C.18.a - Value (excl. sponsor support):** $2297392.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-09-13
- **C.13 - Final Legal Maturity Date:** 2024-09-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.709999%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENY79, C.4 - ISIN: US3133ENY790, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400012.57
- **C.18.a - Value (excl. sponsor support):** $400012.57
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-11-14
- **C.13 - Final Legal Maturity Date:** 2024-11-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.714999%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EPAB1, C.4 - ISIN: US3133EPAB14, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7736907.85
- **C.18.a - Value (excl. sponsor support):** $7736907.85
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2025-02-06
- **C.13 - Final Legal Maturity Date:** 2025-02-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.655002%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EPAC9, C.4 - ISIN: US3133EPAC96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8787466.27
- **C.18.a - Value (excl. sponsor support):** $8787466.27
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-06-07
- **C.13 - Final Legal Maturity Date:** 2024-06-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.700002%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EPAX3, C.4 - ISIN: US3133EPAX34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1890160.27
- **C.18.a - Value (excl. sponsor support):** $1890160.27
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2025-02-14
- **C.13 - Final Legal Maturity Date:** 2025-02-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796W47, C.4 - ISIN: US912796W472, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $40883164.06
- **C.18.a - Value (excl. sponsor support):** $40883164.06
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.7700%
- **C.11 - Maturity Date (WAM):** 2023-05-18
- **C.12 - Maturity Date (WAL):** 2023-05-18
- **C.13 - Final Legal Maturity Date:** 2023-05-18
- **Characteristics:** C.14 Has Demand Feature? No, 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 63: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796Y86, C.4 - ISIN: US912796Y866, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $139897528.40
- **C.18.a - Value (excl. sponsor support):** $139897528.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.0000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2023-03-07
- **C.12 - Maturity Date (WAL):** 2023-03-07
- **C.13 - Final Legal Maturity Date:** 2023-03-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796YK9, C.4 - ISIN: US912796YK93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $304696186.45
- **C.18.a - Value (excl. sponsor support):** $304696186.45
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 6.5300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-09
- **C.12 - Maturity Date (WAL):** 2023-03-09
- **C.13 - Final Legal Maturity Date:** 2023-03-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796YL7, C.4 - ISIN: US912796YL76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3693101.05
- **C.18.a - Value (excl. sponsor support):** $3693101.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-16
- **C.12 - Maturity Date (WAL):** 2023-03-16
- **C.13 - Final Legal Maturity Date:** 2023-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796Z69, C.4 - ISIN: US912796Z699, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $125097462.57
- **C.18.a - Value (excl. sponsor support):** $125097462.57
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-14
- **C.12 - Maturity Date (WAL):** 2023-03-14
- **C.13 - Final Legal Maturity Date:** 2023-03-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796Z77, C.4 - ISIN: US912796Z772, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $92768017.08
- **C.18.a - Value (excl. sponsor support):** $92768017.08
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2023-03-21
- **C.12 - Maturity Date (WAL):** 2023-03-21
- **C.13 - Final Legal Maturity Date:** 2023-03-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796ZE2, C.4 - ISIN: US912796ZE25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7728352.09
- **C.18.a - Value (excl. sponsor support):** $7728352.09
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.7700%
- **C.11 - Maturity Date (WAM):** 2023-05-11
- **C.12 - Maturity Date (WAL):** 2023-05-11
- **C.13 - Final Legal Maturity Date:** 2023-05-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797FE2, C.4 - ISIN: US912797FE28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $272301867.75
- **C.18.a - Value (excl. sponsor support):** $272301867.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 5.8400%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2023-05-16
- **C.12 - Maturity Date (WAL):** 2023-05-16
- **C.13 - Final Legal Maturity Date:** 2023-05-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797FF9, C.4 - ISIN: US912797FF92, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39572165.60
- **C.18.a - Value (excl. sponsor support):** $39572165.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2023-05-23
- **C.12 - Maturity Date (WAL):** 2023-05-23
- **C.13 - Final Legal Maturity Date:** 2023-05-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797FQ5, C.4 - ISIN: US912797FQ57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49209782.50
- **C.18.a - Value (excl. sponsor support):** $49209782.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.9700%
- **C.11 - Maturity Date (WAM):** 2023-06-27
- **C.12 - Maturity Date (WAL):** 2023-06-27
- **C.13 - Final Legal Maturity Date:** 2023-06-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.841726%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBY6, C.4 - ISIN: US91282CBY66, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $45211565.78
- **C.18.a - Value (excl. sponsor support):** $45211565.78
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-04-30
- **C.13 - Final Legal Maturity Date:** 2023-04-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.842727%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDE8, C.4 - ISIN: US91282CDE84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $132417740.30
- **C.18.a - Value (excl. sponsor support):** $132417740.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.8400%
- **C.17 - Yield as of Reporting Date:** 4.8900%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-10-31
- **C.13 - Final Legal Maturity Date:** 2023-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.947725%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFS5, C.4 - ISIN: US91282CFS52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $65048528.35
- **C.18.a - Value (excl. sponsor support):** $65048528.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.9000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-10-31
- **C.13 - Final Legal Maturity Date:** 2024-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 5.007726%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGF2, C.4 - ISIN: US91282CGF23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $120127857.60
- **C.18.a - Value (excl. sponsor support):** $120127857.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.5800%
- **C.17 - Yield as of Reporting Date:** 4.9500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2025-01-31
- **C.13 - Final Legal Maturity Date:** 2025-01-31
- **Characteristics:** C.14 Has Demand Feature? No, 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

## N-MFP: Signatures

**Registrant:** Goldman Sachs Financial Square Funds - Federal Instruments

**Date:** 2023-03-07

**By:** Peter W. Fortner

**Name of Signing Officer:** Peter W. Fortner

**Title of Signing Officer:** Assistant Treasurer