# EDGAR Filing Document

**Accession Number:** 0000862064
**File Stem:** 0001410368-26-042683
**Filing Date:** 2026-5
**Character Count:** 243627
**Document Hash:** 103950a4fc7e42c45361843c1d4ab16c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-042683.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001410368-26-042683

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06073
- **FILM NUMBER:** 26952166

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-04-30

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

**CIK Number of Registrant:** 0000862064

**LEI of Registrant:** 549300DFUINPMFFE3C04

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

**LEI of Series:** 549300DFUINPMFFE3C04

**EDGAR Series Identifier:** S000009009

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

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

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

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

### Service Providers
| Role                          | Details                                         | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | DWS Investment Management Americas, Inc.        | 801-00252         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | DWS Investment Management Americas, Inc.        |  |
| Transfer Agent                | DWS Service Company<br>CIK: 0000842657          | 084-01713         |

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 28 days

- **WAL:** 88 days

- **Total Value of Portfolio Securities:** $33844786079.51

- **Amortized Cost of Portfolio Securities:** $33844247415.02

- **Cash:** $747117.08

- **Total Other Assets:** $40204576.29

- **Total Liabilities:** $3761127.01

- **Net Assets of Series:** $33881437981.38

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $21978811533.31           | $22591102734.55            | 73.8000%                  | 75.8500%                   |
| 2026-04-02 | $21795042100.73           | $22407389790.73            | 73.0100%                  | 75.0600%                   |
| 2026-04-03 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2026-04-06 | $25023978808.16           | $25636571978.16            | 76.0400%                  | 77.9000%                   |
| 2026-04-07 | $24152795516.66           | $24765450056.66            | 75.3900%                  | 77.3000%                   |
| 2026-04-08 | $22054419498.82           | $22545406339.18            | 73.9700%                  | 75.6200%                   |
| 2026-04-09 | $22265929071.56           | $22756970784.25            | 74.1600%                  | 75.7900%                   |
| 2026-04-10 | $22582309694.15           | $22989915645.09            | 73.8200%                  | 75.1600%                   |
| 2026-04-13 | $23313415929.89           | $23721142022.51            | 73.7200%                  | 75.0100%                   |
| 2026-04-14 | $20899429422.25           | $21181506922.62            | 71.1100%                  | 72.0700%                   |
| 2026-04-15 | $20863750406.89           | $21145853915.08            | 71.0700%                  | 72.0300%                   |
| 2026-04-16 | $21904654388.02           | $22186785264.33            | 71.5700%                  | 72.5000%                   |
| 2026-04-17 | $23524679255.80           | $23806838796.49            | 71.9200%                  | 72.7800%                   |
| 2026-04-20 | $23035701950.42           | $23317946849.11            | 71.3700%                  | 72.2400%                   |
| 2026-04-21 | $24720576180.60           | $25002852324.23            | 72.3200%                  | 73.1500%                   |
| 2026-04-22 | $23120681308.64           | $23402985824.79            | 70.5300%                  | 71.3900%                   |
| 2026-04-23 | $21311202485.56           | $21593535786.44            | 68.8100%                  | 69.7200%                   |
| 2026-04-24 | $21939015089.72           | $22546873967.03            | 69.0200%                  | 70.9300%                   |
| 2026-04-27 | $22915365590.06           | $23523311210.49            | 69.9500%                  | 71.8000%                   |
| 2026-04-28 | $24382327144.63           | $24914558064.16            | 70.9700%                  | 72.5100%                   |
| 2026-04-29 | $23848884596.21           | $24464584063.92            | 70.3300%                  | 72.1500%                   |
| 2026-04-30 | $24165071241.71           | $24481800439.74            | 71.3100%                  | 72.2500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 0.0000%             |
| 2026-04-02 | 0.0000%             |
| 2026-04-03 | 0.0000%             |
| 2026-04-06 | 0.0000%             |
| 2026-04-07 | 0.0000%             |
| 2026-04-08 | 0.0000%             |
| 2026-04-09 | 0.0000%             |
| 2026-04-10 | 0.0000%             |
| 2026-04-13 | 0.0000%             |
| 2026-04-14 | 0.0000%             |
| 2026-04-15 | 0.0000%             |
| 2026-04-16 | 0.0000%             |
| 2026-04-17 | 0.0000%             |
| 2026-04-20 | 0.0000%             |
| 2026-04-21 | 0.0000%             |
| 2026-04-22 | 0.0000%             |
| 2026-04-23 | 0.0000%             |
| 2026-04-24 | 0.0000%             |
| 2026-04-27 | 0.0000%             |
| 2026-04-28 | 0.0000%             |
| 2026-04-29 | 0.0000%             |
| 2026-04-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 0.0000                      |
|  |  |
| 2026-04-02 | 0.0000                      |
|  |  |
| 2026-04-03 | 0.0000                      |
|  |  |
| 2026-04-06 | 0.0000                      |
|  |  |
| 2026-04-07 | 0.0000                      |
|  |  |
| 2026-04-08 | 0.0000                      |
|  |  |
| 2026-04-09 | 0.0000                      |
|  |  |
| 2026-04-10 | 0.0000                      |
|  |  |
| 2026-04-13 | 0.0000                      |
|  |  |
| 2026-04-14 | 0.0000                      |
|  |  |
| 2026-04-15 | 0.0000                      |
|  |  |
| 2026-04-16 | 0.0000                      |
|  |  |
| 2026-04-17 | 0.0000                      |
|  |  |
| 2026-04-20 | 0.0000                      |
|  |  |
| 2026-04-21 | 0.0000                      |
|  |  |
| 2026-04-22 | 0.0000                      |
|  |  |
| 2026-04-23 | 0.0000                      |
|  |  |
| 2026-04-24 | 0.0000                      |
|  |  |
| 2026-04-27 | 0.0000                      |
|  |  |
| 2026-04-28 | 0.0000                      |
|  |  |
| 2026-04-29 | 0.0000                      |
|  |  |
| 2026-04-30 | 0.0000                      |
|  |  |

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

### Class: Government Cash Management Portfolio

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $33881437981.38

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 891959.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.0000          |
|  |  |
| 2026-04-02 | 0.0000          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 0.0000          |
|  |  |
| 2026-04-07 | 0.0000          |
|  |  |
| 2026-04-08 | 0.0000          |
|  |  |
| 2026-04-09 | 0.0000          |
|  |  |
| 2026-04-10 | 0.0000          |
|  |  |
| 2026-04-13 | 0.0000          |
|  |  |
| 2026-04-14 | 0.0000          |
|  |  |
| 2026-04-15 | 0.0000          |
|  |  |
| 2026-04-16 | 0.0000          |
|  |  |
| 2026-04-17 | 0.0000          |
|  |  |
| 2026-04-20 | 0.0000          |
|  |  |
| 2026-04-21 | 0.0000          |
|  |  |
| 2026-04-22 | 0.0000          |
|  |  |
| 2026-04-23 | 0.0000          |
|  |  |
| 2026-04-24 | 0.0000          |
|  |  |
| 2026-04-27 | 0.0000          |
|  |  |
| 2026-04-28 | 0.0000          |
|  |  |
| 2026-04-29 | 0.0000          |
|  |  |
| 2026-04-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $0.00                     | $0.00                   |
| 2026-04-02 | $0.00                     | $0.00                   |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $0.00                     | $0.00                   |
| 2026-04-07 | $0.00                     | $0.00                   |
| 2026-04-08 | $0.00                     | $0.00                   |
| 2026-04-09 | $0.00                     | $0.00                   |
| 2026-04-10 | $0.00                     | $0.00                   |
| 2026-04-13 | $0.00                     | $0.00                   |
| 2026-04-14 | $0.00                     | $0.00                   |
| 2026-04-15 | $0.00                     | $0.00                   |
| 2026-04-16 | $0.00                     | $0.00                   |
| 2026-04-17 | $0.00                     | $0.00                   |
| 2026-04-20 | $0.00                     | $0.00                   |
| 2026-04-21 | $0.00                     | $0.00                   |
| 2026-04-22 | $0.00                     | $0.00                   |
| 2026-04-23 | $0.00                     | $0.00                   |
| 2026-04-24 | $0.00                     | $0.00                   |
| 2026-04-27 | $0.00                     | $0.00                   |
| 2026-04-28 | $0.00                     | $0.00                   |
| 2026-04-29 | $0.00                     | $0.00                   |
| 2026-04-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 0.0000%           |
| 2026-04-02 | 0.0000%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 0.0000%           |
| 2026-04-07 | 0.0000%           |
| 2026-04-08 | 0.0000%           |
| 2026-04-09 | 0.0000%           |
| 2026-04-10 | 0.0000%           |
| 2026-04-13 | 0.0000%           |
| 2026-04-14 | 0.0000%           |
| 2026-04-15 | 0.0000%           |
| 2026-04-16 | 0.0000%           |
| 2026-04-17 | 0.0000%           |
| 2026-04-20 | 0.0000%           |
| 2026-04-21 | 0.0000%           |
| 2026-04-22 | 0.0000%           |
| 2026-04-23 | 0.0000%           |
| 2026-04-24 | 0.0000%           |
| 2026-04-27 | 0.0000%           |
| 2026-04-28 | 0.0000%           |
| 2026-04-29 | 0.0000%           |
| 2026-04-30 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_3.64_0501
- **C.18 - Value (incl. sponsor support):** $775000000.00
- **C.18.a - Value (excl. sponsor support):** $775000000.00
- **C.19 - Percentage of Net Assets:** 2.2900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                    | 2028-08-15      | 3.6250%  | 0.0000% | $178540300.00      | $178792259.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-30      | 3.5000%  | 0.0000% | $69009800.00       | $68862936.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-15      | 3.5000%  | 0.0000% | $33114500.00       | $32844862.74       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 2.5000%  | 0.0000% | $1000.00           | $810.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-12-01      | 4.5000%  | 0.0000% | $1000.00           | $997.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $4371600.00        | $3304197.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $817.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $17000.00          | $12422.44          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $191000.00         | $169231.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $492.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $707.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $832.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $969.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $892.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $836.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-02-01      | 6.0000%  | 0.0000% | $1000.00           | $21.72             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $103500000.00      | $13836979.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-01-01      | 4.5000%  | 0.0000% | $199000.00         | $38978.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $756.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 7.0000%  | 0.0000% | $2053312.00        | $2205329.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1087.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 4.5000%  | 0.0000% | $1008.00           | $319.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2062-12-01      | 2.5000%  | 0.0000% | $1000.00           | $654.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $254.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $273.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-11-01      | 2.5000%  | 0.0000% | $2180900.00        | $2124246.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $867.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $1008.00           | $689.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $700.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $90000.00          | $67115.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $150436864.00      | $120832029.89      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $704.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $818.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $898.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $4034576.00        | $4151267.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $976.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $979.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $916.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $79516045.00       | $78861810.97       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $40058246.00       | $37225194.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $27001.00          | $26041.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $67052236.00       | $67637527.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1040.00           | $540.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1055.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $996.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $323.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-08-01      | 2.0000%  | 0.0000% | $1000.00           | $413.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $969.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1253250.00        | $1279605.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $970.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $902.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 5.0000%  | 0.0000% | $54334100.00       | $53196218.64       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2034-05-15      | 4.3750%  | 0.0000% | $73888300.00       | $75833642.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-30      | 3.3750%  | 0.0000% | $16881100.00       | $16986280.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-12-31      | 3.6250%  | 0.0000% | $4920000.00        | $4897503.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-31      | 3.7500%  | 0.0000% | $7141900.00        | $7124349.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2036-02-15      | 4.1250%  | 0.0000% | $5580000.00        | $5508482.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-29      | 3.3750%  | 0.0000% | $1600000.00        | $1594725.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-03-15      | 3.5000%  | 0.0000% | $100100.00         | $99419.52          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 3.8750%  | 0.0000% | $5000000.00        | $5014311.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-04-30      | 3.8750%  | 0.0000% | $3983000.00        | $3955238.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-04-30      | 4.1250%  | 0.0000% | $3999300.00        | $3978283.68        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $721.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $626.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 4.5000%  | 0.0000% | $1000.00           | $848.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $915.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $864.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-01-01      | 5.0000%  | 0.0000% | $1000.00           | $965.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-02-01      | 5.0000%  | 0.0000% | $1000.00           | $982.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-04-01      | 4.0000%  | 0.0000% | $1000.00           | $969.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $710.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $826.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $767.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $921.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $927.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $923.35            | Agency Mortgage-Backed Securities  |

### Security 2: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 05899J002, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 05899J002_3.65_0501
- **C.18 - Value (incl. sponsor support):** $749000000.00
- **C.18.a - Value (excl. sponsor support):** $749000000.00
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $21234480.00       | $12635471.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $20603120.00       | $17858291.28       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $19937200.00       | $17631148.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $48070335.00       | $16330887.61       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $21448288.00       | $17151952.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $14085780.00       | $11023849.85       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $18246248.00       | $17458635.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $710084.00         | $672544.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $116099200.00      | $113841233.94      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $29592360.00       | $29015231.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $26966560.00       | $24713747.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $11705560.00       | $9387490.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $10101680.00       | $9464255.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 2.5000%  | 0.0000% | $43000.00          | $34864.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $8493414.00        | $8135117.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $4201907.00        | $3904734.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $12391936.00       | $12777233.64       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 5.0000%  | 0.0000% | $213952256.00      | $210949489.34      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $15940040.00       | $14758212.09       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $25061728.00       | $17194131.31       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $18054464.00       | $15957096.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $20678200.00       | $17198849.80       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.5000%  | 0.0000% | $11210672.00       | $8957311.57        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2028-10-15      | 3.5000%  | 0.0000% | $66885500.00       | $66340879.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-30      | 3.3750%  | 0.0000% | $90026500.00       | $90587426.92       | U.S. Treasuries (including strips) |

### Security 3: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 06399K002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 06399K002_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1275000000.00
- **C.18.a - Value (excl. sponsor support):** $1275000000.00
- **C.19 - Percentage of Net Assets:** 3.7600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                    | 2026-06-04      | 0.0000%  | 0.0000% | $100.00            | $99.65             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-05-05      | 0.0000%  | 0.0000% | $200.00            | $199.90            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-11-30      | 1.6250%  | 0.0000% | $60187700.00       | $59856912.70       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-12-31      | 1.7500%  | 0.0000% | $10586100.00       | $10508092.14       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2027-04-30      | 0.5000%  | 0.0000% | $2801900.00        | $2711272.54        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-06-30      | 0.8750%  | 0.0000% | $3117100.00        | $3110783.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-08-31      | 0.7500%  | 0.0000% | $21000.00          | $20815.06          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-10-15      | 0.1250%  | 0.0000% | $176337200.00      | $213085627.10      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-11-30      | 1.2500%  | 0.0000% | $44123600.00       | $43716490.94       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2027-04-15      | 0.1250%  | 0.0000% | $108339800.00      | $124959705.92      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2027-04-30      | 2.7500%  | 0.0000% | $25000.00          | $24735.60          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2027-01-15      | 4.0000%  | 0.0000% | $41400000.00       | $41951498.09       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-08-31      | 3.7500%  | 0.0000% | $42990200.00       | $43250550.06       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-09-30      | 3.5000%  | 0.0000% | $3002700.00        | $3007981.30        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2027-12-15      | 4.0000%  | 0.0000% | $28064500.00       | $28512551.28       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2027-11-30      | 3.3750%  | 0.0000% | $138518000.00      | $139282714.50      | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association | 2050-10-25      | 2.0000%  | 0.0000% | $13725000.00       | $1418364.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $77425101.00       | $81484739.91       | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                    | 2026-08-06      | 0.0000%  | 0.0000% | $400.00            | $396.09            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-10-15      | 0.1250%  | 0.0000% | $15803200.00       | $19096564.89       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-06-04      | 0.0000%  | 0.0000% | $1200.00           | $1195.80           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-07-30      | 0.0000%  | 0.0000% | $2324700.00        | $2303545.23        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-05-12      | 0.0000%  | 0.0000% | $61977900.00       | $61903526.52       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-05-26      | 0.0000%  | 0.0000% | $10799300.00       | $10771329.81       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-06-02      | 0.0000%  | 0.0000% | $189998000.00      | $189371006.60      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-09-17      | 0.0000%  | 0.0000% | $10999900.00       | $10845791.40       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-10-22      | 0.0000%  | 0.0000% | $300.00            | $294.74            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2026-07-15      | 0.1250%  | 0.0000% | $24166900.00       | $33374579.79       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2027-01-15      | 0.3750%  | 0.0000% | $128788000.00      | $175031437.52      | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                    | 2027-04-30      | 3.7500%  | 0.0000% | $898000.00         | $897308.54         | U.S. Treasuries (including strips)        |

### Security 4: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799K008, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 06799K008_3.64_0501
- **C.18 - Value (incl. sponsor support):** $81000000.00
- **C.18.a - Value (excl. sponsor support):** $81000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-08-18      | 0.0000%  | 0.0000% | $51000.00          | $50443.03          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 3.0000%  | 0.0000% | $500.00            | $386.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-08-15      | 4.2500%  | 0.0000% | $12174800.00       | $10892109.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $496800.00         | $503923.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $400.00            | $402.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 0.0000%  | 0.0000% | $77217273.77       | $69900242.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.0000%  | 0.0000% | $6.99              | $5.94              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-05-15      | 0.0000%  | 0.0000% | $2116888.13        | $1272565.18        | U.S. Treasuries (including strips) |

### Security 5: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 165999004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 165999004_3.64_0501
- **C.18 - Value (incl. sponsor support):** $2092700000.00
- **C.18.a - Value (excl. sponsor support):** $2092700000.00
- **C.19 - Percentage of Net Assets:** 6.1800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-07-31      | 4.1250%  | 0.0000% | $93167800.00       | $94554004.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 0.0000%  | 0.0000% | $225871800.00      | $221474979.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 3.0000%  | 0.0000% | $1009948800.00     | $813068276.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-02-15      | 3.0000%  | 0.0000% | $1365212700.00     | $1005456759.54     | U.S. Treasuries (including strips) |

### Security 6: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 165999004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 165999004_3.65_0501
- **C.18 - Value (incl. sponsor support):** $474000000.00
- **C.18.a - Value (excl. sponsor support):** $474000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2032-01-01      | 2.5000%  | 0.0000% | $13300000.00       | $2062434.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 4.0000%  | 0.0000% | $4000000.00        | $383345.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 6.5000%  | 0.0000% | $4617240.00        | $434003.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 6.0000%  | 0.0000% | $5999999.00        | $24272.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.0000%  | 0.0000% | $1708414.00        | $369505.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 2.7750%  | 0.0000% | $403725.00         | $61182.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $25218.00          | $14291.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $732804.00         | $762461.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $49769.00          | $48565.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-01      | 3.7800%  | 0.0000% | $1003264.00        | $960072.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 3.8400%  | 0.0000% | $2860852.00        | $2747966.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 1.9800%  | 0.0000% | $2399232.00        | $1638975.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 4.5000%  | 0.0000% | $216524.00         | $36099.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 3.5000%  | 0.0000% | $299986.00         | $13147.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 2.0000%  | 0.0000% | $1964434.00        | $728546.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 4.1200%  | 0.0000% | $7500000.00        | $7322241.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 4.8700%  | 0.0000% | $499999.00         | $508205.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 2.0000%  | 0.0000% | $1490682.00        | $799001.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $55500.00          | $54042.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $439683.00         | $328623.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 4.5000%  | 0.0000% | $9939712.00        | $9593750.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 4.5000%  | 0.0000% | $1112464.00        | $1074562.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 4.5000%  | 0.0000% | $5006472.00        | $4842094.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 4.8700%  | 0.0000% | $36940000.00       | $37707098.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 4.5400%  | 0.0000% | $49207000.00       | $48918018.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 3.9800%  | 0.0000% | $36525000.00       | $35388820.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 3.5000%  | 0.0000% | $500000.00         | $172022.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $6900000.00        | $4558561.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $28000.00          | $22952.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $2727808.00        | $2624905.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 4.0000%  | 0.0000% | $4220304.00        | $3964465.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 4.5000%  | 0.0000% | $1319756.00        | $1277739.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 5.0000%  | 0.0000% | $4139920.00        | $4104384.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.0000%  | 0.0000% | $10257376.00       | $10166344.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.5000%  | 0.0000% | $1923598.00        | $1954570.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $1801770.00        | $1373765.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 2.0000%  | 0.0000% | $1220000.00        | $901310.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 6.0000%  | 0.0000% | $54268864.00       | $56209699.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 7.0000%  | 0.0000% | $90000.00          | $20539.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $114150272.00      | $69087021.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 2.0000%  | 0.0000% | $615692.00         | $300528.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $24523000.00       | $16440944.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $125000.00         | $77715.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $215600.00         | $144674.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $48200000.00       | $27886718.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 2.5000%  | 0.0000% | $26863648.00       | $19542891.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $21030680.00       | $17242484.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $50000000.00       | $31091341.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $19454080.00       | $18743247.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $8060000.00        | $1466615.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 3.5000%  | 0.0000% | $231000.00         | $15184.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 1.5000%  | 0.0000% | $16787200.00       | $8470321.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $40529152.00       | $24170858.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 2.0000%  | 0.0000% | $5584336.00        | $3041803.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 2.0000%  | 0.0000% | $632797.00         | $426010.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 5.5000%  | 0.0000% | $203487232.00      | $1159049.12        | Agency Mortgage-Backed Securities |

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $87536197.88
- **C.18.a - Value (excl. sponsor support):** $87536197.88
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SD9, C.4 - ISIN: US3130B6SD95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50007308.00
- **C.18.a - Value (excl. sponsor support):** $50007308.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7E42, C.4 - ISIN: US3130B7E424, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128496664.14
- **C.18.a - Value (excl. sponsor support):** $128496664.14
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TJ3, C.4 - ISIN: US3130B7TJ30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84027331.92
- **C.18.a - Value (excl. sponsor support):** $84027331.92
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TP9, C.4 - ISIN: US3130B7TP99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125042087.50
- **C.18.a - Value (excl. sponsor support):** $125042087.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84B5, C.4 - ISIN: US3130B84B51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149997688.50
- **C.18.a - Value (excl. sponsor support):** $149997688.50
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85P3, C.4 - ISIN: US3130B85P39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128997863.76
- **C.18.a - Value (excl. sponsor support):** $128997863.76
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **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 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119998999.20
- **C.18.a - Value (excl. sponsor support):** $119998999.20
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **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 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $636489179.50
- **C.18.a - Value (excl. sponsor support):** $636489179.50
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8J37, C.4 - ISIN: US3130B8J371, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $325500000.00
- **C.18.a - Value (excl. sponsor support):** $325500000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249996590.00
- **C.18.a - Value (excl. sponsor support):** $249996590.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **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 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QN5, C.4 - ISIN: US3130B8QN51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205000627.30
- **C.18.a - Value (excl. sponsor support):** $205000627.30
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **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 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BJ8, C.4 - ISIN: US3130B9BJ87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123998853.00
- **C.18.a - Value (excl. sponsor support):** $123998853.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CC2, C.4 - ISIN: US3130B9CC26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83498908.66
- **C.18.a - Value (excl. sponsor support):** $83498908.66
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9D72, C.4 - ISIN: US3130B9D729, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $165978699.95
- **C.18.a - Value (excl. sponsor support):** $165978699.95
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DJ6, C.4 - ISIN: US3130B9DJ69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122998418.22
- **C.18.a - Value (excl. sponsor support):** $122998418.22
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DU1, C.4 - ISIN: US3130B9DU15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122748523.32
- **C.18.a - Value (excl. sponsor support):** $122748523.32
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GB0, C.4 - ISIN: US3130B9GB07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123998798.44
- **C.18.a - Value (excl. sponsor support):** $123998798.44
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H78, C.4 - ISIN: US3130B9H787, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124498857.09
- **C.18.a - Value (excl. sponsor support):** $124498857.09
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6E2, C.4 - ISIN: US3130BA6E20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163495977.90
- **C.18.a - Value (excl. sponsor support):** $163495977.90
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **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 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6F9, C.4 - ISIN: US3130BA6F94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163499947.68
- **C.18.a - Value (excl. sponsor support):** $163499947.68
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-01
- **C.13 - Final Legal Maturity Date:** 2027-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAEK9, C.4 - ISIN: US3130BAEK95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $206249915.44
- **C.18.a - Value (excl. sponsor support):** $206249915.44
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **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 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFD4, C.4 - ISIN: US3130BAFD44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $208249279.46
- **C.18.a - Value (excl. sponsor support):** $208249279.46
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-20
- **C.13 - Final Legal Maturity Date:** 2027-07-20
- **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 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFJ1, C.4 - ISIN: US3130BAFJ14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $272999844.40
- **C.18.a - Value (excl. sponsor support):** $272999844.40
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **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 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YD4, C.4 - ISIN: US313313YD48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $83455905.00
- **C.18.a - Value (excl. sponsor support):** $83455905.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZK7, C.4 - ISIN: US313313ZK71, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: 313313ZK7
- **C.18 - Value (incl. sponsor support):** $181592856.27
- **C.18.a - Value (excl. sponsor support):** $181592856.27
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313384BE8, C.4 - ISIN: US313384BE89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $632288.94
- **C.18.a - Value (excl. sponsor support):** $632288.94
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2027-01-29
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **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? 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: 313385A89, C.4 - ISIN: US313385A897, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $17328738.18
- **C.18.a - Value (excl. sponsor support):** $17328738.18
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $326309134.80
- **C.18.a - Value (excl. sponsor support):** $326309134.80
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D52, C.4 - ISIN: US313385D529, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $321137872.25
- **C.18.a - Value (excl. sponsor support):** $321137872.25
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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: 313385L46, C.4 - ISIN: US313385L464, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216182632.60
- **C.18.a - Value (excl. sponsor support):** $216182632.60
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-10-21
- **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 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385N44, C.4 - ISIN: US313385N445, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $305606161.46
- **C.18.a - Value (excl. sponsor support):** $305606161.46
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385P75, C.4 - ISIN: US313385P754, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385P75
- **C.18 - Value (incl. sponsor support):** $305264938.13
- **C.18.a - Value (excl. sponsor support):** $305264938.13
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-11-17
- **C.12 - Maturity Date (WAL):** 2026-11-17
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **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 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385S31, C.4 - ISIN: US313385S311, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $203904949.82
- **C.18.a - Value (excl. sponsor support):** $203904949.82
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-12-07
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WF9, C.4 - ISIN: US313385WF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $28734134.35
- **C.18.a - Value (excl. sponsor support):** $28734134.35
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WR3, C.4 - ISIN: US313385WR39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $206772933.42
- **C.18.a - Value (excl. sponsor support):** $206772933.42
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $176089536.48
- **C.18.a - Value (excl. sponsor support):** $176089536.48
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59016782.55
- **C.18.a - Value (excl. sponsor support):** $59016782.55
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86534600.00
- **C.18.a - Value (excl. sponsor support):** $86534600.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $260288210.00
- **C.18.a - Value (excl. sponsor support):** $260288210.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89995606.20
- **C.18.a - Value (excl. sponsor support):** $89995606.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2H9, C.4 - ISIN: US3133ET2H94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150994425.08
- **C.18.a - Value (excl. sponsor support):** $150994425.08
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **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 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49998964.50
- **C.18.a - Value (excl. sponsor support):** $49998964.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **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 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68812114.30
- **C.18.a - Value (excl. sponsor support):** $68812114.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPB7, C.4 - ISIN: US3133ETPB70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85994649.08
- **C.18.a - Value (excl. sponsor support):** $85994649.08
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $128959991.94
- **C.18.a - Value (excl. sponsor support):** $128959991.94
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63537799.01
- **C.18.a - Value (excl. sponsor support):** $63537799.01
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999346.25
- **C.18.a - Value (excl. sponsor support):** $24999346.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127236857.62
- **C.18.a - Value (excl. sponsor support):** $127236857.62
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVX2, C.4 - ISIN: US3133ETVX27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247292808.62
- **C.18.a - Value (excl. sponsor support):** $247292808.62
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKN9, C.4 - ISIN: US3133EWKN92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $244247349.89
- **C.18.a - Value (excl. sponsor support):** $244247349.89
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-07
- **C.13 - Final Legal Maturity Date:** 2027-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMQ0, C.4 - ISIN: US3133EWMQ06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $112999559.30
- **C.18.a - Value (excl. sponsor support):** $112999559.30
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMT4, C.4 - ISIN: US3133EWMT45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $126999699.01
- **C.18.a - Value (excl. sponsor support):** $126999699.01
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-24
- **C.13 - Final Legal Maturity Date:** 2027-05-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $55014177.35
- **C.18.a - Value (excl. sponsor support):** $55014177.35
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $26500359.61
- **C.18.a - Value (excl. sponsor support):** $26500359.61
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $73535685.72
- **C.18.a - Value (excl. sponsor support):** $73535685.72
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **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 63: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $200199328.00
- **C.18.a - Value (excl. sponsor support):** $200199328.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **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 64: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $130514973.57
- **C.18.a - Value (excl. sponsor support):** $130514973.57
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $60009883.20
- **C.18.a - Value (excl. sponsor support):** $60009883.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $213325917.00
- **C.18.a - Value (excl. sponsor support):** $213325917.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $367099835.01
- **C.18.a - Value (excl. sponsor support):** $367099835.01
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $73772978.29
- **C.18.a - Value (excl. sponsor support):** $73772978.29
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $237596154.25
- **C.18.a - Value (excl. sponsor support):** $237596154.25
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCHQ1, C.4 - ISIN: US3136GCHQ10, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $122899390.92
- **C.18.a - Value (excl. sponsor support):** $122899390.92
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2027-02-16
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **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 71: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_2.75_0501
- **C.18 - Value (incl. sponsor support):** $38900000.00
- **C.18.a - Value (excl. sponsor support):** $38900000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 2.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-10-15      | 0.0000%  | 0.0000% | $20700.00          | $20351.41          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-05-15      | 0.0000%  | 0.0000% | $892500.00         | $518704.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 0.0000%  | 0.0000% | $807700.00         | $324057.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-02-15      | 4.5000%  | 0.0000% | $100.00            | $102.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-08-15      | 1.7500%  | 0.0000% | $33100.00          | $22072.98          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.6250%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $86.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $282600.00         | $265453.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $93.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $20000.00          | $18880.07          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $615700.00         | $603816.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 4.6250%  | 0.0000% | $920700.00         | $943109.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $9219600.00        | $9444946.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $120000.00         | $122581.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $924200.00         | $976952.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $172900.00         | $171993.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $821900.00         | $819655.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-01-15      | 1.8750%  | 0.0000% | $200.00            | $200.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-31      | 4.0000%  | 0.0000% | $400.00            | $398.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-03-31      | 4.2500%  | 0.0000% | $25900.00          | $26010.43          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 3.8750%  | 0.0000% | $100.00            | $99.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 0.0000%  | 0.0000% | $40.96             | $40.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-02-15      | 0.0000%  | 0.0000% | $356.40            | $98.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-02-15      | 2.2500%  | 0.0000% | $13500.00          | $8099.32           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $89.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $29158600.00       | $25380964.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-29      | 4.1250%  | 0.0000% | $8100.00           | $8142.42           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 3.3750%  | 0.0000% | $200.00            | $199.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-02-15      | 0.0000%  | 0.0000% | $332.70            | $87.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-05-15      | 0.0000%  | 0.0000% | $537.28            | $132.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-05-15      | 0.0000%  | 0.0000% | $278.46            | $109.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-02-15      | 0.0000%  | 0.0000% | $388.32            | $106.96            | U.S. Treasuries (including strips) |

### Security 72: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_3.64_0501
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 4.4300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-08-25      | 0.0000%  | 0.0000% | $585072000.00      | $578174001.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-05-15      | 0.0000%  | 0.0000% | $5040500.00        | $1221010.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2037-05-15      | 5.0000%  | 0.0000% | $4405600.00        | $4727381.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-11-15      | 3.3750%  | 0.0000% | $150574000.00      | $119055326.22      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 0.0000%  | 0.0000% | $182000.00         | $128636.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-15      | 1.7500%  | 0.0000% | $7462900.00        | $6978220.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 0.5000%  | 0.0000% | $96071600.00       | $91317785.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-15      | 0.1250%  | 0.0000% | $190312800.00      | $207907917.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 2.3750%  | 0.0000% | $15000.00          | $14377.60          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.1250%  | 0.0000% | $8675800.00        | $8488229.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $142394600.00      | $142580421.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $1988000.00        | $2120418.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $5300000.00        | $5284727.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-05-15      | 0.0000%  | 0.0000% | $829625.00         | $215320.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 0.0000%  | 0.0000% | $255928576.00      | $113468493.46      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-08-15      | 0.0000%  | 0.0000% | $260993024.00      | $113710745.66      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $377420117.19      | $134281548.65      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-11-15      | 0.0000%  | 0.0000% | $1000000.00        | $325440.00         | U.S. Treasuries (including strips) |

### Security 73: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.650000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 322999004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 322999004_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 4.7200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2034-09-01      | 6.5000%  | 0.0000% | $1680258.00        | $45782.16          | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 6.0000%  | 0.0000% | $20768256.00       | $64801.84          | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 6.5000%  | 0.0000% | $10005136.00       | $66394.63          | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2031-10-01      | 6.0000%  | 0.0000% | $3602372.00        | $21086.46          | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2031-11-01      | 6.0000%  | 0.0000% | $3000000.00        | $16925.38          | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2041-08-01      | 5.0000%  | 0.0000% | $2265816.00        | $81727.95          | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 4.0000%  | 0.0000% | $550000.00         | $107098.92         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2043-12-01      | 4.5000%  | 0.0000% | $798000.00         | $69169.46          | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2044-06-01      | 4.0000%  | 0.0000% | $1050000.00        | $87799.80          | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2044-03-01      | 5.0000%  | 0.0000% | $1119484.00        | $174302.38         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2033-08-01      | 5.0000%  | 0.0000% | $1265520.00        | $9208.25           | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2039-03-01      | 5.0000%  | 0.0000% | $1638000.00        | $29295.46          | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 5.5000%  | 0.0000% | $500000.00         | $10211.05          | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2039-12-01      | 5.0000%  | 0.0000% | $230000.00         | $11002.20          | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2033-01-01      | 3.5000%  | 0.0000% | $6000000.00        | $1259971.88        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 2.0000%  | 0.0000% | $622180.00         | $373798.75         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $75064.00          | $23267.60          | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 3.5000%  | 0.0000% | $141631.00         | $90041.68          | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 4.0000%  | 0.0000% | $989000.00         | $603180.67         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $51062272.00       | $39183923.76       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $246000.00         | $192630.84         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 7.0000%  | 0.0000% | $17641.00          | $10594.95          | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 6.0000%  | 0.0000% | $468980.00         | $295819.52         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $5872008.00        | $4223614.50        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $8000000.00        | $4841567.82        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $8230340.00        | $1861536.34        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.0000%  | 0.0000% | $20000000.00       | $9629609.95        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $3500000.00        | $2323058.13        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $892000.00         | $588705.56         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $50648192.00       | $35050066.80       | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2042-01-25      | 4.0000%  | 0.0000% | $1500000.00        | $200616.67         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2041-12-25      | 4.5000%  | 0.0000% | $1790000.00        | $1170886.77        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2041-12-25      | 4.5000%  | 0.0000% | $22278000.00       | $4825132.76        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2041-09-25      | 2.0000%  | 0.0000% | $195000.00         | $8243.47           | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2032-04-25      | 3.5000%  | 0.0000% | $100000.00         | $97302.84          | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2042-03-25      | 4.2500%  | 0.0000% | $2286000.00        | $545364.21         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2042-03-25      | 3.5000%  | 0.0000% | $5848000.00        | $2184738.14        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2042-07-25      | 3.5000%  | 0.0000% | $311255.00         | $111786.79         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2041-12-25      | 2.5000%  | 0.0000% | $6500000.00        | $163077.00         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2042-09-25      | 3.0000%  | 0.0000% | $2000000.00        | $146159.69         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2032-09-25      | 3.0000%  | 0.0000% | $100000.00         | $96710.17          | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2043-02-25      | 2.5000%  | 0.0000% | $622059.00         | $544540.43         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2041-11-25      | 1.7500%  | 0.0000% | $4285000.00        | $263811.71         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2043-01-25      | 4.0000%  | 0.0000% | $1000000.00        | $125453.92         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $650000.00         | $599641.03         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2043-04-25      | 3.0000%  | 0.0000% | $26000.00          | $13557.95          | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2044-02-25      | 2.5000%  | 0.0000% | $900000.00         | $970736.48         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2035-02-25      | 3.0000%  | 0.0000% | $407000.00         | $201669.82         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2044-04-25      | 3.0000%  | 0.0000% | $10000000.00       | $1480648.69        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2043-03-25      | 2.5000%  | 0.0000% | $3500000.00        | $683175.44         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2044-05-25      | 3.0000%  | 0.0000% | $7425000.00        | $745711.47         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2046-08-25      | 3.0000%  | 0.0000% | $1000000.00        | $111527.09         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2045-11-25      | 3.5000%  | 0.0000% | $1000000.00        | $185268.75         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2048-01-25      | 3.0000%  | 0.0000% | $8686672.00        | $1626927.51        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2048-06-25      | 3.5000%  | 0.0000% | $630812.00         | $648508.04         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2047-05-25      | 4.0000%  | 0.0000% | $480000.00         | $15298.54          | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2048-12-25      | 3.5000%  | 0.0000% | $440000.00         | $30900.53          | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2049-07-25      | 3.5000%  | 0.0000% | $1269570.00        | $1130085.00        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2049-07-25      | 3.0000%  | 0.0000% | $559000.00         | $441296.78         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2049-08-25      | 2.5000%  | 0.0000% | $1500000.00        | $695654.04         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2050-07-25      | 2.0000%  | 0.0000% | $2100000.00        | $1385115.37        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2050-09-25      | 2.0000%  | 0.0000% | $418558.00         | $323652.98         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2050-08-25      | 2.0000%  | 0.0000% | $130000.00         | $96880.30          | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2050-08-25      | 1.6250%  | 0.0000% | $176008704.00      | $79414749.84       | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2050-09-25      | 1.3750%  | 0.0000% | $61034112.00       | $32934439.39       | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2051-07-25      | 2.0000%  | 0.0000% | $500000.00         | $276555.64         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2047-03-25      | 4.0000%  | 0.0000% | $1522000.00        | $963676.90         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2050-08-25      | 2.0000%  | 0.0000% | $1435000.00        | $1015308.58        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2050-01-25      | 2.5000%  | 0.0000% | $16093536.00       | $9671423.07        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2054-08-25      | 5.5000%  | 0.0000% | $250000.00         | $250389.64         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2054-12-25      | 0.1250%  | 0.0000% | $50000000.00       | $27222955.89       | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2053-09-25      | 5.5000%  | 0.0000% | $4000000.00        | $4274072.37        | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2052-04-25      | 5.5000%  | 0.0000% | $18788576.00       | $10722596.47       | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2055-11-25      | 5.5000%  | 0.0000% | $3030432.00        | $2839094.56        | Agency Collateralized Mortgage Obligation         |
| Federal Home Loan Mortgage Corp.         | 2041-07-15      | 4.5000%  | 0.0000% | $33532000.00       | $1458020.64        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2032-08-15      | 3.0000%  | 0.0000% | $200000.00         | $194395.53         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2042-05-15      | 2.5000%  | 0.0000% | $151000.00         | $127493.67         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2042-10-15      | 1.7500%  | 0.0000% | $1335000.00        | $99210.23          | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 3.0000%  | 0.0000% | $3250000.00        | $1399639.84        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2044-08-15      | 2.2500%  | 0.0000% | $2700000.00        | $287093.75         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 3.0800%  | 0.0000% | $65494656.00       | $62258506.82       | Private Label Collateralized Mortgage Obligations |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 4.0967%  | 0.0000% | $53869000.00       | $16219426.51       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 1.0000%  | 0.0000% | $5325000.00        | $758322.15         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2027-08-25      | 3.2760%  | 0.0000% | $7500000.00        | $7426245.00        | Private Label Collateralized Mortgage Obligations |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 3.3640%  | 0.0000% | $3500000.00        | $3460351.61        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 3.5040%  | 0.0000% | $4262000.00        | $4220363.10        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2028-01-25      | 3.4500%  | 0.0000% | $7703000.00        | $7613723.51        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2038-08-15      | 1.0000%  | 0.0000% | $36896896.00       | $4454015.52        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2048-04-15      | 3.0000%  | 0.0000% | $1196000.00        | $108678.92         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2028-07-25      | 3.9260%  | 0.0000% | $19000000.00       | $18915404.61       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2028-08-25      | 3.9000%  | 0.0000% | $13000000.00       | $12935242.67       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2028-09-25      | 3.9200%  | 0.0000% | $20000000.00       | $19903055.54       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2028-11-25      | 4.2467%  | 0.0000% | $62000000.00       | $6887634.12        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2028-12-25      | 4.3067%  | 0.0000% | $27250000.00       | $2949136.43        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2030-03-25      | 4.0967%  | 0.0000% | $26284000.00       | $6402490.47        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2032-02-25      | 2.2500%  | 0.0000% | $8263000.00        | $7382738.48        | Private Label Collateralized Mortgage Obligations |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 2.9200%  | 0.0000% | $1315000.00        | $1211116.61        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2032-07-25      | 3.5000%  | 0.0000% | $5900000.00        | $5607445.23        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2032-09-25      | 3.7100%  | 0.0000% | $15855000.00       | $15218653.41       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2032-12-25      | 3.8200%  | 0.0000% | $13320000.00       | $12842081.36       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2032-02-25      | 4.3630%  | 0.0000% | $1020000.00        | $1004069.58        | Private Label Collateralized Mortgage Obligations |
| Federal Home Loan Mortgage Corp.         | 2033-07-25      | 4.0500%  | 0.0000% | $4129000.00        | $4020273.11        | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | 4.4200%  | 0.0000% | $58900000.00       | $57918228.59       | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2033-04-01      | 6.0000%  | 0.0000% | $227955968.00      | $512993.21         | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $310561.00         | $24650.94          | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2043-04-25      | 6.0000%  | 0.0000% | $300000.00         | $8690.13           | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2035-05-25      | 5.5000%  | 0.0000% | $76000.00          | $77572.71          | Agency Collateralized Mortgage Obligation         |
| Federal Home Loan Mortgage Corp.         | 2035-02-15      | 5.0000%  | 0.0000% | $2500000.00        | $250158.00         | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2036-07-25      | 5.5000%  | 0.0000% | $1643996.00        | $114175.41         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2039-09-25      | 5.0000%  | 0.0000% | $2869192.00        | $463615.60         | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2037-04-25      | 5.5000%  | 0.0000% | $285000.00         | $7037.92           | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2041-03-25      | 4.0000%  | 0.0000% | $15000000.00       | $6262239.45        | Agency Collateralized Mortgage Obligation         |
| Federal Home Loan Mortgage Corp.         | 2039-05-15      | 5.0000%  | 0.0000% | $3350000.00        | $490013.98         | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2039-03-15      | 5.0000%  | 0.0000% | $865000.00         | $29337.32          | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2040-07-25      | 3.0000%  | 0.0000% | $2000000.00        | $12077.11          | Agency Collateralized Mortgage Obligation         |
| Federal National Mortgage Association    | 2033-10-01      | 4.0000%  | 0.0000% | $11048928.00       | $215648.38         | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1625210.00        | $1698664.46        | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2045-09-01      | 4.0000%  | 0.0000% | $690000.00         | $56909.48          | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2051-01-01      | 4.5000%  | 0.0000% | $225000.00         | $51484.30          | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $4555000.00        | $1390231.85        | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $92610.00          | $7739.23           | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $839000.00         | $145307.93         | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2032-08-01      | 3.3390%  | 0.0000% | $2415704.00        | $1971238.20        | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $337936.00         | $110080.70         | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1807000.00        | $287610.24         | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $450000.00         | $138170.27         | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $2561632.00        | $2423968.70        | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $2331052.00        | $1425867.15        | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $2389000.00        | $379981.35         | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $101802.00         | $7782.31           | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2036-06-01      | 3.0000%  | 0.0000% | $1462632.00        | $461887.42         | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $16117344.00       | $11366741.14       | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $27702.00          | $21854.62          | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $2314992.00        | $2340701.27        | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $2447250.00        | $2570068.50        | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2055-04-01      | 3.5000%  | 0.0000% | $5000000.00        | $4258001.56        | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $20599104.00       | $17575101.31       | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $71513216.00       | $65916929.18       | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $20749000.00       | $21083070.44       | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $7832528.00        | $1391388.06        | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2035-11-01      | 2.0000%  | 0.0000% | $300000.00         | $154993.02         | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $25000.00          | $14445.90          | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $400000.00         | $228792.87         | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $156308480.00      | $102595936.93      | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2040-12-01      | 4.5000%  | 0.0000% | $10031248.00       | $7180278.79        | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2048-08-01      | 3.0000%  | 0.0000% | $1780464.00        | $1324549.52        | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $5552700.00        | $4127730.64        | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2035-04-01      | 6.0000%  | 0.0000% | $83303424.00       | $1015713.26        | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2045-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $57725.38          | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $2398496.00        | $25553.28          | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $120000.00         | $18918.86          | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2037-06-01      | 5.0000%  | 0.0000% | $87500.00          | $5281.75           | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2031-07-01      | 2.0000%  | 0.0000% | $715725.00         | $236547.84         | Agency Mortgage-Backed Securities                 |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $38046336.00       | $22415691.33       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $114838.00         | $89760.67          | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.0000%  | 0.0000% | $46047040.00       | $38989833.38       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $31387616.00       | $28109096.56       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $47164480.00       | $46467568.72       | Agency Mortgage-Backed Securities                 |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $6054344.00        | $6173551.35        | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2042-11-15      | 3.5000%  | 0.0000% | $1613270.00        | $116286.63         | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $675000.00         | $284458.69         | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2035-08-20      | 2.5000%  | 0.0000% | $3000000.00        | $693261.41         | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2050-10-20      | 5.5000%  | 0.0000% | $133000.00         | $41015.91          | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2052-12-20      | 6.5000%  | 0.0000% | $77350000.00       | $25047644.87       | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $104223104.00      | $41380257.32       | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2048-06-20      | 5.0000%  | 0.0000% | $1459000.00        | $400682.02         | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1338356.00        | $931852.81         | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $615181.00         | $465697.96         | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $5191088.00        | $5256072.74        | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2073616.00        | $2164133.20        | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $2827516.00        | $2887629.11        | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1684060.00        | $1736767.34        | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3302932.00        | $3340389.06        | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2220776.00        | $2220529.00        | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $10249984.00       | $10621020.39       | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $34762360.00       | $34720081.25       | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1991374.00        | $2100486.55        | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1056052.00        | $1101767.79        | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1339976.00        | $1423992.18        | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $3042972.00        | $3156244.61        | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $10008976.00       | $10397790.25       | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $25779040.00       | $25876831.96       | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $58256128.00       | $47044750.62       | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $50000000.00       | $48156148.25       | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $16700000.00       | $16668683.79       | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $558578.00         | $432394.56         | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1397444.00        | $1445778.21        | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $70649600.00       | $71925005.86       | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1095898.00        | $1136693.17        | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $7441576.00        | $107453.67         | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $90000000.00       | $89886422.44       | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2041-04-20      | 4.2500%  | 0.0000% | $600000.00         | $102437.09         | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2045-03-15      | 4.0000%  | 0.0000% | $46000.00          | $16451.63          | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association | 2039-06-15      | 5.5000%  | 0.0000% | $5107056.00        | $159278.62         | Agency Mortgage-Backed Securities                 |
| U.S. Treasury Note                       | 2055-05-15      | 4.7500%  | 0.0000% | $26000000.00       | $25583265.97       | U.S. Treasuries (including strips)                |
| U.S. Treasury Note                       | 2028-10-31      | 4.8750%  | 0.0000% | $168286000.00      | $171927709.04      | U.S. Treasuries (including strips)                |
| U.S. Treasury Note                       | 2051-02-15      | 0.0000%  | 0.0000% | $642901.40         | $177080.76         | U.S. Treasuries (including strips)                |

### Security 74: HSBC USA, Inc.

- **C.1 - Title:** HSBC USA, Inc. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 4049YJ005, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 4049YJ005_3.64_0501
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2033-05-15      | 0.0000%  | 0.0000% | $55551552.00       | $41209807.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-02-15      | 0.0000%  | 0.0000% | $38215229.43       | $21977845.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-08-15      | 0.0000%  | 0.0000% | $63156469.76       | $35267709.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-08-15      | 0.0000%  | 0.0000% | $27944140.80       | $14693364.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 0.0000%  | 0.0000% | $283111915.52      | $119844388.07      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-02-15      | 0.0000%  | 0.0000% | $1213000.00        | $795730.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-02-15      | 0.0000%  | 0.0000% | $3576400.00        | $1990592.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-02-15      | 0.0000%  | 0.0000% | $13132500.00       | $6815557.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-08-15      | 0.0000%  | 0.0000% | $1124700.00        | $533314.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 0.0000%  | 0.0000% | $10428300.00       | $4717888.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 0.0000%  | 0.0000% | $31999100.00       | $13604097.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-08-15      | 0.0000%  | 0.0000% | $990300.00         | $414664.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-08-15      | 0.0000%  | 0.0000% | $3334500.00        | $1319444.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-11-15      | 0.0000%  | 0.0000% | $1000200.00        | $369517.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-05-15      | 0.0000%  | 0.0000% | $49914300.00       | $17950430.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-11-15      | 0.0000%  | 0.0000% | $3089600.00        | $1081644.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-05-15      | 0.0000%  | 0.0000% | $19841100.00       | $6761787.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 0.0000%  | 0.0000% | $48852600.00       | $16426393.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-11-15      | 0.0000%  | 0.0000% | $56901200.00       | $18879818.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-11-15      | 0.0000%  | 0.0000% | $52310900.00       | $16461821.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 0.0000%  | 0.0000% | $133181200.00      | $38423442.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-11-15      | 0.0000%  | 0.0000% | $2100000.00        | $977025.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-08-15      | 0.0000%  | 0.0000% | $350000.00         | $155684.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 0.0000%  | 0.0000% | $87432800.00       | $22341178.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 0.0000%  | 0.0000% | $450000.00         | $194327.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 6.7500%  | 0.0000% | $961400.00         | $983354.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 6.1250%  | 0.0000% | $735100.00         | $793227.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-02-15      | 3.6250%  | 0.0000% | $13479000.00       | $11455899.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 0.0000%  | 0.0000% | $1407000.00        | $1391959.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-15      | 0.0000%  | 0.0000% | $3574000.00        | $3111217.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 0.0000%  | 0.0000% | $5863000.00        | $4408735.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 0.0000%  | 0.0000% | $1213200.00        | $869231.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 0.0000%  | 0.0000% | $8500000.00        | $5800442.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $10560900.00       | $10060085.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-15      | 0.1250%  | 0.0000% | $22494100.00       | $25809122.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $56487700.00       | $57028557.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $535000.00         | $528888.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 0.0000%  | 0.0000% | $31975260.16       | $23434252.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 0.0000%  | 0.0000% | $47812034.56       | $32482061.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-08-15      | 0.0000%  | 0.0000% | $45786726.40       | $28682820.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 0.0000%  | 0.0000% | $69658617.01       | $52952669.53       | U.S. Treasuries (including strips) |

### Security 75: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: 8NAV47T0Y26Q87Y0QP81, C.5 - Other ID: 599999000_3.59_0501
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2052-11-15      | 4.0000%  | 0.0000% | $117534200.00      | $102000003.49      | U.S. Treasuries (including strips) |

### Security 76: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: 8NAV47T0Y26Q87Y0QP81, C.5 - Other ID: 599999000_3.64_0501
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2052-02-15      | 0.0000%  | 0.0000% | $246251600.00      | $65835365.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $44478400.00       | $48755378.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-15      | 0.0000%  | 0.0000% | $20272495.62       | $20241600.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 0.0000%  | 0.0000% | $64251152.09       | $18167655.76       | U.S. Treasuries (including strips) |

### Security 77: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 599999000, C.3 - LEI: 8NAV47T0Y26Q87Y0QP81, C.5 - Other ID: 599999000_3.65_0501
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $27140.00          | $71.30             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-01-20      | 7.0000%  | 0.0000% | $65000.00          | $7.92              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-02-20      | 6.0000%  | 0.0000% | $30000.00          | $29.23             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-10-20      | 7.0000%  | 0.0000% | $30000.00          | $17.03             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-08-20      | 8.0000%  | 0.0000% | $92197.00          | $9.05              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-01-20      | 7.0000%  | 0.0000% | $64223.00          | $51.44             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-06-20      | 5.5000%  | 0.0000% | $2000.00           | $87.31             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-08-20      | 6.5000%  | 0.0000% | $4000.00           | $34.73             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-07-20      | 6.0000%  | 0.0000% | $2001.00           | $19.31             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-02-20      | 6.0000%  | 0.0000% | $5005.00           | $54.15             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-06-20      | 5.5000%  | 0.0000% | $2058.00           | $24.29             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-07-20      | 5.5000%  | 0.0000% | $4481.00           | $50.55             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-08-20      | 5.5000%  | 0.0000% | $4042.00           | $44.36             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $3006.00           | $30.93             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $1001.00           | $11.69             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $8519.00           | $97.45             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $1001.00           | $23.66             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-01-20      | 3.0000%  | 0.0000% | $3005.00           | $10.40             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-01-20      | 4.5000%  | 0.0000% | $2003.00           | $95.87             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-20      | 5.5000%  | 0.0000% | $3079.00           | $92.01             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-20      | 4.5000%  | 0.0000% | $1000.00           | $35.26             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $1998.00           | $77.19             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-09-20      | 6.0000%  | 0.0000% | $2003.00           | $51.19             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-20      | 4.0000%  | 0.0000% | $1991.00           | $89.39             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-04-20      | 6.0000%  | 0.0000% | $1001.00           | $25.24             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $1003.00           | $47.66             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-04-20      | 6.0000%  | 0.0000% | $1000.00           | $21.79             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1000.00           | $28.97             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $25057.00          | $46.27             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-01-15      | 7.0000%  | 0.0000% | $63385.00          | $47.45             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-12-15      | 7.5000%  | 0.0000% | $700138.00         | $16.99             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-04-15      | 7.5000%  | 0.0000% | $335687.00         | $51.75             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-08-15      | 7.0000%  | 0.0000% | $75750.00          | $21.22             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-10-15      | 7.5000%  | 0.0000% | $827641.00         | $80.72             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-03-15      | 7.0000%  | 0.0000% | $130572.00         | $29.80             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-06-15      | 6.0000%  | 0.0000% | $25000.00          | $22.65             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-03-15      | 7.0000%  | 0.0000% | $25000.00          | $20.89             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-05-15      | 7.0000%  | 0.0000% | $284841.00         | $64.59             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-07-15      | 5.0000%  | 0.0000% | $2000.00           | $44.70             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 4.5000%  | 0.0000% | $1000.00           | $30.87             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 4.5000%  | 0.0000% | $1000.00           | $33.49             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 4.5000%  | 0.0000% | $1003.00           | $27.88             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-03-15      | 4.5000%  | 0.0000% | $2000.00           | $41.74             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-12-15      | 4.0000%  | 0.0000% | $1000.00           | $84.78             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-07-15      | 4.5000%  | 0.0000% | $2000.00           | $71.94             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-04-15      | 4.5000%  | 0.0000% | $4030.00           | $81.66             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-03-15      | 4.5000%  | 0.0000% | $4106.00           | $82.45             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-03-15      | 4.5000%  | 0.0000% | $1000.00           | $42.38             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-05-15      | 4.5000%  | 0.0000% | $5000.00           | $78.29             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-15      | 4.5000%  | 0.0000% | $4003.00           | $86.21             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-08-15      | 4.5000%  | 0.0000% | $1000.00           | $25.63             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-08-20      | 4.0000%  | 0.0000% | $2000.00           | $50.38             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-08-15      | 7.5000%  | 0.0000% | $30488.00          | $31.14             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-07-15      | 7.0000%  | 0.0000% | $224873.00         | $83.22             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-07-15      | 7.0000%  | 0.0000% | $52960.00          | $67.24             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-01-15      | 7.7500%  | 0.0000% | $25000.00          | $64.82             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $45427.00          | $85.36             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-05-15      | 7.0000%  | 0.0000% | $28000.00          | $30.76             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-08-15      | 7.0000%  | 0.0000% | $56729.00          | $16.89             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-01-15      | 7.5000%  | 0.0000% | $638891.00         | $15.12             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-07-15      | 7.0000%  | 0.0000% | $376423.00         | $21.50             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-06-15      | 7.5000%  | 0.0000% | $225104.00         | $22.97             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-06-15      | 9.0000%  | 0.0000% | $9174212.00        | $39.16             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-03-15      | 6.0000%  | 0.0000% | $27447.00          | $32.91             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-05-15      | 6.5000%  | 0.0000% | $5999.00           | $7.55              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-20      | 4.0000%  | 0.0000% | $1000.00           | $74.83             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-01-15      | 2.5000%  | 0.0000% | $6000.00           | $82.20             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-05-15      | 4.0000%  | 0.0000% | $500000.00         | $0.09              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-05-20      | 4.5000%  | 0.0000% | $3006.00           | $35.25             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $3000.00           | $58.13             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-15      | 4.0000%  | 0.0000% | $1000.00           | $79.75             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $1000.00           | $27.78             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-09-15      | 6.5000%  | 0.0000% | $4000.00           | $35.50             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-03-15      | 7.5000%  | 0.0000% | $1000.00           | $29.93             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-01-15      | 6.5000%  | 0.0000% | $1000.00           | $45.21             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-20      | 4.5000%  | 0.0000% | $2000.00           | $49.88             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-08-15      | 6.5000%  | 0.0000% | $1000.00           | $17.66             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-04-15      | 4.0000%  | 0.0000% | $1000.00           | $52.02             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-05-15      | 3.5000%  | 0.0000% | $7798635.00        | $37.56             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-01-15      | 6.0000%  | 0.0000% | $1000.00           | $40.61             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2026-08-25      | 9.7667%  | 0.0000% | $59642751.00       | $17921119.80       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-25      | 4.5000%  | 0.0000% | $121270996.00      | $105529106.91      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.0000%  | 0.0000% | $6461664.00        | $3337677.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-05-25      | 4.7500%  | 0.0000% | $735103.00         | $705823.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-01      | 6.1140%  | 0.0000% | $102364.00         | $83.58             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-15      | 4.0000%  | 0.0000% | $1927.00           | $71.60             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-02-15      | 3.0000%  | 0.0000% | $5000.00           | $20.85             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1362.00           | $42.87             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-04-20      | 3.5000%  | 0.0000% | $1184.00           | $75.07             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $1001.00           | $67.80             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-04-20      | 4.0000%  | 0.0000% | $2965.00           | $92.98             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-04-20      | 4.0000%  | 0.0000% | $1184.00           | $36.85             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-07-20      | 3.5000%  | 0.0000% | $1001.00           | $64.68             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-11-20      | 4.5000%  | 0.0000% | $1000.00           | $52.28             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $1000.00           | $99.66             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $1000.00           | $92.24             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $1000.00           | $96.62             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $1000.00           | $99.36             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $1000.00           | $80.48             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $1082.00           | $91.56             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-05-20      | 4.0000%  | 0.0000% | $1024.00           | $89.29             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $1000.00           | $89.73             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $1000.00           | $88.66             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-10-20      | 4.5000%  | 0.0000% | $1000.00           | $96.91             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-03-20      | 4.0000%  | 0.0000% | $1000.00           | $83.50             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-09-20      | 5.0000%  | 0.0000% | $1000.00           | $84.60             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-01-20      | 4.5000%  | 0.0000% | $1000.00           | $81.32             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-04-20      | 4.5000%  | 0.0000% | $1000.00           | $72.55             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $1000.00           | $69.10             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $87.28             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-01-20      | 4.5000%  | 0.0000% | $1000.00           | $83.81             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-15      | 4.0000%  | 0.0000% | $1000.00           | $52.78             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $1000.00           | $21.13             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-02-15      | 4.0000%  | 0.0000% | $1000.00           | $88.04             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-09-15      | 4.5000%  | 0.0000% | $1000.00           | $86.72             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-06-20      | 4.0000%  | 0.0000% | $1000.00           | $66.22             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-15      | 6.0000%  | 0.0000% | $26000.00          | $32.65             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-15      | 7.0000%  | 0.0000% | $33003.00          | $65.86             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-02-15      | 5.5000%  | 0.0000% | $44999.00          | $60.84             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-15      | 7.0000%  | 0.0000% | $42710.00          | $93.36             | Agency Mortgage-Backed Securities         |

### Security 78: Fixed Income Clearing Corp. / Northern Trust Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. / Northern Trust Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 549300GLF98S992BC502, C.5 - Other ID: 66585Q007_3.64_0501
- **C.18 - Value (incl. sponsor support):** $3550000000.00
- **C.18.a - Value (excl. sponsor support):** $3550000000.00
- **C.19 - Percentage of Net Assets:** 10.4800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $48148824.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50225482.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50225482.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50225482.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50225482.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50225482.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50225482.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50225482.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50225482.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50225482.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $17249700.00       | $17327490.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49446160.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49460163.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49460163.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49460163.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49460163.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51253106.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51253106.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51253106.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51253106.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $51253106.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48833562.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48833562.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $6601200.00        | $6447202.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 3.8750%  | 0.0000% | $50000000.00       | $44825964.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 3.8750%  | 0.0000% | $50000000.00       | $44825964.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 3.8750%  | 0.0000% | $50000000.00       | $44825964.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 3.8750%  | 0.0000% | $50000000.00       | $44825964.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 3.8750%  | 0.0000% | $50000000.00       | $44825964.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $51472718.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $51472718.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $51472718.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $51472718.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $51472718.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $51472718.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $51472718.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $51472718.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $51472718.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $51472718.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $51472718.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $51472718.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $51472718.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $51472718.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $46085200.00       | $47442610.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-02-15      | 4.5000%  | 0.0000% | $50000000.00       | $47834942.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-02-15      | 4.5000%  | 0.0000% | $26568100.00       | $25417670.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48833560.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48833560.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48833560.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48833560.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48833560.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48833560.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48833560.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48833560.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48833560.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48833560.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $27871500.00       | $27221291.77       | U.S. Treasuries (including strips) |

### Security 79: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 795993005, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795993005_3.64_0501
- **C.18 - Value (incl. sponsor support):** $213000000.00
- **C.18.a - Value (excl. sponsor support):** $213000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-01-21      | 0.0000%  | 0.0000% | $149810600.00      | $145854102.05      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-10      | 0.0000%  | 0.0000% | $1100.00           | $1085.36           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-24      | 0.0000%  | 0.0000% | $57000.00          | $56162.10          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-08      | 0.0000%  | 0.0000% | $2906700.00        | $2859844.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-18      | 0.0000%  | 0.0000% | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 3.7500%  | 0.0000% | $68730700.00       | $68488767.94       | U.S. Treasuries (including strips) |

### Security 80: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.50_0501
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-04-15      | 0.0000%  | 0.0000% | $264262100.00      | $255000162.64      | U.S. Treasuries (including strips) |

### Security 81: Fixed Income Clearing Corp. / State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. / State Street Bank & Trust Co. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.64_0501
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 5.1700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2048-11-15      | 3.3750%  | 0.0000% | $271136900.00      | $214412091.57      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-08-15      | 2.0000%  | 0.0000% | $1017327900.00     | $576604901.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-02-15      | 1.8750%  | 0.0000% | $108434300.00      | $59952824.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-11-15      | 4.6250%  | 0.0000% | $53755900.00       | $52502169.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 3.0000%  | 0.0000% | $68481300.00       | $50114388.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-05-15      | 3.0000%  | 0.0000% | $211642400.00      | $158617527.92      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-05-15      | 5.0000%  | 0.0000% | $50000000.00       | $51339770.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 1.3750%  | 0.0000% | $53830200.00       | $26183253.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 4.7500%  | 0.0000% | $21200000.00       | $20840242.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-08-15      | 4.1250%  | 0.0000% | $64100000.00       | $58147885.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-02-15      | 4.5000%  | 0.0000% | $539806900.00      | $516285084.24      | U.S. Treasuries (including strips) |

### 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: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $724061864.50
- **C.18.a - Value (excl. sponsor support):** $724061864.50
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $323169550.00
- **C.18.a - Value (excl. sponsor support):** $323169550.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 84: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $161376413.25
- **C.18.a - Value (excl. sponsor support):** $161376413.25
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $281148229.14
- **C.18.a - Value (excl. sponsor support):** $281148229.14
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 86: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $349303888.50
- **C.18.a - Value (excl. sponsor support):** $349303888.50
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $78863038.04
- **C.18.a - Value (excl. sponsor support):** $78863038.04
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 88: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $325179420.58
- **C.18.a - Value (excl. sponsor support):** $325179420.58
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $323198970.25
- **C.18.a - Value (excl. sponsor support):** $323198970.25
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 90: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $362856212.07
- **C.18.a - Value (excl. sponsor support):** $362856212.07
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $297513459.00
- **C.18.a - Value (excl. sponsor support):** $297513459.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 92: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 0781SP260228
- **C.18 - Value (incl. sponsor support):** $140806907.40
- **C.18.a - Value (excl. sponsor support):** $140806907.40
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $277590903.65
- **C.18.a - Value (excl. sponsor support):** $277590903.65
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 94: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $279175760.35
- **C.18.a - Value (excl. sponsor support):** $279175760.35
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 95: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $323008383.83
- **C.18.a - Value (excl. sponsor support):** $323008383.83
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $141612427.13
- **C.18.a - Value (excl. sponsor support):** $141612427.13
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UF2, C.4 - ISIN: US912797UF28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $282237907.38
- **C.18.a - Value (excl. sponsor support):** $282237907.38
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UJ4, C.4 - ISIN: US912797UJ40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397567423.12
- **C.18.a - Value (excl. sponsor support):** $397567423.12
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $297491493.10
- **C.18.a - Value (excl. sponsor support):** $297491493.10
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $471494766.00
- **C.18.a - Value (excl. sponsor support):** $471494766.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.4 - ISIN: US912797US49, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $601720737.08
- **C.18.a - Value (excl. sponsor support):** $601720737.08
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.803200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $786112235.91
- **C.18.a - Value (excl. sponsor support):** $786112235.91
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 94974A003_3.64_0501
- **C.18 - Value (incl. sponsor support):** $457700000.00
- **C.18.a - Value (excl. sponsor support):** $457700000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $146241557.80      | $138776924.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-10-31      | 4.1250%  | 0.0000% | $132987595.62      | $133003554.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $196284645.00      | $195073568.74      | U.S. Treasuries (including strips) |

### Security 104: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 94974A003_3.65_0501
- **C.18 - Value (incl. sponsor support):** $597300000.00
- **C.18.a - Value (excl. sponsor support):** $597300000.00
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $55948917.12       | $30312419.07       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $578053666.67      | $572225323.16      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $6930054.45        | $6708258.06        | Agency Mortgage-Backed Securities |

### Security 105: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 964FUR009_3.64_0501
- **C.18 - Value (incl. sponsor support):** $95000000.00
- **C.18.a - Value (excl. sponsor support):** $95000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-08-20      | 0.0000%  | 0.0000% | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $21935400.00       | $7991263.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 0.0000%  | 0.0000% | $25600.00          | $9087.41           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-02-15      | 0.0000%  | 0.0000% | $24999200.00       | $8634823.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 0.0000%  | 0.0000% | $5300.00           | $1782.09           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 0.0000%  | 0.0000% | $55339100.00       | $17631701.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 0.0000%  | 0.0000% | $189611100.00      | $58875004.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $62.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-11-15      | 1.3750%  | 0.0000% | $772800.00         | $499373.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $83.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $89.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $97.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $114700.00         | $108853.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $1481500.00        | $1640822.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 0.0000%  | 0.0000% | $997718.79         | $712842.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 0.0000%  | 0.0000% | $1139945.43        | $794356.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 0.0000%  | 0.0000% | $1069.60           | $726.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-08-15      | 0.0000%  | 0.0000% | $16466.49          | $8658.28           | U.S. Treasuries (including strips) |

### Security 106: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 964FUR009_3.65_0501
- **C.18 - Value (incl. sponsor support):** $61000000.00
- **C.18.a - Value (excl. sponsor support):** $61000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1008.00           | $592.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $827.70            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $1000.00           | $739.72            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $83.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-05-15      | 2.8750%  | 0.0000% | $200.00            | $198.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-05-31      | 1.2500%  | 0.0000% | $376000.00         | $358169.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-08-15      | 1.2500%  | 0.0000% | $1400.00           | $1216.56           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-03-31      | 3.6250%  | 0.0000% | $27688000.00       | $27631885.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-08-31      | 4.1250%  | 0.0000% | $600.00            | $606.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-05-31      | 4.6250%  | 0.0000% | $2800.00           | $2926.34           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $210.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $69357310.00       | $9631342.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 4.0000%  | 0.0000% | $8287.00           | $964.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $1016.00           | $168.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $138.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-15      | 3.5000%  | 0.0000% | $1000.00           | $790.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 3.0000%  | 0.0000% | $162390.00         | $39161.30          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $3211924.00        | $2582867.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $79435141.00       | $13617662.96       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 3.5000%  | 0.0000% | $21456416.00       | $2864056.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.5000%  | 0.0000% | $1097982.00        | $223226.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.5000%  | 0.0000% | $3079192.00        | $1875707.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $20083027.00       | $3331241.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1000.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $770.10            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1010.00           | $163.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $545360.00         | $50151.01          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 4.0000%  | 0.0000% | $1000.00           | $81.17             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $1024.00           | $148.28            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $1013.00           | $103.72            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $1024.00           | $77.22             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $1002.00           | $87.20             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $1002.00           | $76.72             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1024.00           | $675.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $1023.00           | $684.01            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $684.30            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1000.00           | $601.83            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1000.00           | $596.84            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1008.00           | $659.77            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $1000.00           | $628.72            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 4.0000%  | 0.0000% | $1024.00           | $753.95            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $1120.00           | $1029.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1000.00           | $397.24            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1000.00           | $505.10            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1280.00           | $737.14            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1024.00           | $826.93            | Agency Mortgage-Backed Securities  |

## N-MFP: Signatures

**Registrant:** Government Cash Management Portfolio

**Date:** 2026-05-07

**By:** /s/Diane Kenneally

**Name of Signing Officer:** Diane Kenneally

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